vines

R package vines. Implementation of the vine graphical model for building high-dimensional probability distributions as a factorization of bivariate copulas and marginal density functions. This package provides S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density/distribution function evaluation, and simulation.

References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)

  1. Yasser Gonzalez-Fernandez, Marta Soto: copulaedas: An R Package for Estimation of Distribution Algorithms Based on Copulas (2012) arXiv