Inference of Pair-Copula Bayesian Networks

Creates, fits and samples Pair-Copula Bayesian networks (PCBN) under some restrictions on the underlying Directed Acyclic Graph (DAG), that is, no active cycles nor interfering v-structures, following Derumigny, Horsman and Kurowicka (2025) .

Package PCBN

How to install

The release version on CRAN:

install.packages("PCBN")

The development version from GitHub:

# install.packages("remotes")
remotes::install_github("AlexisDerumigny/PCBN")

References

Derumigny A., Horsman N., & Kurowicka D. Restrictions of PCBNs for integration-free computations arXiv:2510.03518.