Reference manual

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install.packages("VineCopula")

2.4.3 by Thomas Nagler, 7 months ago


https://github.com/tnagler/VineCopula


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


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


Authors: Thomas Nagler [aut, cre] , Ulf Schepsmeier [aut] , Jakob Stoeber [aut] , Eike Christian Brechmann [aut] , Benedikt Graeler [aut] , Tobias Erhardt [aut] , Carlos Almeida [ctb] , Aleksey Min [ctb, ths] , Claudia Czado [ctb, ths] , Mathias Hofmann [ctb] , Matthias Killiches [ctb] , Harry Joe [ctb] , Thibault Vatter [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports graphics, grDevices, stats, utils, MASS, mvtnorm, methods, ADGofTest, lattice, parallel

Suggests TSP, shiny, testthat, numDeriv, kdecopula, network


Imported by AssetCorr, CDVineCopulaConditional, CondCopulas, GJRM, MMDCopula, OpVaR, VC2copula, gamCopula, gofCopula, kdevine, pacotest, vccp.

Depended on by FactorCopula.

Suggested by copula, kdecopula.


See at CRAN