Implementation of the vine graphical model for building high-dimensional probability distributions as a factorization of bivariate copulas and marginal density functions. This package provides S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density/distribution function evaluation, and simulation.
Version: | 1.1.5 |
Depends: | methods, copula |
Imports: | ADGofTest, cubature, TSP |
Suggests: | testthat |
Published: | 2016-07-28 |
DOI: | 10.32614/CRAN.package.vines |
Author: | Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut], Joris Meys [ctb] |
Maintainer: | Yasser Gonzalez-Fernandez <ygonzalezfernandez at gmail.com> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://github.com/yasserglez/vines |
NeedsCompilation: | yes |
Citation: | vines citation info |
Materials: | NEWS |
In views: | Distributions |
CRAN checks: | vines results |
Reference manual: | vines.pdf |
Package source: | vines_1.1.5.tar.gz |
Windows binaries: | r-devel: vines_1.1.5.zip, r-release: vines_1.1.5.zip, r-oldrel: vines_1.1.5.zip |
macOS binaries: | r-release (arm64): vines_1.1.5.tgz, r-oldrel (arm64): vines_1.1.5.tgz, r-release (x86_64): vines_1.1.5.tgz, r-oldrel (x86_64): vines_1.1.5.tgz |
Old sources: | vines archive |
Reverse imports: | copulaedas |
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