Package: CDVine
Type: Package
Title: Statistical Inference of C- And D-Vine Copulas
Version: 1.4
Date: 2015-10-29
Author: Ulf Schepsmeier, Eike Christian Brechmann
Maintainer: Tobias Erhardt
<tobias.erhardt@tum.de>
Depends: R (>= 2.11.0)
Imports: MASS, mvtnorm, graphics, igraph, stats
Description: Functions for statistical inference of canonical vine (C-vine)
and D-vine copulas. Tools for bivariate exploratory data analysis and for bivariate
as well as vine copula selection are provided. Models can be estimated
either sequentially or by joint maximum likelihood estimation.
Sampling algorithms and plotting methods are also included.
Data is assumed to lie in the unit hypercube (so-called copula
data).
License: GPL (>= 2)
LazyLoad: yes
NeedsCompilation: yes
Packaged: 2015-10-29 09:21:57 UTC; Tobias
Repository: CRAN
Date/Publication: 2015-10-29 13:03:16
providing 
.