Statistical Inference of C- And D-Vine Copulas
Overview
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).
Install
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Documentation
- Help pages
- 29includes a package overview page
- Examples that run
- 82%23 run in a plain check · 5 never run
- Exported functions with examples
- 100%
- Documented parameters
- 66%
- Return-value docs
- 96%
- Help pages citing references
- 72%
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Dependencies
Code & Tests
Datasets
People & History
Maintainer since 1.2 (2014), previously Ulf Schepsmeier (1.0 to 1.1-13)
Pick two releases to compare their code metrics.
- RR 4.1.0 released · 2021-05-18
- archivedRemoved from CRAN2020-10-14check problems were not corrected in time
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 1.42015-10-29 · diff ↗
- 1.32015-07-30 · diff ↗
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 1.22014-03-26 · diff ↗
- 1.1-132013-08-12 · diff ↗
- 1.1-122013-04-25 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 1.1-112013-01-16 · diff ↗
Show 18 earlier eventsHide 18 earlier events
- 1.1-92012-07-03 · diff ↗
- 1.1-82012-07-02 · diff ↗
- 1.1-72012-05-21 · diff ↗
- 1.1-62012-05-13 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 1.1-52011-12-28 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 1.1-42011-10-21 · diff ↗
- 1.1-32011-10-20 · diff ↗
- 1.1-22011-10-12 · diff ↗
- 1.1-12011-08-29 · diff ↗
- 1.12011-06-20 · diff ↗
- 1.0-42011-06-02 · diff ↗
- 1.0-32011-05-30 · diff ↗
- 1.0-22011-05-23 · diff ↗
- 1.0-12011-05-18 · diff ↗
- 1.02011-05-01
- RR 2.13.0 released · 2011-04-13
Package metadata
- First published
- 2011-05-01
- Total releases
- 21 / 15 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.11.0
- Bundled data
- 18 KB / 1 file
Cite
Cite this package
Run in R for the authors' entry:
citation("CDVine")The package provides a citation file, so citation() returns the authors' own entry.
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From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.