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.


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Reference manual

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install.packages("VC2copula")

0.1.0 by Thomas Nagler, 10 months ago


https://github.com/tnagler/VC2copula


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


See at CRAN