VineCopula

Statistical Inference of Vine Copulas

Provides tools for the statistical analysis of vine copula models. 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.

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Description file content

Package
VineCopula
Type
Package
Title
Statistical Inference of Vine Copulas
Version
2.1.8
Description
Provides tools for the statistical analysis of vine copula models. 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.
Depends
R (>= 3.1.0)
Imports
graphics, grDevices, stats, utils, MASS, mvtnorm, network, methods, copula (>= 0.999-16), kdecopula (>= 0.8.0), ADGofTest, lattice, doParallel, parallel, foreach
Suggests
CDVine, TSP, shiny, testthat, numDeriv
License
GPL (>= 2)
LazyLoad
yes
BugReports
https://github.com/tnagler/VineCopula/issues
URL
RoxygenNote
6.1.0
NeedsCompilation
yes
Packaged
2018-09-17 15:11:56 UTC; n5
Author
Ulf Schepsmeier [aut], Jakob Stoeber [aut], Eike Christian Brechmann [aut], Benedikt Graeler [aut], Thomas Nagler [aut, cre], 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
Repository
CRAN
Date/Publication
2018-09-18 08:30:03 UTC

install.packages('VineCopula')

2.1.8

a month ago

https://github.com/tnagler/VineCopula

Thomas Nagler

GPL (>= 2)

Depends on

R (>= 3.1.0)

Imports

graphics, grDevices, stats, utils, MASS, mvtnorm, network, methods, copula (>= 0.999-16), kdecopula (>= 0.8.0), ADGofTest, lattice, doParallel, parallel, foreach

Suggests

CDVine, TSP, shiny, testthat, numDeriv

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