R Observatory: Metrics for VineCopula version 2.6.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

VineCopula

2.6.1Package record

Statistical Inference of Vine Copulas

19packages dependsuggested by 2

69.4Kdownloads / year

7.6%test coverage

13/13flavors OK

Overview

About

Maintained by Thomas NaglerCRAN page ↗GitHub ↗Issues ↗

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.

Changes in 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.

From NEWS.md in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("VineCopula", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("tnagler/VineCopula")

Development version from tnagler/VineCopula. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-vinecopula

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-VineCopula

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-VineCopula

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 4.5 min · r-devel-windows-x86_64

Status changes

OK13 OK2026-09-08
ERROR12 OK, 1 ERROR2026-09-07
OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 2.6.1

READMEYes · 1,765 wordsVignettesNoNEWSYes · 33% structured · mentions 2.6.1Citation fileNo

Help pages: 66includes a package overview page
Examples that run: 97%61 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples: 97%
Documented parameters: 83%
Return-value docs: 90%
Help pages citing references: 59%

How these are measured

Downloads

69.4K

CRAN downloads in the past year

Rank #1,517 · ~190/day · ~5.8K/mo

Releases R versions

Daily download trend is not available in this view yet.

5.8K30 days

15.9K90 days

69.4K1 year

Compare downloads with other packages →

Also on632 r2u4 autocran557 conda_forge143 c2d4u

How downloads are counted

Repository

tnagler/vinecopula ↗Account: tnagler

101Stars

34Forks

0Open issues

0Open PRs

20Releases

562Commits

14Commit identities

copulavinestatisticsestimation

562 commits · Last activity 2026-08-28 · +1% stars, 30d · Default branch at 2.6.2, ahead of CRAN 2.6.1 (checked 2026-10-18)

Responsiveness

How these are sampled

PRs merged (all time): 93%
Median days to close, 50 most recently updated closed issues: 1
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2025-09-20 · 962026-09-30 · 101

How these are measured

PracticesBeta

7 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/tnagler/vinecopula on 2026-10-18.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (2)

pkgdown

GitHub Pages site last deployed 2026-08-28

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

Show all practicesHide 1 practice

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v3 (2026-09-26)

AI coding toolsBeta

This repository shows signs of AI coding tools.

Claude Codefirst seen 2026-07-10
Pull request it wrote: opened by a project member
Commits: at least 3 crediting it in the message

Models named in its commits

Claude Opus 52 commits · Aug 2026
Claude Opus 4.81 commit · Jul 2026

Counts are commits, not lines of code. Commits by a tool's accounts count once across all of its accounts. Commits crediting it are the largest count among its credit lines, a minimum.How this is detected·Detection ruleset v4 (updated 2026-09-27)

Dependencies

Declared dependencies

8 external dependencies (excludes base and recommended)

Installing VineCopula adds 2 packages (1 with compiled code, 1.0 MB of source tarballs). Heaviest: mvtnorm 1.0 MB, ADGofTest 2.6 KB.

Depends (1)

R >= 3.1.0

Imports (10)

graphicsgrDevicesstatsutilsMASSmvtnormmethodsADGofTestlatticeparallel

LinkingTo (0)

none

Suggests (6)

TSP shiny testthat numDeriv kdecopula network

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

19direct

4indirect

Imports 19 · LinkingTo 1

Suggested by 2

Show all 21 packagesHide all 21 packages

Depends, Imports or LinkingTo, most downloaded first

GJRM CopulaCenR gamCopula copulaSFM CondCopulas FactorCopula gofCopula pacotest VC2copula kdevine copulaSQM PCBN MMDCopula LocalCop parTimeROC PMLE4SCR vccp FactorCopulaModel LogisticCopula

Suggests, most downloaded first

copula kdecopula

How these are counted

Code & Tests

Datasets

People & History

People (13)

Thomas Nagler

Author, Maintainer since 1.6-1 (2015) · added in 1.5

Eike Christian Brechmann

Author

Tobias Erhardt

Author · added in 1.5

Benedikt Graeler

Author · added in 1.1-2

Ulf Schepsmeier

Author

Jakob Stoeber

Author

Carlos Almeida

Contributor · added in 2.0.0

Claudia Czado

Contributor, Thesis advisor · added in 2.0.0

Mathias Hofmann

Contributor · added in 2.0.0

Harry Joe

Contributor · added in 2.0.0

Matthias Killiches

Contributor · added in 2.0.0

Aleksey Min

Contributor, Thesis advisor · added in 2.0.0

Thibault Vatter

Contributor · added in 2.1.0

Previously maintained by Tobias Erhardt (1.3 to 1.6) and Ulf Schepsmeier (1.0 to 1.2).

