Author: Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann, Benedikt Graeler
Description: This package provides functions for statistical inference of vine copulas. It contains tools for bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also 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.

Package: VineCopula
Type: Package
Title: Statistical inference of vine copulas
Version: 1.1
Date: 2013-02-04
Author: Ulf Schepsmeier, Jakob Stoeber, Eike Christian Brechmann
Maintainer: Ulf Schepsmeier <schepsmeier@ma.tum.de>
Depends: R (>= 2.11.0), MASS, mvtnorm, igraph0
Suggests: CDVine, TSP
Description: This package provides functions for statistical inference
of vine copulas. It contains tools for bivariate exploratory
data analysis, bivariate copula selection and (vine) tree
construction. Models can be estimated either sequentially or by
joint maximum likelihood estimation. Sampling algorithms and
plotting methods are also 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
Packaged: 2013-02-04 09:26:46 UTC; Eike
Repository: CRAN
Date/Publication: 2013-02-04 14:35:38

Imports: MASS, mvtnorm, igraph, methods, copula

Title: Statistical Inference of Vine Copulas
Imports: MASS, mvtnorm, igraph, methods, copula, ADGofTest
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.