README.md

Multivariate Dependence Modeling with Vines

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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.



yasserglez/vines documentation built on June 9, 2021, 10:06 a.m.