tnagler/VineCopula: Statistical Inference of Vine Copulas
Version 2.1.4.9000

Provides tools for the statistical analysis of vine copula models. The package includes tools for parameter estimation, model selection, simulation, goodness-of-fit tests, and visualization. Tools for estimation, selection and exploratory data analysis of bivariate copula models are also provided.

Getting started

Package details

Maintainer
LicenseGPL (>= 2)
Version2.1.4.9000
URL https://github.com/tnagler/VineCopula
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("tnagler/VineCopula")
tnagler/VineCopula documentation built on Dec. 5, 2017, 8:27 p.m.