CDVine: Statistical inference of C- and D-vine copulas. This package provides functions for statistical inference of canonical vine (C-vine) and D-vine copulas. It contains tools for bivariate exploratory data analysis and for bivariate as well as vine copula selection. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also included. Data is assumed to lie in the unit hypercube (so-called copula data).
Keywords for this software
References in zbMATH (referenced in 9 articles )
Showing results 1 to 9 of 9.
- Dalla Valle, Luciana; De Giuli, Maria Elena; Tarantola, Claudia; Manelli, Claudio: Default probability estimation via pair copula constructions (2016)
- Kosmidis, Ioannis; Karlis, Dimitris: Model-based clustering using copulas with applications (2016)
- Radice, Rosalba; Marra, Giampiero; Wojtyś, Małgorzata: Copula regression spline models for binary outcomes (2016)
- Cooke, R.M.; Kurowicka, D.; Wilson, Kevin J.: Sampling, conditionalizing, counting, merging, searching regular vines (2015)
- Erhardt, Tobias Michael; Czado, Claudia; Schepsmeier, Ulf: Spatial composite likelihood inference using local C-vines (2015)
- Wiboonpongse, Aree; Liu, Jianxu; Sriboonchitta, Songsak; Denoeux, Thierry: Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand (2015)
- Kauermann, Göran; Schellhase, Christian: Flexible pair-copula estimation in D-vines using bivariate penalized splines (2014)
- Czado, Claudia; Brechmann, Eike Christian; Gruber, Lutz: Selection of vine copulas (2013)
- Krämer, Nicole; Brechmann, Eike C.; Silvestrini, Daniel; Czado, Claudia: Total loss estimation using copula-based regression models (2013)