swMATH ID: 8160
Software Authors: Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Gräler
Description: VineCopula: Statistical inference of vine copulas. This package provides functions for statistical inference of vine copulas. It contains tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also included. Data is assumed to lie in the unit hypercube (so-called copula data). For C- and D-vines links to the package CDVine are provided.
Homepage: http://cran.r-project.org/web/packages/VineCopula/index.html
Source Code:  https://github.com/cran/VineCopula
Dependencies: R
Related Software: R; CDVine; CopulaModel; copula; copula; pacotest; nacopula; lavaan; glasso; igraph; bnlearn; QRM; Rugarch; ks; UCI-ml; kdecopula; EQS; LISREL; rvinecopulib; nlme
Cited in: 46 Documents

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