rvinecopulib
0.7.3.1.0High Performance Algorithms for Vine Copula Modeling
Overview
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
- OK2026-08-0413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 3 earlier snapshots
- NOTE2026-04-2211 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1810 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1011 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 95%
- Return-value docs
- 70%
- References docs
- 7%
Downloads
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4 development-tooling and community-health practices detected across 3 families in the upstream repository
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Dependencies
Code & Tests
People & History
34 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.7.3.1.0Latest
- RR 4.5.0 released · 2025-04-11
- 0.7.2.1.02025-03-24 · diff ↗
- 0.7.1.1.22025-03-03 · diff ↗
- 0.7.1.1.12025-02-10 · diff ↗
- 0.7.1.1.02025-01-21 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.6.3.1.12023-02-23 · diff ↗
- 0.6.3.1.02023-02-20 · diff ↗
- 0.6.2.1.32022-12-06 · diff ↗
- 0.6.2.1.22022-10-17 · diff ↗
- 0.6.2.1.12022-09-04 · diff ↗
- 0.6.2.1.02022-08-26 · diff ↗
- RR 4.2.0 released · 2022-04-22
Show 28 earlier events
- 0.6.1.1.32022-03-18 · diff ↗
- 0.6.1.1.22022-03-14 · diff ↗
- 0.6.1.1.12021-10-07 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.5.5.1.12021-01-06 · diff ↗
- 0.5.5.1.02020-11-23 · diff ↗
- 0.5.4.1.02020-10-03 · diff ↗
- 0.5.3.1.02020-08-12 · diff ↗
- 0.5.2.1.02020-05-07 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 0.5.1.1.02019-11-26 · diff ↗
- 0.5.0.1.02019-11-25 · diff ↗
- 0.3.2.1.12019-07-05 · diff ↗
- 0.3.2.1.02019-07-05 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 0.3.1.1.02019-04-19 · diff ↗
- 0.3.0.1.12018-08-22 · diff ↗
- 0.3.0.1.02018-08-09 · diff ↗
- 0.2.8.1.02018-05-09 · diff ↗
- RR 3.5.0 released · 2018-04-23
- 0.2.7.1.02018-03-02 · diff ↗
- 0.2.6.1.12018-02-25 · diff ↗
- 0.2.5.1.02018-01-14 · diff ↗
- 0.2.3.1.02017-11-18 · diff ↗
- 0.2.0.1.02017-10-30 · diff ↗
- 0.1.0.1.12017-09-01 · diff ↗
- 0.1.0.1.02017-08-30
- RR 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
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Run in R for the authors' preferred citation:
citation("rvinecopulib")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
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