Provides tools for the statistical analysis of regular vine copula models, see Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001> and Dissman et al. (2013) <doi:10.1016/j.csda.2012.08.010>. 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.
Package details |
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Maintainer | |
License | GPL (>= 2) |
Version | 2.5.1 |
URL | https://github.com/tnagler/VineCopula |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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