VineCopula
Statistical Inference of Vine Copulas
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.
- Version2.5.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release08/19/2024
Documentation
Team
Thomas Nagler
MaintainerShow author detailsThibault Vatter
Show author detailsRolesContributorAleksey Min
Benedikt Graeler
Show author detailsRolesAuthorUlf Schepsmeier
Show author detailsRolesAuthorJakob Stoeber
Show author detailsRolesAuthorEike Christian Brechmann
Show author detailsRolesAuthorTobias Erhardt
Show author detailsRolesAuthorCarlos Almeida
Show author detailsRolesContributorClaudia Czado
Show author detailsRolesContributor, Thesis advisorMathias Hofmann
Show author detailsRolesContributorMatthias Killiches
Show author detailsRolesContributorHarry Joe
Show author detailsRolesContributor
Insights
Last 30 days
This package has been downloaded 4,536 times in the last 30 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 163 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 40,901 times in the last 365 days. That's enough downloads to make it mildly famous in niche technical communities. A badge of honor! The day with the most downloads was May 01, 2024 with 475 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Imports4 packages
- Suggests6 packages
- Reverse Imports16 packages
- Reverse Suggests2 packages