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VineCopula (version 1.5)

Statistical Inference of Vine Copulas

Description

Tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction are provided. Vine copula models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are 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.

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Install

install.packages('VineCopula')

Monthly Downloads

3,171

Version

1.5

License

GPL (>= 2)

Maintainer

Last Published

June 5th, 2015

Functions in VineCopula (1.5)