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rvinecopulib

0.7.3.1.0

High Performance Algorithms for Vine Copula Modeling

13packages depend
17.8Kdownloads / year
90.2%test coverage
13/13checks pass

Overview

About
Maintained by Thomas NaglerFirst published 2017-08-3034 releasesCRAN page ↗GitHub ↗

Provides an interface to 'vinecopulib', a C++ library for vine copula modeling. The 'rvinecopulib' package implements the core features of the popular 'VineCopula' package, in particular inference algorithms for both vine copula and bivariate copula models. Advantages over 'VineCopula' are a sleeker and more modern API, improved performances, especially in high dimensions, nonparametric and multi-parameter families, and the ability to model discrete variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only C++ library (currently version 0.7.2). Thus users do not need to install 'vinecopulib' itself in order to use 'rvinecopulib'. Since their initial releases, 'vinecopulib' is licensed under the MIT License, and 'rvinecopulib' is licensed under the GNU GPL version 3.

Install

Health

CRAN checks
13OK
Slowest check: 6.0 min · r-devel-windows-x86_64
Code health
Yes
Tests · ratio 0.26
90.2%
Coverage · measured lines
100%
Documentation · exports
8
Dependencies · direct
Check history
  • OK2026-08-04
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-08-01
    12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • OK2026-06-09
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-06-08
    12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-04-25
    12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 3 earlier snapshots
  • NOTE2026-04-22
    11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-04-18
    10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • NOTE2026-03-10
    11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
READMEYes · 1,096 wordsVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo
Examples that run
100%
Documented parameters
95%
Return-value docs
70%
References docs
7%

Downloads

17.8K
CRAN downloads in the past year
Rank #3,327 · ~49/day · ~1.5K/mo
Daily download trend is not available in this view yet.
80230 days
3.2K90 days
17.8K1 year
Compare downloads with other packages →
Also on534 r2u19 autocran5.5K conda_forge

Repository

Repository
39Stars
12Forks
2Open issues
5Open PRs
35Releases
212Commits
4Contributors
copulavinestatisticsestimation
License GPL-3.0 · 212 commits · Last activity 2026-08-17 · 0% stars, 30d

Stars over time

2024-11-28 · 352026-07-14 · 39

Repository practices

Upstream repositoryBeta

4 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/vinecopulib/rvinecopulib on 2026-08-16.

Continuous integration (1)
GitHub Actions
CRAN release process (1)
cran-comments.md
Lint, format, editor (2)
AirRStudio project
How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
13 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.0.2
Imports (8)
assertthatgraphicsgrDeviceskde1dlatticeRcppstatsutils
Enhances (0)
none

Code & Tests

People & History

People (2)
Maintainer (1)
Author, Maintainer
Authors (2)
Author, Maintainer
Package Timeline

34 releases. Pick two to compare their code metrics. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.7.3.1.0Latest
    2025-06-13 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • 0.7.2.1.0
    2025-03-24 · diff ↗
  • 0.7.1.1.2
    2025-03-03 · diff ↗
  • 0.7.1.1.1
    2025-02-10 · diff ↗
  • 0.7.1.1.0
    2025-01-21 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 0.6.3.1.1
    2023-02-23 · diff ↗
  • 0.6.3.1.0
    2023-02-20 · diff ↗
  • 0.6.2.1.3
    2022-12-06 · diff ↗
  • 0.6.2.1.2
    2022-10-17 · diff ↗
  • 0.6.2.1.1
    2022-09-04 · diff ↗
  • 0.6.2.1.0
    2022-08-26 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
Show 28 earlier events
  • 0.6.1.1.3
    2022-03-18 · diff ↗
  • 0.6.1.1.2
    2022-03-14 · diff ↗
  • 0.6.1.1.1
    2021-10-07 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 0.5.5.1.1
    2021-01-06 · diff ↗
  • 0.5.5.1.0
    2020-11-23 · diff ↗
  • 0.5.4.1.0
    2020-10-03 · diff ↗
  • 0.5.3.1.0
    2020-08-12 · diff ↗
  • 0.5.2.1.0
    2020-05-07 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 0.5.1.1.0
    2019-11-26 · diff ↗
  • 0.5.0.1.0
    2019-11-25 · diff ↗
  • 0.3.2.1.1
    2019-07-05 · diff ↗
  • 0.3.2.1.0
    2019-07-05 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 0.3.1.1.0
    2019-04-19 · diff ↗
  • 0.3.0.1.1
    2018-08-22 · diff ↗
  • 0.3.0.1.0
    2018-08-09 · diff ↗
  • 0.2.8.1.0
    2018-05-09 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 0.2.7.1.0
    2018-03-02 · diff ↗
  • 0.2.6.1.1
    2018-02-25 · diff ↗
  • 0.2.5.1.0
    2018-01-14 · diff ↗
  • 0.2.3.1.0
    2017-11-18 · diff ↗
  • 0.2.0.1.0
    2017-10-30 · diff ↗
  • 0.1.0.1.1
    2017-09-01 · diff ↗
  • 0.1.0.1.0
    2017-08-30
  • R
    R 3.4.0 released · 2017-04-21

Package metadata

First published
2017-08-30
Total releases
34 / 9 yrs
License
GPL-3 | file LICENSE OSI
Minimum R
≥ 3.0.2
Download size
1.4 MB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("rvinecopulib")
Nagler, T., & Vatter, T. (2025). rvinecopulib: High Performance Algorithms for Vine Copula Modeling (Version 0.7.3.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.rvinecopulib

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the 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 rvinecopulib version 0.7.3.1.0 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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