VC2copula

Extend the 'copula' Package with Families and Models from 'VineCopula'

CRAN Package

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.

  • Version0.1.5
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Languageen-US
  • Last release02/22/2024

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  • Depends1 package
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