Implementation of the vine graphical model for building high-dimensional probability distributions as a factorization of bivariate copulas and marginal density functions. This package provides S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density/distribution function evaluation, and simulation.
|Author||Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut], Joris Meys [ctb]|
|Maintainer||Yasser Gonzalez-Fernandez <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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