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VineCopula  

Statistical Inference of Vine Copulas
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("VineCopula", "2.5.0")



Attach the package and use:
library("VineCopula")
Maintained by
Thomas Nagler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2012-06-28
Latest Update: 2023-07-10
Description:
Provides tools for the statistical analysis of regular vine copula models, see Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001> and Dissman et al. (2013) <doi:10.1016/j.csda.2012.08.010>. The package includes tools for parameter estimation, model selection, simulation, goodness-of-fit tests, and visualization. Tools for estimation, selection and exploratory data analysis of bivariate copula models are also provided.
How to cite:
Thomas Nagler (2012). VineCopula: Statistical Inference of Vine Copulas. R package version 2.5.0, https://cran.r-project.org/web/packages/VineCopula
Previous versions and publish date:
1.0 (2012-06-28 13:41), 1.1-1 (2013-02-07 17:24), 1.1-2 (2013-08-26 15:43), 1.1 (2013-02-04 14:35), 1.2 (2013-11-11 14:03), 1.3 (2014-04-22 22:20), 1.4 (2015-01-28 11:31), 1.5 (2015-06-05 11:37), 1.6-1 (2015-11-09 17:15), 1.6 (2015-07-22 22:46), 2.0.0 (2016-06-09 06:18), 2.0.1 (2016-06-10 12:29), 2.0.4 (2016-08-09 01:21), 2.0.5 (2016-09-26 13:36), 2.1.0 (2016-12-23 18:25), 2.1.1 (2017-01-11 17:13), 2.1.2 (2017-04-25 08:03), 2.1.3 (2017-08-16 00:12), 2.1.4 (2018-02-11 18:33), 2.1.5 (2018-05-17 05:51), 2.1.6 (2018-06-18 19:28), 2.1.7 (2018-08-31 19:00), 2.1.8 (2018-09-18 10:30), 2.2.0 (2019-07-15 07:00), 2.3.0 (2019-11-26 23:50), 2.4.0 (2020-10-03 17:30), 2.4.1 (2020-10-25 17:20), 2.4.2 (2021-05-12 13:52), 2.4.3 (2021-10-07 15:20), 2.4.4 (2022-05-24 21:10), 2.4.5 (2023-01-19 19:10)
Other packages that cited VineCopula R package
View VineCopula citation profile
Other R packages that VineCopula depends, imports, suggests or enhances
Functions, R codes and Examples using the VineCopula R package
Some associated functions: BetaMatrix . BiCop . BiCopCDF . BiCopCheck . BiCopChiPlot . BiCopCompare . BiCopCondSim . BiCopDeriv . BiCopDeriv2 . BiCopEst . BiCopEstList . BiCopGofTest . BiCopHfunc . BiCopHfuncDeriv . BiCopHfuncDeriv2 . BiCopHinv . BiCopIndTest . BiCopKDE . BiCopKPlot . BiCopLambda . BiCopMetaContour . BiCopName . BiCopPDF . BiCopPar2Beta . BiCopPar2TailDep . BiCopPar2Tau . BiCopSelect . BiCopSim . BiCopTau2Par . BiCopVuongClarke . C2RVine . D2RVine . RVineAIC . RVineClarkeTest . RVineCopSelect . RVineCor2pcor . RVineGofTest . RVineGrad . RVineHessian . RVineLogLik . RVineMLE . RVineMatrix . RVineMatrixCheck . RVineMatrixNormalize . RVineMatrixSample . RVinePDF . RVinePIT . RVinePar2Beta . RVinePar2Tau . RVineSeqEst . RVineSim . RVineStdError . RVineStructureSelect . RVineTreePlot . RVineVuongTest . TauMatrix . VC2copula-deprecated . VineCopula-package . as.copuladata . daxreturns . pairs.copuladata . plot.BiCop . plot.RVineMatrix . pobs . 
Some associated R codes: AD.R . BetaMatrix.R . BiCop.R . BiCopCDF.R . BiCopCheck.R . BiCopChiPlot.R . BiCopCompare.R . BiCopCondSim.R . BiCopDeriv.R . BiCopDeriv2.R . BiCopEst.R . BiCopEstList.R . BiCopGofTest.R . BiCopHfunc.R . BiCopHfuncDeriv.R . BiCopHfuncDeriv2.R . BiCopHinv.R . BiCopIndTest.R . BiCopKDE.R . BiCopLambda.R . BiCopMetaContour.R . BiCopName.R . BiCopPDF.R . BiCopPar2Beta.R . BiCopPar2TailDep.R . BiCopPar2Tau.R . BiCopSelect.R . BiCopSim.R . BiCopTau2Par.R . BiCopVuongClarke.R . C2RVine.R . ChatZj.R . CvM.R . D2RVine.R . Fhat.R . KS.R . RVineAIC.R . RVineClarkeTest.R . RVineCopSelect.R . RVineGofTest3.R . RVineGrad.R . RVineHessian.R . RVineLogLik.R . RVineMLE.R . RVineMatrix.R . RVineMatrixSample.R . RVinePIT.R . RVinePar2Beta.R . RVinePar2Tau.R . RVinePartialcorr.R . RVineSeqEst.R . RVineSim.R . RVineStdError.R . RVineStructureSelect.R . RVineTreePlot.R . RVineVuongTest.R . TauMatrix.R . VC2copula-depr.R . VineCopula-package.R . as.copuladata.R . contour.RVineMatrix.R . gof_ECP.R . gof_PIT.R . gof_White.R . pairs.R . plot.BiCop.R . plot.RVineMatrix.R . pobs.R . preprocessors.R . zzz.R .  Full VineCopula package functions and examples
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