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CDVineCopulaConditional  

Sampling from Conditional C- and D-Vine Copulas
View on CRAN: Click here


Download and install CDVineCopulaConditional package within the R console
Install from CRAN:
install.packages("CDVineCopulaConditional")

Install from Github:
library("remotes")
install_github("cran/CDVineCopulaConditional")

Install by package version:
library("remotes")
install_version("CDVineCopulaConditional", "0.1.1")



Attach the package and use:
library("CDVineCopulaConditional")
Maintained by
Emanuele Bevacqua
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-03-02
Latest Update: 2017-07-28
Description:
Provides tools for sampling from a conditional copula density decomposed via Pair-Copula Constructions as C- or D- vine. Here, the vines which can be used for such a sampling are those which sample as first the conditioning variables (when following the sampling algorithms shown in Aas et al. (2009) ). The used sampling algorithm is presented and discussed in Bevacqua et al. (2017) , and it is a modified version of that from Aas et al. (2009) . A function is available to select the best vine (based on information criteria) among those which allow for such a conditional sampling. The package includes a function to compare scatterplot matrices and pair-dependencies of two multivariate datasets.
How to cite:
Emanuele Bevacqua (2017). CDVineCopulaConditional: Sampling from Conditional C- and D-Vine Copulas. R package version 0.1.1, https://cran.r-project.org/web/packages/CDVineCopulaConditional. Accessed 21 Nov. 2024.
Previous versions and publish date:
0.1.0 (2017-03-02 17:56)
Other packages that cited CDVineCopulaConditional R package
View CDVineCopulaConditional citation profile
Other R packages that CDVineCopulaConditional depends, imports, suggests or enhances
Complete documentation for CDVineCopulaConditional
Functions, R codes and Examples using the CDVineCopulaConditional R package
Some associated functions: CDVineCondFit . CDVineCondListMatrices . CDVineCondRank . CDVineCondSim . dataset . overplot . 
Some associated R codes: Full CDVineCopulaConditional package functions and examples
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