swMATH ID: 16156
Software Authors: Yasser Gonzalez-Fernandez, Marta Soto, Joris Meys
Description: R package vines. Implementation of the vine graphical model for building high-dimensional probability distributions as a factorization of bivariate copulas and marginal density functions. This package provides S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density/distribution function evaluation, and simulation.
Homepage: https://cran.r-project.org/web/packages/vines/index.html
Source Code:  https://github.com/cran/vines
Dependencies: R
Keywords: CRAN; R package; Multivariate Dependence Modeling; Vines; C-vines; D-vines
Related Software: copula; truncnorm; snow; Matlab; MATEDA; AutoDock; LiO; mvtnorm; ParaDisEO; copulaedas; R; Word; sandwich; lmtest; TTR; QRM; dplyr; fCopulae; PowerPoint; condMVNorm
Cited in: 1 Document

Cited in 1 Serial

1 Quantitative Finance

Cited in 1 Field

1 Statistics (62-XX)

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