Provides tools for the statistical analysis of regular vine copula models, see Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001> and Dissman et al. (2013) <doi:10.1016/j.csda.2012.08.010>. The package includes tools for parameter estimation, model selection, simulation, goodness-of-fit tests, and visualization. Tools for estimation, selection and exploratory data analysis of bivariate copula models are also provided.
| Version: | 2.6.1 |
| Depends: | R (≥ 3.1.0) |
| Imports: | graphics, grDevices, stats, utils,MASS,mvtnorm, methods,ADGofTest,lattice, parallel |
| Suggests: | TSP,shiny,testthat,numDeriv,kdecopula (≥ 0.8.0),network |
| Published: | 2025-03-24 |
| DOI: | 10.32614/CRAN.package.VineCopula |
| Author: | Thomas Nagler [aut, cre], Ulf Schepsmeier [aut], Jakob Stoeber [aut], Eike Christian Brechmann [aut], Benedikt Graeler [aut], Tobias Erhardt [aut], Carlos Almeida [ctb], Aleksey Min [ctb, ths], Claudia Czado [ctb, ths], Mathias Hofmann [ctb], Matthias Killiches [ctb], Harry Joe [ctb], Thibault Vatter [ctb] |
| Maintainer: | Thomas Nagler <mail at tnagler.com> |
| BugReports: | https://github.com/tnagler/VineCopula/issues |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/tnagler/VineCopula |
| NeedsCompilation: | yes |
| Materials: | README,NEWS |
| In views: | Distributions |
| CRAN checks: | VineCopula results |
| Reference manual: | VineCopula.html ,VineCopula.pdf |
| Package source: | VineCopula_2.6.1.tar.gz |
| Windows binaries: | r-devel:VineCopula_2.6.1.zip, r-release:VineCopula_2.6.1.zip, r-oldrel:VineCopula_2.6.1.zip |
| macOS binaries: | r-release (arm64):VineCopula_2.6.1.tgz, r-oldrel (arm64):VineCopula_2.6.1.tgz, r-release (x86_64):VineCopula_2.6.1.tgz, r-oldrel (x86_64):VineCopula_2.6.1.tgz |
| Old sources: | VineCopula archive |
| Reverse imports: | CDVineCopulaConditional,CondCopulas,CopulaCenR,FactorCopula,FactorCopulaModel,gamCopula,GJRM,gofCopula,kdevine,LocalCop,LogisticCopula,MMDCopula,pacotest,parTimeROC,PCBN,VC2copula,vccp |
| Reverse linking to: | VC2copula |
| Reverse suggests: | copula,kdecopula |
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