CRAN/E | rvinecopulib

rvinecopulib

High Performance Algorithms for Vine Copula Modeling

Installation

About

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.

Bug report File report

Key Metrics

Version 0.6.3.1.1
R ≥ 3.0.2
Published 2023-02-23 591 days ago
Needs compilation? yes
License GPL-3
License File
CRAN checks rvinecopulib results

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Maintainer

Maintainer

Thomas Nagler

Authors

Thomas Nagler

aut / cre

Thibault Vatter

aut

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

rvinecopulib archive

Depends

R ≥ 3.0.2

Imports

assertthat
graphics
grDevices
kde1d ≥ 1.0.2
lattice
Rcpp ≥ 0.12.12
stats
utils

Suggests

igraph
ggplot2
ggraph
testthat

LinkingTo

BH
Rcpp
RcppEigen
RcppThread ≥ 2.1.2
wdm
kde1d

Reverse Depends

svines

Reverse Imports

copulaboost
copulareg
covsim
portvine
simIReff
Surrogate
tscopula
vinereg

Reverse LinkingTo

portvine
svines
vinereg