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.

Documentation

Manual: vines.pdf
Vignette: None available.

Maintainer: Yasser Gonzalez-Fernandez <ygonzalezfernandez at gmail.com>

Author(s): Yasser Gonzalez-Fernandez*, Marta Soto*, Joris Meys*

Install package and any missing dependencies by running this line in your R console:

install.packages("vines")

Depends methods, copula
Imports ADGofTest, cubature, TSP
Suggests testthat
Enhances
Linking to
Reverse
depends
Reverse
imports
copulaedas
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package vines
Materials
URL https://github.com/yasserglez/vines
Task Views Distributions
Version 1.1.5
Published 2016-07-28
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks vines check results
Package source vines_1.1.5.tar.gz