rvinecopulib: High Performance Algorithms for Vine Copula Modeling
Provides an interface to 'vinecopulib', a C++ library for vine
copula modeling. The 'rvinecopulib' package implements the core features of the
popular 'VineCopula' package, in particular inference algorithms for both vine
copula and bivariate copula models. Advantages over 'VineCopula' are a sleeker
and more modern API, improved performances, especially in high dimensions,
nonparametric and multi-parameter families, and the ability to model discrete
variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only
C++ library (currently version 0.6.1). Thus users do not need to install
'vinecopulib' itself in order to use 'rvinecopulib'. Since their initial
releases, 'vinecopulib' is licensed under the MIT License, and 'rvinecopulib'
is licensed under the GNU GPL version 3.
| Version: |
0.6.1.1.3 |
| Depends: |
R (≥ 3.0.2) |
| Imports: |
assertthat, graphics, grDevices, kde1d (≥ 1.0.2), lattice, Rcpp (≥ 0.12.12), stats, utils |
| LinkingTo: |
BH, Rcpp, RcppEigen, RcppThread (≥ 2.1.2), wdm, kde1d |
| Suggests: |
igraph, ggplot2, ggraph, testthat |
| Published: |
2022-03-18 |
| Author: |
Thomas Nagler [aut, cre],
Thibault Vatter [aut] |
| Maintainer: |
Thomas Nagler <info at vinecopulib.org> |
| BugReports: |
https://github.com/vinecopulib/rvinecopulib/issues |
| License: |
GPL-3 | file LICENSE |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++11 |
| Materials: |
README NEWS |
| CRAN checks: |
rvinecopulib results |
Documentation:
Downloads:
Reverse dependencies:
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