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).
|Author||Ulf Schepsmeier, Eike Christian Brechmann|
|Date of publication||2015-10-29 13:03:16|
|Maintainer||Tobias Erhardt <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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