VineCopula: Project Home – R-Forge

Project description

This package provides functions for statistical inference of vine copulas.
It contains tools for bivariate exploratory data analysis, bivariate copula selection, vine model selection, sampling and plotting.

Project Info

Tags: bivariate copula, multivariate copula, R-vine, statistical inference, model selection

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Registered: 2013-03-07 16:24
Activity Ranking: 0
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Vienna University of Economics and Business University of Wisconsin - Madison Powered By FusionForge