• 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...

• RiskMetrics

• Referenced in 133 articles [sw37538]
• RiskMetrics, a set of techniques and data to...

• CopulaModel

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