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install.packages("VineCopula")
CRAN 30-day downloads, method
6,111+39.3% up on the 30 days before, the better direction
Test coverage, method
8%of lines run by tests

Provides tools for the statistical analysis of regular vine copula models, see Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001> and Dissman et al. (2013) <doi:10.1016/j.csda.2012.08.010>.

Full description

Provides tools for the statistical analysis of regular vine copula models, see Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001> and Dissman et al. (2013) <doi:10.1016/j.csda.2012.08.010>. The package includes tools for parameter estimation, model selection, simulation, goodness-of-fit tests, and visualization. Tools for estimation, selection and exploratory data analysis of bivariate copula models are also provided.

Maintainer
Thomas Nagler
Licence
GPL (>= 2)
Latest release
24 Mar 2025
First release
28 Jun 2012

Compare with another package

More details
Releases
35
Needs compilation
Yes
Needs R
>= 3.1.0
RoxygenNote
7.3.2
Task views (1)
Subjects (1) Method, Subjects
Cite

Package

Run in R for the authors' preferred citation:

citation("VineCopula")
APA
Nagler, T., Almeida, C., Brechmann, E. C., Czado, C., Erhardt, T., Graeler, B., Hofmann, M., Joe, H., Killiches, M., Min, A., Schepsmeier, U., Stoeber, J., & Vatter, T. (2025). VineCopula: Statistical Inference of Vine Copulas (Version 2.6.1) [Computer software]. https://doi.org/10.32614/CRAN.package.VineCopula
About

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA
Balamuta, J. J. (2026). R Observatory: Metrics for VineCopula version 2.6.1 [Data set]. HJJB, LLC. Data release v2026-10-28. https://doi.org/10.5281/zenodo.21843040
About

From data release v2026-10-28, which the citation names so these numbers can be found later.

All 13 check platforms pass.

  • r-devel-linux-x86_64-debian-clang

    The unreleased R on Linux, x86_64, debian-clang

    OK

    Version checked
    2.6.1
    Time taken
    160 s
  • r-devel-linux-x86_64-debian-gcc

    The unreleased R on Linux, x86_64, debian-gcc

    OK

    Version checked
    2.6.1
    Time taken
    111 s
  • r-devel-linux-x86_64-fedora-clang

    The unreleased R on Linux, x86_64, fedora-clang

    OK

    Version checked
    2.6.1
    Time taken
    100 s
  • r-devel-linux-x86_64-fedora-gcc

    The unreleased R on Linux, x86_64, fedora-gcc

    OK

    Version checked
    2.6.1
    Time taken
    104 s
  • r-devel-windows-x86_64

    The unreleased R on Windows, x86_64

    OK

    Version checked
    2.6.1
    Time taken
    272 s
  • r-oldrel-macos-arm64

    The previous release of R on macOS, arm64

    OK

    Version checked
    2.6.1
  • r-oldrel-macos-x86_64

    The previous release of R on macOS, x86_64

    OK

    Version checked
    2.6.1
    Time taken
    129 s
  • r-oldrel-windows-x86_64

    The previous release of R on Windows, x86_64

    OK

    Version checked
    2.6.1
    Time taken
    241 s
  • r-patched-linux-x86_64

    The patched release of R on Linux, x86_64

    OK

    Version checked
    2.6.1
    Time taken
    154 s
  • r-release-linux-x86_64

    The current release of R on Linux, x86_64

    OK

    Version checked
    2.6.1
    Time taken
    151 s
  • r-release-macos-arm64

    The current release of R on macOS, arm64

    OK

    Version checked
    2.6.1
    Time taken
    35 s
  • r-release-macos-x86_64

    The current release of R on macOS, x86_64

    OK

    Version checked
    2.6.1
    Time taken
    158 s
  • r-release-windows-x86_64

    The current release of R on Windows, x86_64

    OK

    Version checked
    2.6.1
    Time taken
    237 s
  • 13 OK

Over time

No change since 8 Sep 2026

As a list (5)
ChangedWorst statusOKNotesWarningsErrors
8 Sep 2026OK13000
7 Sep 2026Error12001
5 Aug 2026OK13000
1 Aug 2026Note12100
10 Mar 2026OK14000

Since March 2026

Check results on CRAN

Total downloads in the last 30 days
6,250+39.5% up on the 30 days before, the better directionIt is the sum of 5 channels: CRAN, r2u, autoCRAN, conda-forge and c2d4u.

