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Functions for statistical inference of canonical vine (Cvine) and Dvine copulas. Tools for bivariate exploratory data analysis and for bivariate as well as vine copula selection are provided. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also included. Data is assumed to lie in the unit hypercube (socalled copula data).
Package details 


Author  Ulf Schepsmeier, Eike Christian Brechmann 
Maintainer  Tobias Erhardt <[email protected]> 
License  GPL (>= 2) 
Version  1.4 
Package repository  View on CRAN 
Installation 
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