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rvinecopulib

High Performance Algorithms for Vine Copula Modeling

v0.7.3.1.0 · Jun 13, 2025 · GPL-3 | file LICENSE

Description

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.

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r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
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r-release-windows-x86_64 OK
Check details (3 non-OK)
NOTE r-oldrel-macos-arm64

installed package size

installed size is 65.4Mb
  sub-directories of 1Mb or more:
    include   5.1Mb
    libs     59.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 66.7Mb
  sub-directories of 1Mb or more:
    include   5.1Mb
    libs     61.2Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is 10.7Mb
  sub-directories of 1Mb or more:
    include   5.1Mb
    libs      5.2Mb

Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 65.4Mb
  sub-directories of 1Mb or more:
    include   5.1Mb
    libs     59.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 66.7Mb
  sub-directories of 1Mb or more:
    include   5.1Mb
    libs     61.2Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is 10.7Mb
  sub-directories of 1Mb or more:
    include   5.1Mb
    libs      5.2Mb

Reverse Dependencies (13)

linking_to

Dependency Network

Dependencies Reverse dependencies assertthat kde1d lattice Rcpp CopulaInference svines LogisticCopula S4DM Surrogate copulaboost copulareg covsim depCensoring portvine simIReff tscopula vinereg rvinecopulib

Version History

new 0.7.3.1.0 Mar 10, 2026
updated 0.7.3.1.0 ← 0.7.2.1.0 diff Jun 12, 2025
updated 0.7.2.1.0 ← 0.7.1.1.2 diff Mar 23, 2025
updated 0.7.1.1.2 ← 0.7.1.1.1 diff Mar 2, 2025
updated 0.7.1.1.1 ← 0.7.1.1.0 diff Feb 9, 2025
updated 0.7.1.1.0 ← 0.6.3.1.1 diff Jan 20, 2025
updated 0.6.3.1.1 ← 0.6.3.1.0 diff Feb 22, 2023
updated 0.6.3.1.0 ← 0.6.2.1.3 diff Feb 19, 2023
updated 0.6.2.1.3 ← 0.6.2.1.2 diff Dec 5, 2022
updated 0.6.2.1.2 ← 0.6.2.1.1 diff Oct 16, 2022
updated 0.6.2.1.1 ← 0.6.2.1.0 diff Sep 3, 2022
updated 0.6.2.1.0 ← 0.6.1.1.3 diff Aug 25, 2022
updated 0.6.1.1.3 ← 0.6.1.1.2 diff Mar 17, 2022
updated 0.6.1.1.2 ← 0.6.1.1.1 diff Mar 13, 2022
updated 0.6.1.1.1 ← 0.5.5.1.1 diff Oct 6, 2021
updated 0.5.5.1.1 ← 0.5.5.1.0 diff Jan 5, 2021
updated 0.5.5.1.0 ← 0.5.4.1.0 diff Nov 22, 2020
updated 0.5.4.1.0 ← 0.5.3.1.0 diff Oct 2, 2020
updated 0.5.3.1.0 ← 0.5.2.1.0 diff Aug 11, 2020
updated 0.5.2.1.0 ← 0.5.1.1.0 diff May 6, 2020