CRAN

vines 1.1.5

Multivariate Dependence Modeling with Vines

Released Jul 28, 2016 by Yasser Gonzalez-Fernandez

Dependencies

copula 0.999-18 ADGofTest 0.3 TSP 1.1-6 cubature 1.4

Implementation of the vine graphical model for building high-dimensional probability 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.

Source

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Release History

• 1.1.5
• 1.1.4
• 1.1.3
• 1.1.1
• 1.1.0
• 1.0.11
• 1.0.10
• 1.0.9
• 1.0.8
• 1.0.7
• 1.0.6
• 1.0.5
• 1.0.4
• 1.0.3
• 1.0.1