CDVineCopulaConditional

MaRDI QIDQ43055swMATHCRANFDO

Authors Emanuele Bevacqua

Last update 28 July 2017

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 0.1.1

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

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

Cites work

• Pair-copula constructions of multiple dependence
• Multivariate Statistical Modelling of Compound Events via Pair-Copula Constructions: Analysis of Floods in Ravenna

Cited in

(5)

• Analyzing dependent data with vine copulas. A practical guide with R
• pacotest
• penRvine
• pencopulaCond
• pyvinecopulib

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