yasserglez/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

Maintainer
LicenseGPL (>= 2)
Version1.1.5
URL https://github.com/yasserglez/vines
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("yasserglez/vines")
yasserglez/vines documentation built on May 28, 2017, 8:37 a.m.