VineCopula

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.

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