rvinecopulib: High Performance Algorithms for Vine Copula Modeling
Provides an interface to 'vinecopulib', a C++ library for vine
copula modeling based on 'Boost' and 'Eigen'. The 'rvinecopulib'
package implements the core features of the popular 'VineCopula' package, in
particular inference algorithms for both vine copula and bivariate copula
models. Advantages over 'VineCopula' are a sleeker and more modern API,
improved performances, especially in high dimensions, nonparametric and
multi-parameter families. The 'rvinecopulib' package includes 'vinecopulib' as
header-only C++ library (currently version 0.3.0). Thus
users do not need to install 'vinecopulib' itself in order to use
'rvinecopulib'. Since their initial releases, 'vinecopulib' is licensed under
the MIT License, and 'rvinecopulib' is licensed under the GNU GPL version 3.
| Version: |
0.3.0.1.1 |
| Imports: |
assertthat, cctools, graphics, grDevices, kde1d, lattice, Rcpp (≥ 0.12.12), stats, utils |
| LinkingTo: |
BH, Rcpp, RcppEigen, RcppThread, wdm |
| Suggests: |
igraph, ggplot2, ggraph, testthat |
| Published: |
2018-08-22 |
| Author: |
Thomas Nagler [aut, cre],
Thibault Vatter [aut] |
| Maintainer: |
Thomas Nagler <info at vinecopulib.org> |
| BugReports: |
https://github.com/vinecopulib/rvinecopulib/issues |
| License: |
GPL-3 | file LICENSE |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++11 |
| Materials: |
README NEWS |
| CRAN checks: |
rvinecopulib results |
Downloads:
Reverse dependencies:
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