Other packages > Find by keyword >

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 22 Dec. 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
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

dmlalg  
Double Machine Learning Algorithms
Implementation of double machine learning (DML) algorithms in R, based on Emmenegger and Buehlmann ...
Download / Learn more Package Citations See dependency  
elect  
Estimation of Life Expectancies Using Multi-State Models
Functions to compute state-specific and marginal life expectancies. The computation is based on a fi ...
Download / Learn more Package Citations See dependency  
LOGANTree  
Tree-Based Models for the Analysis of Log Files from Computer-Based Assessments
Enables researchers to model log-file data from computer-based assessments using machine-learning te ...
Download / Learn more Package Citations See dependency  
Maintainer: Qi Qin (view profile)
Rfast2  
A Collection of Efficient and Extremely Fast R Functions II
A collection of fast statistical and utility functions for data analysis. Functions for regression, ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
wordspace  
Distributional Semantic Models in R
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA