rvinecopulib

cranv0.7.3.1.0

High Performance Algorithms for Vine Copula Modeling. 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

License GPL-3 | file LICENSE0 versions1 maintainers8 deps293 weekly dl
https://CRAN.R-project.org/package=rvinecopulib
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10/25
maintenance
3/20
popularity
25/25
security
0/15
maturity
2/15
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0
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First published · 2025-06-13 13:20:21

Last updated · 2025-06-13T11:20:02+00:00