Extend the 'copula' Package with Families and Models from 'VineCopula'

Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.


Reference manual

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0.1.1 by Thomas Nagler, a year ago


Report a bug at https://github.com/tnagler/VC2copula/issues

Browse source code at https://github.com/cran/VC2copula

Authors: Thomas Nagler [aut, cre] , Benedikt Graeler [ctb]

Documentation:   PDF Manual  

GPL-3 license

Imports VineCopula, methods

Depends on copula

Suggests lattice, testthat, spelling

Linking to VineCopula

See at CRAN