vines: Multivariate Dependence Modeling with Vines

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.

Getting started

Package details

AuthorYasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut], Joris Meys [ctb]
MaintainerYasser Gonzalez-Fernandez <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the vines package in your browser

Any scripts or data that you put into this service are public.

vines documentation built on May 2, 2019, 5:55 a.m.