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r / packages / r-cdvine

Functions for statistical inference of canonical vine (C-vine) and D-vine copulas. Tools for bivariate exploratory data analysis and for bivariate as well as vine copula selection are provided. 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).

Type Size Name Uploaded Downloads Labels
conda 599.6 kB | win-64/r-cdvine-1.4-r36hda5aaf8_0.tar.bz2  5 years and 5 months ago 70 main
conda 574.2 kB | osx-64/r-cdvine-1.4-r36h46e59ec_0.tar.bz2  5 years and 5 months ago 30 main
conda 570.5 kB | linux-64/r-cdvine-1.4-r36h96ca727_0.tar.bz2  5 years and 5 months ago 71 main

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