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

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
MaintainerTobias Erhardt <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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CDVine documentation built on May 2, 2019, 9:28 a.m.