r-vinecopula 2.6.1
Channel: guix-cran
Home page: https://github.com/tnagler/VineCopula
Licenses: GPL 2+
Synopsis: Statistical Inference of Vine Copulas
Description:
This package 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.
Total results: 1