rvinecopulib: High Performance Algorithms for Vine Copula Modeling

Canonical link: https://rscholar.com/pkg/rvinecopulib

Thomas Nagler • Thibault Vatter • View description and downloads View dependencies GitHub project

2017 Published

0.6.3.1.1 Version

0 Citations

2 Authors

Referenced by ⇅	Year
CopulaInference: Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions (Version 0.5.0)	2023
LogisticCopula: A Copula Based Extension of Logistic Regression (Version 0.1.0)	2024
Surrogate: Evaluation of Surrogate Endpoints in Clinical Trials (Version 3.3.0)	2014
copulaboost: Fitting Additive Copula Regression Models for Binary Outcome Regression (Version 0.1.0)	2022
copulareg: Copula Regression (Version 0.1.0)	2021
covsim: VITA, IG and PLSIM Simulation for Given Covariance and Marginals (Version 1.1.0)	2020
depCensoring: Statistical Methods for Survival Data with Dependent Censoring (Version 0.1.3)	2024
portvine: Vine Based (Un)Conditional Portfolio Risk Measure Estimation (Version 1.0.3)	2022
simIReff: Stochastic Simulation for Information Retrieval Evaluation: Effectiveness Scores (Version 1.0)	2018
svines: Stationary Vine Copula Models (Version 0.2.3)	2022
tscopula: Time Series Copula Models (Version 0.3.9)	2021
vinereg: D-Vine Quantile Regression (Version 0.10.0)	2018

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