CRAN/E | VC2copula

VC2copula

Extend the 'copula' Package with Families and Models from 'VineCopula'

Installation

About

Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.

github.com/tnagler/VC2copula
Bug report File report

Key Metrics

Version 0.1.5
Published 2024-02-22 74 days ago
Needs compilation? yes
License GPL-3
CRAN checks VC2copula results
Language en-US

Downloads

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Maintainer

Maintainer

Thomas Nagler

mail@tnagler.com

Authors

Thomas Nagler

aut / cre

Benedikt Graeler

ctb

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

VC2copula archive

Depends

copula ≥ 1.1-2

Imports

VineCopula ≥ 2.3.0
methods

Suggests

lattice
testthat ≥ 2.1.0

LinkingTo

VineCopula