Releases (35)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
2.6.1Latest
record
2025-03-24 · current release · diff ↗
2.6.0
record
2024-12-17 · diff ↗ ·
added 1 export
RVineCDF
2.5.1
record
2024-08-20 · diff ↗
R
R 4.4.0 released · 2024-04-24
2.5.0
record
2023-07-10 · diff ↗ ·
added 1 export
EmpCDF
R
R 4.3.0 released · 2023-04-21
2.4.5
record
2023-01-19 · diff ↗
2.4.4
record
2022-05-24 · diff ↗
R
R 4.2.0 released · 2022-04-22
2.4.3
record
2021-10-07 · diff ↗
R
R 4.1.0 released · 2021-05-18
2.4.2
record
2021-05-12 · diff ↗
2.4.1
record
2020-10-25 · diff ↗
2.4.0
record
2020-10-03 · diff ↗

Show 34 earlier eventsHide 34 earlier events

R
R 4.0.0 released · 2020-04-24
2.3.0
record
2019-11-26 · diff ↗ ·
removed 3 exports
fitCopula, dduCopula, ddvCopula
2.2.0
record
2019-07-15 · diff ↗
R
R 3.6.0 released · 2019-04-26
2.1.8
record
2018-09-18 · diff ↗
2.1.7
record
2018-08-31 · diff ↗
2.1.6
record
2018-06-18 · diff ↗
2.1.5
record
2018-05-17 · diff ↗
R
R 3.5.0 released · 2018-04-23
2.1.4
record
2018-02-11 · diff ↗
2.1.3
record
2017-08-16 · diff ↗
2.1.2
record
2017-04-25 · diff ↗
R
R 3.4.0 released · 2017-04-21
2.1.1
record
2017-01-11 · diff ↗
2.1.0
record
2016-12-23 · diff ↗ ·
added 1 export
RVineMatrixSample
2.0.5
record
2016-09-26 · diff ↗
2.0.4
record
2016-08-09 · diff ↗
2.0.1
record
2016-06-10 · diff ↗
2.0.0
record
2016-06-09 · diff ↗ ·
added 10 exports
BiCopCheck, BiCopCondSim, BiCopCompare, BiCopEstList, BiCopHfunc1, BiCopHfunc2, BiCopHinv, BiCopHinv1, BiCopHinv2, BiCopKDE
R
R 3.3.0 released · 2016-05-03
1.6-1
record
2015-11-09 · diff ↗
1.6
record
2015-07-22 · diff ↗
1.5
record
2015-06-05 · diff ↗ ·
added 4 exports
BiCop, RVinePDF, as.copuladata, pairs.copuladata
R
R 3.2.0 released · 2015-04-16
1.4
record
2015-01-28 · diff ↗ ·
added 1 export
pobs
1.3
record
2014-04-22 · diff ↗ ·
added 39 exports
fitCopula, dduCopula, ddvCopula, BB1Copula, surBB1Copula, r90BB1Copula, r270BB1Copula, BB6Copula, surBB6Copula, r90BB6Copula, r270BB6Copula, BB7Copula, surBB7Copula, r90BB7Copula, r270BB7Copula, BB8Copula, surBB8Copula, r90BB8Copula, r270BB8Copula, joeBiCopula, surJoeBiCopula, r90JoeBiCopula, r270JoeBiCopula, surClaytonCopula, r90ClaytonCopula, r270ClaytonCopula, surGumbelCopula, r90GumbelCopula, r270GumbelCopula, tawnT1Copula and 9 more
R
R 3.1.0 released · 2014-04-10
1.2
record
2013-11-11 · diff ↗ ·
added 5 exports
RVinePIT, RVineGofTest, BiCopPar2Beta, RVinePar2Beta, BetaMatrix
1.1-2
record
2013-08-26 · diff ↗ ·
added 4 exports
RVineMatrixCheck, RVineCor2pcor, RVinePcor2cor, RVineMatrixNormalize
R
R 3.0.0 released · 2013-04-03
1.1-1
record
2013-02-07 · diff ↗
1.1
record
2013-02-04 · diff ↗ ·
removed 3 exports
BiCopGofKendall, R2CVine, R2DVine

added 1 export
BiCopGofTest
1.0
record
2012-06-28
R
R 2.15.0 released · 2012-03-30

Package metadata

First published: 2012-06-28
Total releases: 35 / 14 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.1.0
Bundled data: 128 KB / 1 file
Download size: 439 KB

Appears in task views

Probability Distributions

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("VineCopula")

Format

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

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

Cite the R Observatory

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

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for VineCopula version 2.6.1 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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