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Provides an interface to 'vinecopulib', a C++ library for vine copula modeling. The 'rvinecopulib' package implements the core features of the popular 'VineCopula' package, in particular inference algorithms for both vine copula and bivariate copula models. Advantages over 'VineCopula' are a sleeker and more modern API, improved performances, especially in high dimensions, nonparametric and multi-parameter families, and the ability to model discrete variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only C++ library (currently version 0.6.2). Thus users do not need to install 'vinecopulib' itself in order to use 'rvinecopulib'. Since their initial releases, 'vinecopulib' is licensed under the MIT License, and 'rvinecopulib' is licensed under the GNU GPL version 3.
| Version: | 0.6.3.1.1 |
| Depends: | R (≥ 3.0.2) |
| Imports: | assertthat, graphics, grDevices, kde1d (≥ 1.0.2), lattice, Rcpp (≥ 0.12.12), stats, utils |
| LinkingTo: | BH, Rcpp, RcppEigen, RcppThread (≥ 2.1.2), wdm, kde1d |
| Suggests: | igraph, ggplot2, ggraph, testthat |
| Published: | 2023-02-23 |
| DOI: | 10.32614/CRAN.package.rvinecopulib |
| Author: | Thomas Nagler [aut, cre], Thibault Vatter [aut] |
| Maintainer: | Thomas Nagler <info at vinecopulib.org> |
| BugReports: | https://github.com/vinecopulib/rvinecopulib/issues |
| License: | GPL-3 | file LICENSE |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | rvinecopulib results |
| Reference manual: | rvinecopulib.pdf |
| Package source: | rvinecopulib_0.6.3.1.1.tar.gz |
| Windows binaries: | r-devel: rvinecopulib_0.6.3.1.1.zip, r-release: rvinecopulib_0.6.3.1.1.zip, r-oldrel: rvinecopulib_0.6.3.1.1.zip |
| macOS binaries: | r-release (arm64): rvinecopulib_0.6.3.1.1.tgz, r-oldrel (arm64): rvinecopulib_0.6.3.1.1.tgz, r-release (x86_64): rvinecopulib_0.6.3.1.1.tgz, r-oldrel (x86_64): rvinecopulib_0.6.3.1.1.tgz |
| Old sources: | rvinecopulib archive |
| Reverse depends: | CopulaInference, svines |
| Reverse imports: | copulaboost, copulareg, covsim, depCensoring, LogisticCopula, portvine, scDesign3, simIReff, Surrogate, tscopula, vinereg |
| Reverse linking to: | portvine, svines, vinereg |
Please use the canonical form https://CRAN.R-project.org/package=rvinecopulib to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.