rvinecopulib
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Software:43057
swMATH31346CRANrvinecopulibMaRDI QIDQ43057
High Performance Algorithms for Vine Copula Modeling
Thibault Vatter, Thomas Nagler
Last update: 23 February 2023
Copyright license: GNU General Public License, version 3.0, File License
Software version identifier: 0.6.3.1.1
Source code repository: https://github.com/cran/rvinecopulib
Related Items (15)
Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation ⋮ Nonparametric C- and D-vine-based quantile regression ⋮ Analyzing dependent data with vine copulas. A practical guide with R ⋮ Model selection in sparse high-dimensional vine copula models with an application to portfolio risk ⋮ portvine ⋮ copulaboost ⋮ tscopula ⋮ Stationary vine copula models for multivariate time series ⋮ svines ⋮ copulareg ⋮ CopulaInference ⋮ simIReff ⋮ Surrogate ⋮ vinereg ⋮ covsim
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