• pyvine

  • Referenced in 1 article [sw38439]
  • more generalized regular vine copula (R-vine for short). R-vine modeling algorithm searches ... R-vine structure which maximizes the vine tree dependence, i.e., the sum of the absolute ... algorithm for the likelihood value optimization. R-vine sampling algorithm traverses all the edges...
  • penRvine

  • Referenced in 2 articles [sw26427]
  • package penRvine: Flexible R-vines Estimation Using Bivariate Penalized Splines...
  • R

  • Referenced in 9810 articles [sw00771]
  • R is a language and environment for statistical...
  • Gstat

  • Referenced in 24 articles [sw04488]
  • Gstat is an open source (GPL) computer code...
  • Matrix

  • Referenced in 97 articles [sw04514]
  • R package Matrix: Sparse and Dense Matrix Classes...
  • nacopula

  • Referenced in 49 articles [sw06778]
  • nacopula: Nested Archimedean Copulas. An R package for...
  • bfa

  • Referenced in 25 articles [sw07430]
  • R package bfa Bayesian Gaussian copula factor models...
  • gcmr

  • Referenced in 27 articles [sw07433]
  • R package gcmr: Gaussian copula marginal regression. This...
  • VineCopula

  • Referenced in 39 articles [sw08160]
  • VineCopula: Statistical inference of vine copulas. This package...
  • CDVine

  • Referenced in 52 articles [sw08161]
  • R package CDVine: Statistical inference of C- and...
  • gstat

  • Referenced in 47 articles [sw08293]
  • R package gstat: spatial and spatio-temporal geostatistical...
  • CopulaModel

  • Referenced in 147 articles [sw40091]
  • R package CopulaModel: CopulaModel: Dependence Modeling with Copulas...