×

CDVine

swMATH ID: 8161
Software Authors: Ulf Schepsmeier, Eike Christian Brechmann
Description: R package CDVine: Statistical inference of C- and D-vine copulas. This package provides functions for statistical inference of canonical vine (C-vine) and D-vine copulas. It contains tools for bivariate exploratory data analysis and for bivariate as well as vine copula selection. 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).
Homepage: http://cran.r-project.org/web/packages/CDVine/index.html
Dependencies: R
Related Software: R; VineCopula; copula; copula; QRM; CopulaModel; SemiPar; gamair; nacopula; SemiParBIVProbit; VGAM; trust; SemiParSampleSel; Rugarch; GAMLSS; Stata; fCopulae; mvtnorm; sampleSelection; SAS
Referenced in: 51 Publications

Standard Articles

1 Publication describing the Software Year

all top 5

Referenced by 101 Authors

9 Czado, Claudia
5 Marra, Giampiero
4 Sriboonchitta, Songsak
3 Gruber, Lutz F.
3 Radice, Rosalba
3 Schepsmeier, Ulf
2 Brechmann, Eike Christian
2 Chaganty, Narasinga Rao
2 Di Lascio, F. Marta L.
2 Erhardt, Tobias Michael
2 Kiatmanaroch, T.
2 Kim, Jongmin
2 Kurowicka, Dorota
2 Müller, Dominik
2 Schellhase, Christian
2 Wyszynski, Karol
1 Akoto, Isaac
1 Anand, Sonia
1 Bacigál, Tomáš
1 Baik, Jaiwook
1 Beyene, Joseph
1 Bhattacharyya, Chiranjib
1 Bollmann, Laslo
1 Bruneau, Catherine
1 Chase, Geoff
1 Claeskens, Gerda
1 Cooke, Roger Marvin
1 De Giuli, Maria Elena
1 Deng, Yihao
1 Denœux, Thierry
1 Drovandi, Christopher C.
1 Eling, Martin
1 Farnoudkia, Hajar
1 Fermanian, Jean-David
1 Flageollet, Alexis
1 Giannerini, Simone
1 Gijbels, Irène
1 Gui, Yifan
1 Haff, Ingrid Hobæk
1 Hamid, Jemila Seid
1 Hu, Taizhong
1 Hua, Lei
1 Hudson, Irene Lena
1 Islam, Shofiqul
1 Jung, Kwangmin
1 Jung, Yoon-Sung
1 Karlis, Dimitris
1 Kauermann, Goran
1 Kim, Daeyoung
1 Kosmidis, Ioannis
1 Krämer, Nicole
1 Krauss, Christopher
1 Kwofie, Charles
1 Li, Dingfang
1 Liao, Shu-Min
1 Lin, Huihui
1 Liu, Jianxu
1 Manelli, Claudio
1 Mangold, Benedikt
1 McGree, James M.
1 Menapace, Andrea
1 Nagler, Thomas
1 Nane, Gabriela F.
1 Nasri, Bouchra R.
1 Opoku-Ameyaw, Kwaku
1 Ozan Evkaya, O.
1 Peng, Zhun
1 Pircalabelu, Eugen
1 Poignard, Benjamin
1 Puarattanaarunkorn, O.
1 Purutçuoğlu, Vilda
1 Rajan, Vaibhav
1 Reller, Mitch
1 Righetti, Maurizio
1 Scherer, Matthias
1 Segers, Johan
1 Selcuk-Kestel, A. Sevtap
1 Senarathne, S. G. J.
1 Shields, Michael D.
1 Silvestrini, Daniel
1 Stübinger, Johannes
1 Su, Jianxi
1 Sun, Hong
1 Tang, Jiechen
1 Tarantola, Claudia
1 Tekumalla, Lavanya Sita
1 Thabane, Lehana
1 Tursunalieva, Ainura
1 Valle, Luciana Dalla
1 Wiboonpongse, Aree
1 Wilson, Kevin James
1 Wojtyś, Małgorzata
1 Xiong, Lihua
1 Xu, Maochao
1 Yozgatligil, Ceylan
1 Yuan, Xinyu
1 Yuan, Zhenfei
1 Zhang, Jiaxin
1 Zhao, Peng
1 Zhu, Kailun
...and 1 more Authors

Referencing Publications by Year