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Provides an interface to 'vinecopulib', a C++ library for vine copula modeling. The 'rvinecopulib' package implements the core features of the popular 'VineCopula' package, in particular inference algorithms for both vine copula and bivariate copula models. Advantages over 'VineCopula' are a sleeker and more modern API, improved performances, especially in high dimensions, nonparametric and multi-parameter families, and the ability to model discrete variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only C++ library (currently version 0.6.1). Thus users do not need to install 'vinecopulib' itself in order to use 'rvinecopulib'. Since their initial releases, 'vinecopulib' is licensed under the MIT License, and 'rvinecopulib' is licensed under the GNU GPL version 3.

copied from cf-staging / r-rvinecopulib
Type Size Name Uploaded Downloads Labels
conda 1.9 MB | win-64/r-rvinecopulib-0.6.2.1.1-r41ha856d6a_1.tar.bz2  2 years and 1 month ago 535 main
conda 2.1 MB | osx-64/r-rvinecopulib-0.6.2.1.1-r41h49197e3_1.tar.bz2  2 years and 1 month ago 67 main
conda 2.0 MB | osx-64/r-rvinecopulib-0.6.2.1.1-r42h49197e3_1.tar.bz2  2 years and 1 month ago 67 main
conda 2.0 MB | linux-64/r-rvinecopulib-0.6.2.1.1-r42h7525677_1.tar.bz2  2 years and 1 month ago 1546 main
conda 2.0 MB | linux-64/r-rvinecopulib-0.6.2.1.1-r41h7525677_1.tar.bz2  2 years and 1 month ago 1566 main
conda 1.9 MB | win-64/r-rvinecopulib-0.6.2.1.1-r41ha856d6a_0.tar.bz2  2 years and 3 months ago 577 main
conda 1.9 MB | win-64/r-rvinecopulib-0.6.2.1.1-r40ha856d6a_0.tar.bz2  2 years and 3 months ago 588 main
conda 2.1 MB | osx-64/r-rvinecopulib-0.6.2.1.1-r41h49197e3_0.tar.bz2  2 years and 3 months ago 68 main
conda 2.0 MB | osx-64/r-rvinecopulib-0.6.2.1.1-r40h49197e3_0.tar.bz2  2 years and 3 months ago 70 main
conda 2.0 MB | linux-64/r-rvinecopulib-0.6.2.1.1-r41h7525677_0.tar.bz2  2 years and 3 months ago 1610 main
conda 2.0 MB | linux-64/r-rvinecopulib-0.6.2.1.1-r40h7525677_0.tar.bz2  2 years and 3 months ago 1603 main

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