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.

Install the latest version of this package by entering the following in R:
install.packages("vines")
AuthorYasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut], Joris Meys [ctb]
Date of publication2016-07-28 11:49:43
MaintainerYasser Gonzalez-Fernandez <ygonzalezfernandez@gmail.com>
LicenseGPL (>= 2)
Version1.1.5
https://github.com/yasserglez/vines

View on CRAN

Functions

CVine Man page
CVine-class Man page
dimnames<-,Vine,ANY-method Man page
dimnames<-,Vine-method Man page
dimnames,Vine-method Man page
dvine Man page
DVine Man page
DVine-class Man page
dvine,CVine-method Man page
dvine,DVine-method Man page
dvine-methods Man page
h Man page
h,claytonCopula-method Man page
h,copula-method Man page
h,fgmCopula-method Man page
h,frankCopula-method Man page
h,galambosCopula-method Man page
h,gumbelCopula-method Man page
h,indepCopula-method Man page
hinverse Man page
hinverse,claytonCopula-method Man page
hinverse,copula-method Man page
hinverse,frankCopula-method Man page
hinverse,indepCopula-method Man page
hinverse-methods Man page
hinverse,normalCopula-method Man page
hinverse,tCopula-method Man page
h-methods Man page
h,normalCopula-method Man page
h,tCopula-method Man page
pvine Man page
pvine,CVine-method Man page
pvine,DVine-method Man page
pvine-methods Man page
rvine Man page
RVine-class Man page
rvine,CVine-method Man page
rvine,DVine-method Man page
rvine-methods Man page
show,CVine-method Man page
show,DVine-method Man page
show,vineFit-method Man page
show,vineFitML-method Man page
show,vineGoF-method Man page
show,Vine-method Man page
Vine Man page
Vine-class Man page
vineFit Man page
vineFit-class Man page
vineFitML-class Man page
vineGoF Man page
vineGoF-class Man page
vineLogLik Man page
vineOrder Man page
vineParameters Man page
vineParameters<- Man page
vinePIT Man page
vinePIT,CVine-method Man page
vinePIT,DVine-method Man page
vinePIT-methods Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.