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VineCopula : Statistical Inference of Vine Copulas

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

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