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rvinecopulib  

High Performance Algorithms for Vine Copula Modeling
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", "0.7.2.1.0")



Attach the package and use:
library("rvinecopulib")
Maintained by
Thomas Nagler
[Scholar Profile | Author Map]
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 0.7.2.1.0, https://cran.r-project.org/web/packages/rvinecopulib. Accessed 10 May. 2025.
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), 0.6.3.1.1 (2023-02-23 12:50), 0.7.1.1.0 (2025-01-21 11:00), 0.7.1.1.1 (2025-02-10 13:40), 0.7.1.1.2 (2025-03-03 18:30)
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Complete documentation for rvinecopulib
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