CDVine: Statistical Inference of C- And D-Vine Copulas
Version 1.4

Functions for statistical inference of canonical vine (C-vine) and D-vine 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 (so-called copula data).

Package details

AuthorUlf Schepsmeier, Eike Christian Brechmann
Date of publication2015-10-29 13:03:16
MaintainerTobias Erhardt <tobias.erhardt@tum.de>
LicenseGPL (>= 2)
Version1.4
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CDVine")

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CDVine documentation built on May 30, 2017, 12:18 a.m.