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.
| Version: | 0.1.5 |
| Depends: | copula (≥ 1.1-2) |
| Imports: | VineCopula (≥ 2.3.0), methods |
| LinkingTo: | VineCopula |
| Suggests: | lattice, testthat (≥ 2.1.0) |
| Published: | 2024-02-22 |
| DOI: | 10.32614/CRAN.package.VC2copula |
| Author: | Thomas Nagler [aut, cre], Benedikt Graeler [ctb] |
| Maintainer: | Thomas Nagler <mail at tnagler.com> |
| BugReports: | https://github.com/tnagler/VC2copula/issues |
| License: | GPL-3 |
| URL: | https://github.com/tnagler/VC2copula |
| NeedsCompilation: | yes |
| Language: | en-US |
| Materials: | README NEWS |
| CRAN checks: | VC2copula results |
| Reference manual: | VC2copula.pdf |
| Package source: | VC2copula_0.1.5.tar.gz |
| Windows binaries: | r-devel: VC2copula_0.1.5.zip, r-release: VC2copula_0.1.5.zip, r-oldrel: VC2copula_0.1.5.zip |
| macOS binaries: | r-release (arm64): VC2copula_0.1.5.tgz, r-oldrel (arm64): VC2copula_0.1.5.tgz, r-release (x86_64): VC2copula_0.1.5.tgz, r-oldrel (x86_64): VC2copula_0.1.5.tgz |
| Old sources: | VC2copula archive |
Please use the canonical form https://CRAN.R-project.org/package=VC2copula to link to this page.