VineCopula (Q20170)
From MaRDI portal
Statistical Inference of Vine Copulas
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | VineCopula |
Statistical Inference of Vine Copulas |
Statements
10 July 2023
0 references
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.
0 references
expanded from: GPL (≥ 2) (English)
0 references
