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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.
Package details |
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Author | Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut], Joris Meys [ctb] |
Maintainer | Yasser Gonzalez-Fernandez <ygonzalezfernandez@gmail.com> |
License | GPL (>= 2) |
Version | 1.1.5 |
URL | https://github.com/yasserglez/vines |
Package repository | View on CRAN |
Installation |
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