VineCopula

Package: VineCopula
Type: Package
Title: Statistical Inference of Vine Copulas
Version: 2.0.1
Date: 2016-06-09
Description: Provides tools for the statistical analysis of vine copula models.
The package includes tools for parameter estimation, model selection,
simulation, goodness-of-fit tests, and visualization. Tools for estimation,
selection and exploratory data analysis of bivariate copula models are also
provided.
Authors@R: c(
person("Ulf", "Schepsmeier",, "ulf.schepsmeier@tum.de", role = "aut"),
person("Jakob", "Stoeber",, role = "aut"),
person("Eike Christian", "Brechmann",, role = "aut"),
person("Benedikt", "Graeler",, role = "aut"),
person("Thomas", "Nagler",, "thomas.nagler@tum.de", role = c("aut", "cre")),
person("Tobias", "Erhardt",, "tobias.erhardt@tum.de", role = "aut"),
person("Carlos", "Almeida",, role = "ctb"),
person("Aleksey", "Min",, role = c("ctb", "ths")),
person("Claudia", "Czado",, role = c("ctb", "ths")),
person("Mathias", "Hofmann",, role = "ctb"),
person("Matthias", "Killiches",, role = "ctb"),
person("Harry", "Joe",, role = "ctb")
)
Depends: R (>= 2.11.0)
Imports: graphics, grDevices, stats, utils, MASS, mvtnorm, network,
methods, copula (>= 0.999-10), kdecopula (>= 0.6.0), ADGofTest,
lattice, doParallel, parallel, foreach
Suggests: CDVine, TSP, shiny
License: GPL (>= 2)
LazyLoad: yes
BugReports: https://github.com/tnagler/VineCopula/issues
URL: https://github.com/tnagler/VineCopula
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-06-09 19:24:47 UTC; n5
Author: Ulf Schepsmeier [aut],
Jakob Stoeber [aut],
Eike Christian Brechmann [aut],
Benedikt Graeler [aut],
Thomas Nagler [aut, cre],
Tobias Erhardt [aut],
Carlos Almeida [ctb],
Aleksey Min [ctb, ths],
Claudia Czado [ctb, ths],
Mathias Hofmann [ctb],
Matthias Killiches [ctb],
Harry Joe [ctb]
Maintainer: Thomas Nagler <thomas.nagler@tum.de>
Repository: CRAN
Date/Publication: 2016-06-10 12:29:04

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'VineCopula' ...
** package 'VineCopula' successfully unpacked and MD5 sums checked
** libs
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c cdvine.c -o cdvine.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c condsim.c -o condsim.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c deriv.c -o deriv.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c deriv2.c -o deriv2.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c evCopula.c -o evCopula.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c gof.c -o gof.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c hfunc.c -o hfunc.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c hfuncderiv.c -o hfuncderiv.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c hfuncderiv2.c -o hfuncderiv2.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c incompleteBeta.c -o incompleteBeta.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c likelihood.c -o likelihood.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c logderiv.c -o logderiv.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c memoryhandling.c -o memoryhandling.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c pit.c -o pit.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c rvine.c -o rvine.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c rvinederiv.c -o rvinederiv.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c rvinederiv2.c -o rvinederiv2.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c tcopuladeriv.c -o tcopuladeriv.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c tcopuladeriv_new.c -o tcopuladeriv_new.o
gcc -I/home/ddbj/local/lib64/R/include -DNDEBUG  -I/usr/local/include    -fpic  -g -O2  -c tools.c -o tools.o
gcc -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o VineCopula.so cdvine.o condsim.o deriv.o deriv2.o evCopula.o gof.o hfunc.o hfuncderiv.o hfuncderiv2.o incompleteBeta.o likelihood.o logderiv.o memoryhandling.o pit.o rvine.o rvinederiv.o rvinederiv2.o tcopuladeriv.o tcopuladeriv_new.o tools.o -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/VineCopula/libs
** R
** data
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'VineCopula'
    finding HTML links ... done
    BB1Copula-class                         html  
    finding level-2 HTML links ... done

    BB1Copula                               html  
    BB6Copula-class                         html  
    BB6Copula                               html  
    BB7Copula-class                         html  
    BB7Copula                               html  
    BB8Copula-class                         html  
    BB8Copula                               html  
    BetaMatrix                              html  
    BiCop                                   html  
    BiCopCDF                                html  
    BiCopCheck                              html  
    BiCopChiPlot                            html  
    BiCopCompare                            html  
    BiCopCondSim                            html  
    BiCopDeriv                              html  
    BiCopDeriv2                             html  
    BiCopEst                                html  
    BiCopEstList                            html  
    BiCopGofTest                            html  
    BiCopHfunc                              html  
    BiCopHfuncDeriv                         html  
    BiCopHfuncDeriv2                        html  
    BiCopHinv                               html  
    BiCopIndTest                            html  
    BiCopKDE                                html  
    BiCopKPlot                              html  
    BiCopLambda                             html  
    BiCopMetaContour                        html  
    BiCopName                               html  
    BiCopPDF                                html  
    BiCopPar2Beta                           html  
    BiCopPar2TailDep                        html  
    BiCopPar2Tau                            html  
    BiCopSelect                             html  
    BiCopSim                                html  
    BiCopTau2Par                            html  
    BiCopVuongClarke                        html  
    C2RVine                                 html  
    D2RVine                                 html  
    RVineAIC                                html  
    RVineClarkeTest                         html  
    RVineCopSelect                          html  
    RVineCor2pcor                           html  
    RVineGofTest                            html  
    RVineGrad                               html  
    RVineHessian                            html  
    RVineLogLik                             html  
    RVineMLE                                html  
    RVineMatrix                             html  
    RVineMatrixCheck                        html  
    RVineMatrixNormalize                    html  
    RVinePDF                                html  
    RVinePIT                                html  
    RVinePar2Beta                           html  
    RVinePar2Tau                            html  
    RVineSeqEst                             html  
    RVineSim                                html  
    RVineStdError                           html  
    RVineStructureSelect                    html  
    RVineTreePlot                           html  
    RVineVuongTest                          html  
    TauMatrix                               html  
    VineCopula-package                      html  
    as.copuladata                           html  
    copulaFromFamilyIndex                   html  
    daxreturns                              html  
    ddCopula                                html  
    joeBiCopula-class                       html  
    joeBiCopula                             html  
    pairs.copuladata                        html  
    plot.BiCop                              html  
    plot.RVineMatrix                        html  
    pobs                                    html  
    surClaytonCopula-class                  html  
    surClaytonCopula                        html  
    surGumbelCopula-class                   html  
    surGumbelCopula                         html  
    tawnT1Copula-class                      html  
    tawnT1Copula                            html  
    tawnT2Copula-class                      html  
    tawnT2Copula                            html  
    vineCopula-class                        html  
    vineCopula                              html  
** building package indices
** testing if installed package can be loaded
* DONE (VineCopula)
Making 'packages.html' ... done