Package: VineCopula
Type: Package
Title: Statistical Inference of Vine Copulas
Version: 1.4
Date: 2015-01-26
Author: Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler
Maintainer: Tobias Erhardt <tobias.erhardt@tum.de>
Depends: R (>= 2.11.0)
Imports: MASS, mvtnorm, igraph, methods, copula, ADGofTest
Suggests: CDVine, TSP
Description: Tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction are provided. Vine copula models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are included. Data is assumed to lie in the unit hypercube (so-called copula data). For C- and D-vines links to the package CDVine are provided.
License: GPL (>= 2)
LazyLoad: yes
NeedsCompilation: yes
Packaged: 2015-01-28 09:22:58 UTC; Tobias
Repository: CRAN
Date/Publication: 2015-01-28 11:31:15
