VineCopula

cranv2.6.1

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,

License GPL (>= 2)0 versions1 maintainers10 deps1,294 weekly dl
tnagler/VineCopula
45
/ 100
Health
safe to use

[email protected] is safe to use (health: 45/100)

Health breakdown0 – 100
5/25
maintenance
6/20
popularity
25/25
security
6/15
maturity
3/15
community
Vulnerabilities
0
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Dependencies (10)
graphicsgrDevicesstatsutilsMASSmvtnormmethodsADGofTestlatticeparallel
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First published · 2025-03-24 11:52:08

Last updated · 2025-03-24T10:00:02+00:00