• CDVine

  • Referenced in 48 articles [sw08161]
  • Statistical inference of C- and D-vine copulas. This package provides functions for statistical inference ... canonical vine (C-vine) and D-vine copulas. It contains tools for bivariate exploratory data ... bivariate as well as vine copula selection. Models can be estimated either sequentially...
  • VineCopula

  • Referenced in 37 articles [sw08160]
  • VineCopula: Statistical inference of vine copulas. This package provides functions for statistical inference of vine ... bivariate exploratory data analysis, bivariate copula selection and (vine) tree construction. Models can be estimated ... unit hypercube (so-called copula data). For C- and D-vines links to the package...
  • pacotest

  • Referenced in 3 articles [sw18927]
  • Copulas and the Simplifying Assumption in Vine Copulas. Routines for two different test types ... Functions to test whether a regular vine copula satisfies the so-called simplifying assumption ... single copula within a regular vine copula to be a (j-1)-th order partial...
  • kdevine

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

  • Referenced in 2 articles [sw33251]
  • VineCopulaMATLAB Toolbox: A MATLAB toolbox for vine copulas based on C++ . The toolbox ... high-dimensional dependence modeling with vine copula models. A key feature of the toolbox ... approximating high-dimensional distributions using simplified vine copula models...
  • 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 ... particular inference algorithms for both vine copula and bivariate copula models. Advantages over ’VineCopula...
  • gamCopula

  • Referenced in 2 articles [sw25449]
  • Bivariate Conditional Dependence Structures and Vine Copulas. Implementation of various inference and simulation tools ... 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 ... structure modeling. It combines vine structures and families of bivariate copulas to construct a number ... pairs. Two special cases of regular vine copulas, C-vine and D-vine copulas, have ... testing a more generalized regular vine copula (R-vine for short). R-vine modeling algorithm...
  • MATVines

  • Referenced in 1 article [sw38544]
  • MATVines: A vine copula package for MATLAB. Vine copulas provide a way to model ... dimensional copula with bivariate building blocks and have been applied to a wide range ... 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...
  • pencopulaCond

  • Referenced in 1 article [sw31347]
  • package pencopulaCond: Estimating Non-Simplified Vine Copulas Using Penalized Splines. Estimating Non-Simplified Vine Copulas...
  • pyvinecopulib

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

  • Referenced in 1 article [sw22349]
  • kernel density estimation, Gaussian mixtures, vine copulas and Gaussian process regression; and we test whether ... higher dimensionality Gaussian mixtures or vine copulas perform better. We show that sequential inference...
  • copulaedas

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

  • Referenced in 1 article [sw31344]
  • Sampling from Conditional C- and D-Vine Copulas. Provides tools for sampling from a conditional ... density decomposed via Pair-Copula Constructions as C- or D- vine. Here, the vines which...
  • penDvine

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

  • Referenced in 2 articles [sw16156]
  • bivariate copulas and marginal density functions. This package provides S4 classes for vines (C-vines...
  • vinereg

  • Referenced in 1 article [sw31345]
  • Implements D-vine quantile regression models with parametric or nonparametric pair-copulas. See Kraus...
  • Matlab

  • Referenced in 12721 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • R

  • Referenced in 8904 articles [sw00771]
  • R is a language and environment for statistical...