VineCopula: Statistical Inference of Vine Copulas
Version 2.1.6

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 publication2018-06-18 17:27:55 UTC
MaintainerThomas Nagler <[email protected]>
LicenseGPL (>= 2)
Version2.1.6
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 June 19, 2018, 1:03 a.m.