swMATH31346CRANrvinecopulibMaRDI QIDQ43057FDOQ43057
High Performance Algorithms for Vine Copula Modeling
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
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
- Nonparametric C- and D-vine-based quantile regression
- VineCopula
- RNetLogo
- dagitty
- Surrogate
- TSP
- pacotest
- PivotalR
- kdecopula
- simsem
- penRvine
- rmgarch
- CDVineCopulaConditional
- pencopulaCond
- pyvinecopulib
- kde1d
- vinereg
- naivebayes
- CopulaModel
- portvine
- Stationary vine copula models for multivariate time series
- copulaboost
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation
- tscopula
- svines
- copulareg
- CopulaInference
- simIReff
- mnonr
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