VineCopula: Statistical Inference of Vine Copulas
Version 2.1.2

Provides tools for the statistical analysis of vine copula models. The package includes tools for parameter estimation, model selection, simulation, goodness-of-fit tests, and visualization. Tools for estimation, selection and exploratory data analysis of bivariate copula models are also provided.

Package details

AuthorUlf Schepsmeier [aut], Jakob Stoeber [aut], Eike Christian Brechmann [aut], Benedikt Graeler [aut], Thomas Nagler [aut, cre], Tobias Erhardt [aut], Carlos Almeida [ctb], Aleksey Min [ctb, ths], Claudia Czado [ctb, ths], Mathias Hofmann [ctb], Matthias Killiches [ctb], Harry Joe [ctb], Thibault Vatter [ctb]
Date of publication2017-04-25 06:03:34 UTC
MaintainerThomas Nagler <thomas.nagler@tum.de>
LicenseGPL (>= 2)
Version2.1.2
URL https://github.com/tnagler/VineCopula
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("VineCopula")

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VineCopula documentation built on May 30, 2017, 12:33 a.m.