Multivariate Dependence Modeling with Vines
Overview
Implementation of the vine graphical model for building high-dimensional probability distributions as a factorization of bivariate copulas and marginal density functions. This package provides S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density/distribution function evaluation, and simulation.
- Fix bug introduced by changes in the copulaedas package. Thanks to Martin Maechler for providing a patch.
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Documentation
- Help pages
- 15
- Examples that run
- 100%8 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 90%
- Return-value docs
- 50%
- Help pages citing references
- 53%
Downloads
Dependencies
Code & Tests
People & History
Maintainer since 1.0.1 (2011)
Pick two releases to compare their code metrics.
- RR 4.5.0 released · 2025-04-11
- archivedRemoved from CRAN2025-01-10issues were not corrected in time
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- 1.1.52016-07-28 · diff ↗
- RR 3.3.0 released · 2016-05-03
- 1.1.42015-10-07 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 1.1.32015-03-25 · diff ↗
- 1.1.12015-01-19 · diff ↗
Show 16 earlier eventsHide 16 earlier events
- RR 3.1.0 released · 2014-04-10
- 1.1.02014-03-04 · diff ↗
- 1.0.112014-03-04 · diff ↗
- 1.0.102014-02-06 · diff ↗
- 1.0.92014-02-02 · diff ↗
- 1.0.82013-05-14 · diff ↗
- 1.0.72013-04-16 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 1.0.62012-11-02 · diff ↗
- 1.0.52012-07-31 · diff ↗
- 1.0.42012-04-11 · diff ↗
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- 1.0.32011-07-28 · diff ↗
- 1.0.12011-05-23
- RR 2.13.0 released · 2011-04-13
Package metadata
- First published
- 2011-05-23
- Total releases
- 15 / 15 yrs
- License
- GPL (>= 2) OSI
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