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rvinecopulib
View on CRAN: Click
here
Download and install rvinecopulib package within the R console
Install from CRAN:
install.packages("rvinecopulib")
Install from Github:
library("remotes")
install_github("cran/rvinecopulib")
Install by package version:
library("remotes")
install_version("rvinecopulib", "0.6.3.1.1")
Attach the package and use:
library("rvinecopulib")
Maintained by
Thomas Nagler
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-08-30
Latest Update: 2023-02-23
Description:
Provides an interface to 'vinecopulib', a C++ library for vine
copula modeling. The 'rvinecopulib' package implements the core features of the
popular 'VineCopula' package, in particular inference algorithms for both vine
copula and bivariate copula models. Advantages over 'VineCopula' are a sleeker
and more modern API, improved performances, especially in high dimensions,
nonparametric and multi-parameter families, and the ability to model discrete
variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only
C++ library (currently version 0.6.2). Thus users do not need to install
'vinecopulib' itself in order to use 'rvinecopulib'. Since their initial
releases, 'vinecopulib' is licensed under the MIT License, and 'rvinecopulib'
is licensed under the GNU GPL version 3.
How to cite:
Thomas Nagler (2017). rvinecopulib: High Performance Algorithms for Vine Copula Modeling. R package version 0.6.3.1.1, https://cran.r-project.org/web/packages/rvinecopulib. Accessed 21 Dec. 2024.
Previous versions and publish date:
0.1.0.1.0 (2017-08-30 16:50), 0.1.0.1.1 (2017-09-01 22:08), 0.2.0.1.0 (2017-10-30 22:26), 0.2.3.1.0 (2017-11-18 15:41), 0.2.5.1.0 (2018-01-14 23:46), 0.2.6.1.1 (2018-02-25 18:44), 0.2.7.1.0 (2018-03-02 10:19), 0.2.8.1.0 (2018-05-09 19:50), 0.3.0.1.0 (2018-08-09 18:30), 0.3.0.1.1 (2018-08-22 18:30), 0.3.1.1.0 (2019-04-19 22:10), 0.3.2.1.0 (2019-07-05 00:14), 0.3.2.1.1 (2019-07-05 14:30), 0.5.0.1.0 (2019-11-25 18:10), 0.5.1.1.0 (2019-11-26 12:20), 0.5.2.1.0 (2020-05-07 10:40), 0.5.3.1.0 (2020-08-12 14:10), 0.5.4.1.0 (2020-10-03 17:30), 0.5.5.1.0 (2020-11-23 21:10), 0.5.5.1.1 (2021-01-06 17:00), 0.6.1.1.1 (2021-10-07 12:20), 0.6.1.1.2 (2022-03-14 17:00), 0.6.1.1.3 (2022-03-18 11:40), 0.6.2.1.0 (2022-08-26 18:40), 0.6.2.1.1 (2022-09-04 16:40), 0.6.2.1.2 (2022-10-17 09:30), 0.6.2.1.3 (2022-12-06 11:50), 0.6.3.1.0 (2023-02-20 16:40)
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imports, suggests or enhances
Complete documentation for rvinecopulib
Functions, R codes and Examples using
the rvinecopulib R package
Some associated functions: as_rvine_structure . bicop . bicop_dist . bicop_methods . emp_cdf . getters . mBICV . pairs_copula_data . par_to_ktau . plot.bicop_dist . plot.rvine_structure . plot.vinecop_dist . predict_bicop . predict_vine . predict_vinecop . pseudo_obs . rosenblatt . rvine_structure . rvine_structure_sim . rvinecopulib . truncate_model . vine . vine_methods . vinecop . vinecop_dist . vinecop_methods .
Some associated R codes: RcppExports.R . as_rvine_structure.R . bicop.R . bicop_methods.R . bicop_plot.R . family_sets.R . getters.R . pairs_copula_data.R . rosenblatt.R . rvine_structure.R . rvinecopulib.R . tools.R . truncate_model.R . vine.R . vine_methods.R . vinecop.R . vinecop_methods.R . vinecop_plot.R . Full rvinecopulib package functions and examples
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