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VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula'
Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.
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Package details |
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| Author | Thomas Nagler [aut, cre], Benedikt Graeler [ctb] |
| Maintainer | Thomas Nagler <mail@tnagler.com> |
| License | GPL-3 |
| Version | 0.1.5 |
| URL | https://github.com/tnagler/VC2copula |
| Package repository | View on CRAN |
| Installation |
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