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.
| Version: | 1.1.5 |
| Depends: | methods, copula |
| Imports: | ADGofTest, cubature, TSP |
| Suggests: | testthat |
| Published: | 2016-07-28 |
| DOI: | 10.32614/CRAN.package.vines |
| Author: | Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut], Joris Meys [ctb] |
| Maintainer: | Yasser Gonzalez-Fernandez <ygonzalezfernandez at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/yasserglez/vines |
| NeedsCompilation: | yes |
| Citation: | vines citation info |
| Materials: | NEWS |
| In views: | Distributions |
| CRAN checks: | vines results |
| Reference manual: | vines.pdf |
| Package source: | vines_1.1.5.tar.gz |
| Windows binaries: | r-devel: vines_1.1.5.zip, r-release: vines_1.1.5.zip, r-oldrel: vines_1.1.5.zip |
| macOS binaries: | r-release (arm64): vines_1.1.5.tgz, r-oldrel (arm64): vines_1.1.5.tgz, r-release (x86_64): vines_1.1.5.tgz, r-oldrel (x86_64): vines_1.1.5.tgz |
| Old sources: | vines archive |
| Reverse imports: | copulaedas |
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