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 Source Code: https://github.com/cran/CDVine Dependencies: R Related Software: R; VineCopula; copula; copula; QRM; gamair; CopulaModel; SemiPar; nacopula; SemiParBIVProbit; GJRM; VGAM; trust; SemiParSampleSel; Rugarch; GAMLSS; Stata; fCopulae; mvtnorm; sampleSelection Cited in: 52 Documents Standard Articles 1 Publication describing the Software Year all top 5 Cited by 104 Authors 9 Czado, Claudia 6 Marra, Giampiero 4 Radice, Rosalba 4 Sriboonchitta, Songsak 3 Gruber, Lutz F. 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 Eletti, Alessia 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 Li, Yifan 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 Petti, Danilo 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 ...and 4 more Authors all top 5 Cited in 30 Serials 7 Computational Statistics and Data Analysis 5 Statistics and Computing 3 Insurance Mathematics & Economics 3 Thai Journal of Mathematics 2 Journal of Multivariate Analysis 2 International Journal of Approximate Reasoning 2 North American Actuarial Journal 2 Statistical Methods and Applications 2 Bayesian Analysis 1 Biometrics 1 Journal of the American Statistical Association 1 Statistics & Probability Letters 1 Econometric Reviews 1 Annals of Operations Research 1 Machine Learning 1 Computational Statistics 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Test 1 Statistical Papers 1 Journal of Applied Statistics 1 Econometric Theory 1 Quantitative Finance 1 Hacettepe Journal of Mathematics and Statistics 1 Journal of Statistical Theory and Practice 1 Journal of Probability and Statistics 1 Communications in Mathematics and Statistics 1 Dependence Modeling 1 Journal of Statistical Distributions and Applications all top 5 Cited in 7 Fields 52 Statistics (62-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Biology and other natural sciences (92-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) Citations by Year