Vines are graphical models for pair-copula constructions that represent high-dimensional distributions as a factorization of bivariate copulas and marginal density functions. This package contains S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density/distribution function evaluation, and simulation.
| Version: | 1.1.0 |
| Depends: | methods, copula |
| Imports: | ADGofTest, cubature, TSP |
| Published: | 2014-05-11 |
| Author: | Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut] |
| Maintainer: | Yasser Gonzalez-Fernandez <ygonzalezfernandez at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/ygf/vines |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | vines results |
| Reference manual: | vines.pdf |
| Package source: | vines_1.1.0.tar.gz |
| Windows binaries: | r-devel: vines_1.1.0.zip, r-release: vines_1.1.0.zip, r-oldrel: vines_1.1.0.zip |
| OS X Snow Leopard binaries: | r-release: vines_1.1.0.tgz, r-oldrel: vines_1.1.0.tgz |
| OS X Mavericks binaries: | r-release: not available |
| Old sources: | vines archive |
| Reverse imports: | copulaedas |