Other packages > Find by keyword >

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", "0.7.3.1.0")



Attach the package and use:
library("rvinecopulib")
Maintained by
Thomas Nagler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-08-30
Latest Update: 2025-06-13
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 0.7.3.1.0, https://cran.r-project.org/web/packages/rvinecopulib. Accessed 06 Mar. 2026.
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), 0.7.2.1.0 (2025-03-24 17:30)
Other packages that cited rvinecopulib R package
View rvinecopulib citation profile
Other R packages that rvinecopulib depends, imports, suggests or enhances
Complete documentation for rvinecopulib
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
lbfgs  
Limited-memory BFGS Optimization
A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implem ...
Download / Learn more Package Citations See dependency  
openxlsx  
Read, Write and Edit xlsx Files
Simplifies the creation of Excel .xlsx files by providing a high level interface to writing, stylin ...
Download / Learn more Package Citations See dependency  
DatabionicSwarm  
Swarm Intelligence for Self-Organized Clustering
Algorithms implementing populations of agents that interact with one another and sense their environ ...
Download / Learn more Package Citations See dependency  
EMVS  
The Expectation-Maximization Approach to Bayesian Variable Selection
An efficient expectation-maximization algorithm for fitting Bayesian spike-and-slab regularization p ...
Download / Learn more Package Citations See dependency  
mlr3viz  
Visualizations for 'mlr3'
Visualization package of the 'mlr3' ecosystem. It features plots for mlr3 objects such as tasks, le ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,244

Author Associations

26,265

Publication Badges

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