Package: vines 1.1.5
vines: Multivariate Dependence Modeling with Vines
Implementation of the vine graphical model for building high-dimensional probability distributions as a factorization of bivariate copulas and marginal density functions. This package provides S4 classes for vines (C-vines and D-vines) and methods for inference, goodness-of-fit tests, density/distribution function evaluation, and simulation.
Authors:
vines_1.1.5.tar.gz
vines_1.1.5.zip(r-4.5)vines_1.1.5.zip(r-4.4)vines_1.1.5.zip(r-4.3)
vines_1.1.5.tgz(r-4.4-x86_64)vines_1.1.5.tgz(r-4.4-arm64)vines_1.1.5.tgz(r-4.3-x86_64)vines_1.1.5.tgz(r-4.3-arm64)
vines_1.1.5.tar.gz(r-4.5-noble)vines_1.1.5.tar.gz(r-4.4-noble)
vines_1.1.5.tgz(r-4.4-emscripten)vines_1.1.5.tgz(r-4.3-emscripten)
vines.pdf |vines.html✨
vines/json (API)
NEWS
| # Install 'vines' in R: |
| install.packages('vines', repos = c('https://yasserglez.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/yasserglez/vines/issues
Last updated 11 days agofrom:8a5ee2ef76. Checks:OK: 7 NOTE: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 09 2024 |
| R-4.5-win-x86_64 | NOTE | Nov 09 2024 |
| R-4.5-linux-x86_64 | NOTE | Nov 09 2024 |
| R-4.4-win-x86_64 | OK | Nov 09 2024 |
| R-4.4-mac-x86_64 | OK | Nov 09 2024 |
| R-4.4-mac-aarch64 | OK | Nov 09 2024 |
| R-4.3-win-x86_64 | OK | Nov 09 2024 |
| R-4.3-mac-x86_64 | OK | Nov 09 2024 |
| R-4.3-mac-aarch64 | OK | Nov 09 2024 |
Exports:CVinedvineDVinehhinversepvinervineshowVinevineFitvineGoFvineLogLikvineOrdervineParametersvineParameters<-vinePIT
Dependencies:ADGofTestcodetoolscolorspacecopulacubatureforeachgsliteratorslatticeMatrixmvtnormnumDerivpcaPPpsplineRcppstabledistTSP
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Methods for the h-functions | h h,claytonCopula-method h,copula-method h,fgmCopula-method h,frankCopula-method h,galambosCopula-method h,gumbelCopula-method h,indepCopula-method h,normalCopula-method h,tCopula-method h-methods |
| Methods for the Inverse of the h-functions | hinverse hinverse,claytonCopula-method hinverse,copula-method hinverse,frankCopula-method hinverse,indepCopula-method hinverse,normalCopula-method hinverse,tCopula-method hinverse-methods |
| Classes for Regular Vines | CVine-class DVine-class RVine-class show,CVine-method show,DVine-method |
| Create Vine Objects | CVine DVine Vine |
| Base Vine Class | dimnames,Vine-method dimnames<-,Vine,ANY-method dimnames<-,Vine-method show,Vine-method Vine-class |
| Vine Distribution Functions | dvine dvine,CVine-method dvine,DVine-method dvine-methods pvine pvine,CVine-method pvine,DVine-method pvine-methods rvine rvine,CVine-method rvine,DVine-method rvine-methods |
| Vine Inference | vineFit |
| Class for the Results of Vine Inference | show,vineFit-method vineFit-class |
| Class for the Results of Vine Inference by Maximum Likelihood | show,vineFitML-method vineFitML-class |
| Vine Goodness-of-fit Tests | vineGoF |
| Class for the Results of Vine Goodness-of-fit Tests | show,vineGoF-method vineGoF-class |
| Vine Log-likelihood Evaluation | vineLogLik |
| Select an Order of the Variables | vineOrder |
| Parameters of a Vine | vineParameters vineParameters<- |
| Vine Probability Integral Transform Methods | vinePIT vinePIT,CVine-method vinePIT,DVine-method vinePIT-methods |
