BenGraeler/spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal

A framework to analyse multivariate, spatial and spatio-temporal data via copulas, vine copulas and hierarchical Kendall copulas is provided. The spatial/spatio-temporal data needs to be provided in the form of the sp and spacetime package respectively. Additionally, support for calculating different multivariate return periods based on copulas and vine copulas is implemented. As of version 0.2-2, Hierarchical Kendall Copulas are also provided.

Getting started

Package details

MaintainerBenedikt Graeler <>
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
BenGraeler/spcopula documentation built on Nov. 20, 2020, 4:07 p.m.