vines 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 by 3 Authors 1 Krauss, Christopher 1 Mangold, Benedikt 1 Stübinger, Johannes Cited in 1 Serial 1 Quantitative Finance Cited in 1 Field 1 Statistics (62-XX) Citations by Year