vines: Multivariate Dependence Modeling with Vines
Version 1.1.5

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]
Date of publication2016-07-28 11:49:43
MaintainerYasser Gonzalez-Fernandez <[email protected]>
LicenseGPL (>= 2)
Version1.1.5
URL https://github.com/yasserglez/vines
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("vines")

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vines documentation built on May 29, 2017, 6:53 p.m.