CRAN rank

1,431 of 26,530

CRAN

6,111 downloads in the last 30 days

Rank
1,431 of 26,530
Change
+39.3% up on the 30 days before, the better direction

It is in the total. Take it out

r2u

75 downloads in the last 30 days

Rank
2,652 of 30,526
Change
+97.4% up on the 30 days before, the better direction

It is in the total. Take it out

autoCRAN

3 downloads in the last 30 days

Rank
17,776 of 29,212
Change
−84.2% down on the 30 days before, the worse direction

It is in the total. Take it out

conda-forge

57 downloads in the last 30 days

Rank
3,662 of 3,828
Change
+200% up on the 30 days before, the better direction

It is in the total. Take it out

c2d4u, no longer updated

4 downloads in the last 30 days

Rank
3,573 of 7,575
Change
−76.5% down on the 30 days before, the worse direction

It is in the total. Take it out

Over time

Compare downloads

Needs
10
Dependent packages
19
Suggested by
2
Needs (10)
Installing it adds
2 packages, 1.0 MB of source
Of those, need compilation
1
Optional extras (6)
Dependent packages (19)
PackageTitleDownloads in 30 days
GJRMGeneralised Joint Regression Modelling1,291
CopulaCenRCopula-Based Regression Models for Multivariate Censored Data440
copulaSFMCopula-Based Stochastic Frontier Models383
FactorCopulaFactor, Bi-Factor, Second-Order and Factor Tree Copula Models347
CondCopulasEstimation and Inference for Conditional Copula Models332
gamCopulaGeneralized Additive Models for Bivariate Conditional Dependence Structures and Vine Copulas331
gofCopulaGoodness-of-Fit Tests for Copulae329
VC2copulaExtend the 'copula' Package with Families and Models from 'VineCopula'300
pacotestTesting for Partial Copulas and the Simplifying Assumption in Vine Copulas298
kdevineMultivariate Kernel Density Estimation with Vine Copulas288
copulaSQMCopula Based Stochastic Frontier Quantile Model266
parTimeROCParametric Time-Dependent Receiver Operating Characteristic236
LocalCopLocal Likelihood Inference for Conditional Copula Models230
MMDCopulaRobust Estimation of Copulas by Maximum Mean Discrepancy224
PCBNInference of Pair-Copula Bayesian Networks217
vccpVine Copula Change Point Detection in Multivariate Time Series196
PMLE4SCRPseudo Maximum Likelihood Estimation for Semi-Competing Risks Data193
LogisticCopulaA Copula Based Extension of Logistic Regression175
FactorCopulaModelFactor Copula Models162
Functions
469
Public exports
103
Lines of R code
19,096
Median complexity
3
Functions (469)
Size and composition

Lines by kind (40,671)

KindLinesShare
R code19,09647%
Tests4441%
Documentation7,38318%
Compiled code13,74834%

Lines by language

LanguageLinesShare
R19,54048%
C13,74834%
Rd7,38318%

Languages are counted from file extensions.

Files
189
R functions
257
Compiled functions
212
Object systems
S3: 13 methods, S4: 35 classes
Complexity
Median
3
Mean
7.85
Highest
182
Median lines per function
23
About complexity

Cyclomatic complexity counts the independent paths through a function: 1 is a straight line, higher is harder to test. R functions only.

Call graph figures
R functions
257
Calls
323
Unconnected
82
Groups
2
Growth (35 releases)
Total lines by release
12,798 on 28 Jun 201240,671 on 24 Mar 2025
Release changes

The tests ran and coverage was measured.

