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DESCRIPTION
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DESCRIPTION
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Package: VineCopula
Type: Package
Title: Statistical Inference of Vine Copulas
Version: 2.5.2
Description: 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, and visualization. Tools for estimation,
selection and exploratory data analysis of bivariate copula models are also
provided.
Authors@R: c(
person("Thomas", "Nagler",, "[email protected]", role = c("aut", "cre")),
person("Ulf", "Schepsmeier",, "[email protected]", role = "aut"),
person("Jakob", "Stoeber",, role = "aut"),
person("Eike Christian", "Brechmann",, role = "aut"),
person("Benedikt", "Graeler",, role = "aut"),
person("Tobias", "Erhardt",, "[email protected]", role = "aut"),
person("Carlos", "Almeida",, role = "ctb"),
person("Aleksey", "Min",, role = c("ctb", "ths")),
person("Claudia", "Czado",, role = c("ctb", "ths")),
person("Mathias", "Hofmann",, role = "ctb"),
person("Matthias", "Killiches",, role = "ctb"),
person("Harry", "Joe",, role = "ctb"),
person("Thibault", "Vatter",, role = "ctb")
)
Depends:
R (>= 3.1.0)
Imports:
graphics,
grDevices,
stats,
utils,
MASS,
mvtnorm,
methods,
ADGofTest,
lattice,
parallel
Suggests:
TSP,
shiny,
testthat,
numDeriv,
kdecopula (>= 0.8.0),
network
License: GPL (>= 2)
LazyLoad: yes
BugReports: https://github.com/tnagler/VineCopula/issues
URL: https://github.com/tnagler/VineCopula
RoxygenNote: 7.3.2.9000
Encoding: UTF-8
Roxygen: list(markdown = TRUE)