VineCopula 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 all top 5 Cited by 77 Authors 11 Czado, Claudia 6 Schepsmeier, Ulf 5 Joe, Harry 3 Kurowicka, Dorota 3 Müller, Dominik 2 Chang, Bo 2 Erhardt, Tobias Michael 2 Foldnes, Njål 2 Grønneberg, Steffen 2 Killiches, Matthias 2 Kraus, Daniel 2 Schellhase, Christian 2 Zhu, Kailun 1 Alanazi, Fadhah Amer 1 Allevi, Elisabetta 1 Arad, Fereshteh 1 Baghfalaki, Taban 1 Barthel, Nicole 1 Bellini, Fabio 1 Boffino, L. 1 Bollmann, Laslo 1 Brechmann, Eike Christian 1 Chaganty, Narasinga Rao 1 Claeskens, Gerda 1 Cooke, Roger Marvin 1 Coolen-Maturi, Tahani 1 Coolen, Frank P. A. 1 Cuadras, Carles M. 1 De Giuli, Maria Elena 1 De Luca, Giovanni 1 Deng, Yihao 1 Diao, Liqun 1 Emura, Takeshi 1 Ganjali, Mojtaba 1 Geerdens, Candida 1 Gijbels, Irène 1 Greenacre, Michael J. 1 Gruber, Lutz F. 1 Hu, Taizhong 1 Janssen, Paul 1 Jordanger, Lars Arne 1 Kim, Jongmin 1 Kleiter, Gernot D. 1 Krauss, Christopher 1 Krupskii, Pavel 1 Li, Huiqiong 1 Li, Ni 1 Ma, Chenchen 1 Mangold, Benedikt 1 Mercuri, Lorenzo 1 Mesiar, Radko 1 Muhammad, Noryanti 1 Nagler, Thomas 1 Nane, Gabriela F. 1 Ng, Chi Tim 1 Nowak, Wolfgang 1 Oggioni, Giorgia 1 Oladyshkin, Sergey 1 Pan, Chi-Hung 1 Pan, Shenyi 1 Pircalabelu, Eugen 1 Rroji, Edit 1 Scherer, Matthias 1 Sefidi, Saeide 1 Sheikhi, Ayyub 1 Spanhel, Fabian 1 Stöber, Jakob 1 Stübinger, Johannes 1 Sun, Jianguo 1 Tjøstheim, Dag B. 1 Wilson, Kevin James 1 Xiao, Sinan 1 Yi, Grace Yun 1 Yuan, Zhenfei 1 Zhu, Yajing 1 Zhuang, Haoxin 1 Zuccolotto, Paola all top 5 Cited in 27 Serials 7 Computational Statistics and Data Analysis 5 Journal of Multivariate Analysis 4 Statistics and Computing 2 Psychometrika 2 Econometric Reviews 2 Statistical Papers 2 Quantitative Finance 2 Journal of Statistical Theory and Practice 1 Biometrics 1 Journal of Statistical Planning and Inference 1 Kybernetika 1 Metron 1 Statistics & Probability Letters 1 Annals of Operations Research 1 Applied Mathematical Modelling 1 Communications in Statistics. Simulation and Computation 1 Journal of Nonparametric Statistics 1 Journal of Applied Statistics 1 Brazilian Journal of Probability and Statistics 1 North American Actuarial Journal 1 Lecture Notes in Statistics 1 Advances in Data Analysis and Classification. ADAC 1 Electronic Journal of Statistics 1 Journal of Computational and Graphical Statistics 1 Journal of Probability and Statistics 1 Communications in Mathematics and Statistics 1 Dependence Modeling all top 5 Cited in 7 Fields 46 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) 2 Computer science (68-XX) 1 Mathematical logic and foundations (03-XX) 1 Probability theory and stochastic processes (60-XX) 1 Biology and other natural sciences (92-XX) Citations by Year