• CDVine

  • Referenced in 47 articles [sw08161]
  • 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 ... analysis and for bivariate as well as vine copula selection. Models can be estimated either...
  • VineCopula

  • Referenced in 35 articles [sw08160]
  • VineCopula: Statistical inference of vine copulas. This package provides functions for statistical inference of vine ... exploratory data analysis, bivariate copula selection and (vine) tree construction. Models can be estimated either ... called copula data). For C- and D-vines links to the package CDVine are provided...
  • MPV

  • Referenced in 9 articles [sw04355]
  • Data Sets from Montgomery, Peck and Vining’s Book , These data sets are taken from...
  • vine

  • Referenced in 5 articles [sw08920]
  • Vine Toolkit: A Java Framework for Developing Grid Applications. The Vine Toolkit is a modular...
  • vines

  • Referenced in 2 articles [sw16156]
  • package vines. Implementation of the vine graphical model for building high-dimensional probability distributions ... functions. This package provides S4 classes for vines (C-vines and D-vines) and methods...
  • kdevine

  • Referenced in 3 articles [sw20086]
  • package kdevine: Multivariate Kernel Density Estimation with Vine Copulas. Implements the vine copula based kernel...
  • pacotest

  • Referenced in 2 articles [sw18927]
  • Partial Copulas and the Simplifying Assumption in Vine Copulas. Routines for two different test types ... copula. Functions to test whether a regular vine copula satisfies the so-called simplifying assumption ... test a single copula within a regular vine copula...
  • rvinecopulib

  • Referenced in 2 articles [sw31346]
  • package rvinecopulib: High Performance Algorithms for Vine Copula Modeling. Provides an interface to ’vinecopulib ... library for vine copula modeling. The ’rvinecopulib’ package implements the core features of the popular ... package, in particular inference algorithms for both vine copula and bivariate copula models. Advantages over...
  • VineCopulaMATLAB

  • Referenced in 2 articles [sw33251]
  • VineCopulaMATLAB Toolbox: A MATLAB toolbox for vine copulas based on C++ . The toolbox ... used for high-dimensional dependence modeling with vine copula models. A key feature ... approximating high-dimensional distributions using simplified vine copula models...
  • penDvine

  • Referenced in 2 articles [sw16858]
  • penDvine: flexible pair-copula estimation in D-vines using bivariate penalized splines. Flexible Pair-Copula ... Estimation in D-vines using Bivariate Penalized Splines...
  • gamCopula

  • Referenced in 2 articles [sw25449]
  • Models for Bivariate Conditional Dependence Structures and Vine Copulas. Implementation of various inference and simulation ... bivariate dependence structures and non-simplified vine copulas...
  • pyvine

  • Referenced in 1 article [sw38439]
  • pyvine: the Python package for regular vine copula modeling, sampling and testing. Regular vine copula ... models for dependence structure modeling. It combines vine structures and families of bivariate copulas ... different pairs. Two special cases of regular vine copulas, C-vine and D-vine copulas ... sampling and testing a more generalized regular vine copula (R-vine for short). R-vine...
  • copulaedas

  • Referenced in 3 articles [sw10934]
  • various EDAs based on copulas and vines, and it also offers the possibility of implementing...
  • CDVineCopulaConditional

  • Referenced in 1 article [sw31344]
  • CDVineCopulaConditional: Sampling from Conditional C- and D-Vine Copulas. Provides tools for sampling from ... Pair-Copula Constructions as C- or D- vine. Here, the vines which can be used ... function is available to select the best vine (based on information criteria) among those which...
  • MATVines

  • Referenced in 1 article [sw38544]
  • MATVines: A vine copula package for MATLAB. Vine copulas provide a way to model ... MATVines package is presented, which implements vine copula functionalities for MATLAB. In particular, simulation ... estimation of regular vine copulas are accommodated. Furthermore, goodness-of-fit testing as well...
  • CloudBLAST

  • Referenced in 2 articles [sw12013]
  • implementation integrates Hadoop, Virtual Workspaces, and ViNe as the MapReduce, virtual machine and virtual network...
  • penRvine

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

  • Referenced in 1 article [sw22349]
  • accuracy of kernel density estimation, Gaussian mixtures, vine copulas and Gaussian process regression ... whereas in higher dimensionality Gaussian mixtures or vine copulas perform better. We show that sequential...
  • pyvinecopulib

  • Referenced in 1 article [sw31343]
  • vinecopulib, a header-only C++ library for vine copula models based on Eigen. It provides ... library, in particular inference algorithms for both vine copula and bivariate copula models. Advantages over...
  • vinereg

  • Referenced in 1 article [sw31345]
  • package vinereg: D-Vine Quantile Regression. Implements D-vine quantile regression models with parametric...