Lines run by tests
7.6%
Expressions run by tests
7.7%
Test cases
3
Exports named in tests
21.4%
Coverage by file (68)
Coverage run
Lines counted
8,866
Lines the tests ran
537
Tests passed
Yes
Measured with
covr 3.6.5 on R 4.6.1
Test suite
Has tests
Yes
Test frameworks
testthat
Test cases
3
Lines of tests
444
Test lines per line of code
0.02
Exports documented
100%
Arguments documented
83.2%
Return value documented
90.3%
Help pages with examples
95.5%
Examples run in checks
96.8%
Other documentation
README
Yes, 1,765 words
Release notes file
Yes
Help pages
66
Lines of documentation
7,383
DatasetSizeColumns
daxreturnsMajor German Stocks1,158 × 15ALV.DE, BAS.DE, BAYN.DE, BMW.DE, DAI.DE, DBK.DE and 9 more

tnagler / vinecopula on github.com

Stars
101+1% up on 30 days ago, the better direction
Forks
34
Open issues
0
Last commit
28 Aug 2026
Activity
Commits
562
Open pull requests
0
Tagged releases
20
Latest tagged release
v2.6.1, 24 Mar 2025
In development
Default branch at 2.6.2, ahead of CRAN 2.6.1 (checked 2026-10-25)
Issues closed in
1 day (median)
Pull requests closed in
0 days (median)
Pull requests merged
93%
Created
23 Sep 2015
Licence file reads as
–
Development practices (7)
KindFound
Continuous integrationGitHub Actions, R CMD check workflow
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
Docs sourcepkgdown
GitHub Pages site last deployed 2026-08-28
CRAN release processcran-comments.md
Lint, format, editorRStudio project
Git structural.gitattributes

Method, repository practices

Across tnagler

Claude Codeat least 3 crediting itClaude CodeFirst seen 10 Jul 2026at least 3 crediting it
Claude Opus 51MClaude Opus 51M context window28 Aug 20262 commits
Claude Opus 4.81MClaude Opus 4.81M context window10 Jul 20261 commit

Tools

ToolFirst seenFoundCommits crediting it
Claude Code10 Jul 2026Pull request it wrote: opened by a project member3 at least
  • Pull request

Models

ModelContext windowCommitsFirst commitLast commitCredit lines of
Claude Opus 51M228 Aug 202628 Aug 2026Claude Code
Claude Opus 4.81M110 Jul 202610 Jul 2026Claude Code

Across tnagler

R releases
  • On CRAN
  • Release
VersionReleasedR
2.6.1 current24 Mar 20254.4.3
2.6.017 Dec 20244.4.2
2.5.120 Aug 20244.4.1
2.5.010 Jul 20234.3.1
2.4.519 Jan 20234.2.2
2.4.424 May 20224.2.0
2.4.37 Oct 20214.1.1
2.4.212 May 20214.0.5
Earlier versions (27)
VersionReleasedREvents
2.4.125 Oct 20204.0.3
2.4.03 Oct 20204.0.2
2.3.026 Nov 20193.6.1
2.2.015 Jul 20193.6.1
2.1.818 Sep 20183.5.0
2.1.731 Aug 20183.5.0
2.1.618 Jun 20183.5.0
2.1.517 May 20183.5.0
2.1.411 Feb 20183.4.3
2.1.316 Aug 20173.4.1
2.1.225 Apr 20173.4.0
2.1.111 Jan 20173.3.2
2.1.023 Dec 20163.3.2
2.0.526 Sep 20163.3.1
2.0.49 Aug 20163.3.1
2.0.110 Jun 20163.3.0
2.0.09 Jun 20163.3.0
1.6-19 Nov 20153.2.2Maintainer: Thomas Nagler
1.622 Jul 20153.2.1
1.55 Jun 20153.2.0
1.428 Jan 20153.1.2
1.322 Apr 20143.1.0Maintainer: Tobias Erhardt
1.211 Nov 20133.0.2
1.1-226 Aug 20133.0.1
1.1-17 Feb 20132.15.2
1.14 Feb 20132.15.2
1.028 Jun 20122.15.1
Release notes (2.6.1)

BUG FIX

  • Allow for tau = 0 in Kendall's tau inversion for the Frank copula.
  • Remove true/false C macro from header files.