CDVine (version 1.4)

Statistical Inference of C- And D-Vine Copulas

Description

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).

Copy Link

Version

Down Chevron

Install

install.packages('CDVine')

Monthly Downloads

243

Version

1.4

License

GPL (>= 2)

Maintainer

Last Published

October 29th, 2015

Functions in CDVine (1.4)