Statistical Inference of C- And D-Vine Copulas

Functions for statistical inference of canonical vine (C-vine) and D-vine copulas. Tools for bivariate exploratory data analysis and for bivariate as well as vine copula selection are provided. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also included. Data is assumed to lie in the unit hypercube (so-called copula data).


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Reference manual

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install.packages("CDVine")

1.4 by Tobias Erhardt, 3 years ago


Browse source code at https://github.com/cran/CDVine


Authors: Ulf Schepsmeier , Eike Christian Brechmann


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL (>= 2) license


Imports MASS, mvtnorm, graphics, igraph, stats


Imported by SemiParSampleSel.

Depended on by ESGtoolkit.

Suggested by VineCopula.


See at CRAN