This package provides functions for statistical inference
of vine copulas. It contains tools for bivariate exploratory
data analysis, bivariate copula selection and (vine) tree
construction. Models can be estimated either sequentially or by
joint maximum likelihood estimation. Sampling algorithms and
plotting methods are also included. Data is assumed to lie in
the unit hypercube (so-called copula data). For C- and D-vines
links to the package CDVine are provided.
| Version: |
1.1-1 |
| Depends: |
R (≥ 2.11.0), MASS, mvtnorm, igraph0 |
| Suggests: |
CDVine, TSP |
| Published: |
2013-02-07 |
| Author: |
Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann |
| Maintainer: |
Ulf Schepsmeier <schepsmeier at ma.tum.de> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| In views: |
Distributions |
| CRAN checks: |
VineCopula results |