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VC2copula  

Extend the 'copula' Package with Families and Models from 'VineCopula'
View on CRAN: Click here


Download and install VC2copula package within the R console
Install from CRAN:
install.packages("VC2copula")

Install from Github:
library("remotes")
install_github("cran/VC2copula")

Install by package version:
library("remotes")
install_version("VC2copula", "0.1.5")



Attach the package and use:
library("VC2copula")
Maintained by
Thomas Nagler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-12-15
Latest Update: 2024-02-22
Description:
Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.
How to cite:
Thomas Nagler (2019). VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula'. R package version 0.1.5, https://cran.r-project.org/web/packages/VC2copula. Accessed 07 Nov. 2024.
Previous versions and publish date:
0.1.0 (2019-12-15 15:20), 0.1.1 (2020-10-23 23:10), 0.1.2 (2022-01-10 18:32), 0.1.3 (2024-01-16 12:40), 0.1.4 (2024-02-12 14:40)
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Complete documentation for VC2copula
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