yasserglez/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.
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL (>= 2) |
| Version | 1.1.5 |
| URL | https://github.com/yasserglez/vines |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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