CDVineCopulaConditional

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Sampling from Conditional C- and D-Vine Copulas

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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