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.

Author
Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut], Joris Meys [ctb]
Date of publication
2016-07-28 11:49:43
Maintainer
Yasser Gonzalez-Fernandez <ygonzalezfernandez@gmail.com>
License
GPL (>= 2)
Version
1.1.5
URLs

View on CRAN

Man pages

hinverse-methods
Methods for the Inverse of the h-functions
h-methods
Methods for the h-functions
RVine-classes
Classes for Regular Vines
Vine
Create Vine Objects
Vine-class
Base Vine Class
Vine-distribution
Vine Distribution Functions
vineFit
Vine Inference
vineFit-class
Class for the Results of Vine Inference
vineFitML-class
Class for the Results of Vine Inference by Maximum Likelihood
vineGoF
Vine Goodness-of-fit Tests
vineGoF-class
Class for the Results of Vine Goodness-of-fit Tests
vineLogLik
Vine Log-likelihood Evaluation
vineOrder
Select an Order of the Variables
vineParameters
Parameters of a Vine
vinePIT-methods
Vine Probability Integral Transform Methods

Files in this package

vines
vines/inst
vines/inst/CITATION
vines/tests
vines/tests/testthat.R
vines/tests/testthat
vines/tests/testthat/helper-copulas.R
vines/tests/testthat/test-h.R
vines/tests/testthat/test-hinverse.R
vines/src
vines/src/register.c
vines/src/hinverse.h
vines/src/h.c
vines/src/h.h
vines/src/hinverse.c
vines/NAMESPACE
vines/NEWS
vines/R
vines/R/vineOrder.R
vines/R/dimnames.R
vines/R/vineFitML.R
vines/R/vinePIT.R
vines/R/pvine.R
vines/R/vineFit.R
vines/R/Vine.R
vines/R/show.R
vines/R/hinverse.R
vines/R/h.R
vines/R/vineGoF.R
vines/R/vineIter.R
vines/R/rvine.R
vines/R/dvine.R
vines/R/vineParameters.R
vines/MD5
vines/DESCRIPTION
vines/man
vines/man/vineFitML-class.Rd
vines/man/vineFit.Rd
vines/man/hinverse-methods.Rd
vines/man/vineGoF-class.Rd
vines/man/vineLogLik.Rd
vines/man/Vine-distribution.Rd
vines/man/Vine.Rd
vines/man/Vine-class.Rd
vines/man/vineGoF.Rd
vines/man/vinePIT-methods.Rd
vines/man/RVine-classes.Rd
vines/man/vineParameters.Rd
vines/man/vineOrder.Rd
vines/man/h-methods.Rd
vines/man/vineFit-class.Rd