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VineCopula

Statistical Inference of Vine Copulas

v2.6.1 · Mar 24, 2025 · GPL (>= 2)

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.

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autoCRAN

2

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18

Last 30 days

2

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autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

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30

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102

Last 90 days

431

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Trend: -40% (30d vs prior 30d)

CRAN Check Status

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r-devel-linux-x86_64-debian-gcc OK
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r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
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r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Code

Structure

Lines of code

40,671

Files

189

Compiled share

33.8%

Has compiled src

Yes

Language breakdown

R 19,096 (47%)C/C++/src 13,748 (33.8%)Tests 444 (1.1%)Docs 7,383 (18.2%)

API

Exported functions

103

Internal functions

148

Recent export changes

v2.6.0+1 RVineCDF
v2.5.0+1 EmpCDF

Testing & CI

Has tests

Yes

Test-to-code ratio

0.02

testthat edition

CI present

No

CI type

[]

PR gated

No

Docs

Return-value doc rate

90.3%

\dontrun example ratio

3.2%

Roxygen coverage

100%

Has pkgdown

No

NEWS present

Yes

Health & Security signals

Informational signals; not verdicts.

on.exit coverage

100%

Unsafe pattern score

0

Dep constraint coverage

0%

Secret pattern count

0

Bundled 3rd-party code

2 items

Portability & License

Min R version

3.1.0

System requirements

C++ standard

License

GPL (>= 2)

License flags

SPDX valid, OSI approved

History

Versions

35

First release

2012-06-28

Latest release

2025-03-24

Avg cadence

116 days

Cold removal rate

100%

Dep drift

23

LOC over versions

v1.0: 12,812 LOCv1.1: 12,619 LOCv1.1-1: 12,619 LOCv1.1-2: 13,206 LOCv1.2: 17,004 LOCv1.3: 31,644 LOCv1.4: 35,390 LOCv1.5: 38,906 LOCv1.6: 38,277 LOCv1.6-1: 43,105 LOCv2.0.0: 43,158 LOCv2.0.1: 43,155 LOCv2.0.4: 43,314 LOCv2.0.5: 43,478 LOCv2.1.0: 44,239 LOCv2.1.1: 43,639 LOCv2.1.2: 43,906 LOCv2.1.3: 44,006 LOCv2.1.4: 44,091 LOCv2.1.5: 44,070 LOCv2.1.6: 43,931 LOCv2.1.7: 43,963 LOCv2.1.8: 43,963 LOCv2.2.0: 43,991 LOCv2.3.0: 40,394 LOCv2.4.0: 40,487 LOCv2.4.1: 40,423 LOCv2.4.2: 40,421 LOCv2.4.3: 40,377 LOCv2.4.4: 40,377 LOCv2.4.5: 40,390 LOCv2.5.0: 40,450 LOCv2.5.1: 40,489 LOCv2.6.0: 40,675 LOCv2.6.1: 40,671 LOC

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Reverse Dependencies (21)

linking_to

suggests

Dependency Network

Dependencies Reverse dependencies MASS mvtnorm ADGofTest lattice CondCopulas CopulaCenR FactorCopula FactorCopulaModel GJRM LocalCop LogisticCopula MMDCopula PCBN PMLE4SCR VC2copula copulaSFM copulaSQM gamCopula gofCopula +6 more reverse deps VineCopula

Version History

36 tracked
new 2.6.1 Mar 10, 2026
updated 2.6.1 ← 2.6.0 diff Mar 23, 2025
updated 2.6.0 ← 2.5.1 diff Dec 16, 2024
updated 2.5.1 ← 2.5.0 diff Aug 19, 2024
updated 2.5.0 ← 2.4.5 diff Jul 9, 2023
updated 2.4.5 ← 2.4.4 diff Jan 18, 2023
updated 2.4.4 ← 2.4.3 diff May 23, 2022
updated 2.4.3 ← 2.4.2 diff Oct 6, 2021
updated 2.4.2 ← 2.4.1 diff May 11, 2021
updated 2.4.1 ← 2.4.0 diff Oct 24, 2020
updated 2.4.0 ← 2.3.0 diff Oct 2, 2020
updated 2.3.0 ← 2.2.0 diff Nov 25, 2019
updated 2.2.0 ← 2.1.8 diff Jul 14, 2019
updated 2.1.8 ← 2.1.7 diff Sep 17, 2018
updated 2.1.7 ← 2.1.6 diff Aug 30, 2018