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).


Reference manual

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1.4 by Tobias Erhardt, 3 years ago

Browse source code at

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