rvinecopulib

MaRDI QIDQ43057swMATHCRANFDO

Authors Thibault Vatter, Thomas Nagler

Last update 23 February 2023

Copyright license GNU General Public License, version 3.0, File License

Software version identifier 0.6.3.1.1

Official website https://cran.r-project.org/web/packages/rvinecopulib/index.html

Source code repository https://github.com/cran/rvinecopulib

Cited in

(34)

• Knockpy
• discnorm
• covsim
• Analyzing dependent data with vine copulas. A practical guide with R
• Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation
• Nonparametric C- and D-vine-based quantile regression
• Stationary vine copula models for multivariate time series
• VineCopula
• RNetLogo
• dagitty
• Surrogate
• TSP
• pacotest
• PivotalR
• kdecopula
• simsem
• penRvine
• rmgarch
• CDVineCopulaConditional
• pencopulaCond
• pyvinecopulib
• kde1d
• vinereg
• naivebayes
• CopulaModel
• portvine
• copulaboost
• tscopula
• svines
• copulareg
• CopulaInference
• simIReff
• Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
• mnonr

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