VineCopula

Statistical Inference of Vine Copulas

CRAN Package

Provides tools for the statistical analysis of regular vine copula models, see Aas et al. (2009) and Dissman et al. (2013) . 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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  • Depends1 package
  • Imports9 packages
  • Suggests6 packages
  • Reverse Imports16 packages
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