This package provides an interface to vinecopulib', a C++ library for vine copula modeling. The rvinecopulib package implements the core features of the popular VineCopula
package, in particular inference algorithms for both vine copula and bivariate copula models. Advantages over VineCopula
are a sleeker and more modern API, improved performances, especially in high dimensions, nonparametric and multi-parameter families, and the ability to model discrete variables. The rvinecopulib package includes vinecopulib as header-only C++ library (currently version 0.7.2). Thus users do not need to install vinecopulib itself in order to use rvinecopulib'. Since their initial releases, vinecopulib is licensed under the MIT License, and rvinecopulib is licensed under the GNU GPL version 3.