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.

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

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