vines: Multivariate Dependence Modeling with Vines

Implementation of the vine graphical model for building high-dimensional distributions as a factorization of bivariate copulas and marginal density functions. This package provides S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density/distribution function evaluation, and simulation.

Version: 1.1.3
Depends: methods, copula
Imports: ADGofTest, cubature, TSP
Published: 2015-03-25
Author: Yasser Gonzalez-Fernandez [aut, cre], Marta Soto [aut]
Maintainer: Yasser Gonzalez-Fernandez <ygonzalezfernandez at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/yasserglez/vines
NeedsCompilation: yes
Citation: vines citation info
Materials: NEWS
CRAN checks: vines results

Downloads:

Reference manual: vines.pdf
Package source: vines_1.1.3.tar.gz
Windows binaries: r-devel: vines_1.1.3.zip, r-release: vines_1.1.3.zip, r-oldrel: vines_1.1.3.zip
OS X Snow Leopard binaries: r-release: vines_1.1.3.tgz, r-oldrel: vines_1.1.1.tgz
OS X Mavericks binaries: r-release: vines_1.1.3.tgz
Old sources: vines archive

Reverse dependencies:

Reverse imports: copulaedas