Vines are graphical models for pair-copula constructions that allow building high-dimensional distributions using bivariate copulas and marginal density functions. This package contains S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density evaluation, distribution function evaluation, and simulation.
| Version: | 1.0.8 |
| Depends: | methods, copula, ADGofTest, cubature, TSP |
| Published: | 2013-05-14 |
| Author: | Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut] |
| Maintainer: | Yasser Gonzalez-Fernandez <ygonzalezfernandez at gmail.com> |
| License: | GPL (≥ 3) |
| URL: | https://github.com/ygf/vines |
| NeedsCompilation: | yes |
| CRAN checks: | vines results |
| Package source: | vines_1.0.8.tar.gz |
| MacOS X binary: | vines_1.0.8.tgz |
| Windows binary: | vines_1.0.8.zip |
| Reference manual: | vines.pdf |
| News/ChangeLog: | NEWS |
| Old sources: | vines archive |
| Reverse depends: | copulaedas |