VineCopula: Statistical Inference of Vine Copulas

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.

Version: 2.0.5
Depends: R (≥ 2.11.0)
Imports: graphics, grDevices, stats, utils, MASS, mvtnorm, network, methods, copula (≥ 0.999-15), kdecopula (≥ 0.6.0), ADGofTest, lattice, doParallel, parallel, foreach
Suggests: CDVine, TSP, shiny
Published: 2016-09-26
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 at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS
In views: Distributions
CRAN checks: VineCopula results


Reference manual: VineCopula.pdf
Package source: VineCopula_2.0.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Mavericks binaries: r-release: VineCopula_2.0.5.tgz, r-oldrel: VineCopula_2.0.5.tgz
Old sources: VineCopula archive

Reverse dependencies:

Reverse depends: CopulaRegression
Reverse imports: gofCopula, SemiParBIVProbit, SemiParSampleSel
Reverse suggests: copula, kdecopula


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