CDVine

R package CDVine: Statistical inference of C- and D-vine copulas. This package provides functions for statistical inference of canonical vine (C-vine) and D-vine copulas. It contains tools for bivariate exploratory data analysis and for bivariate as well as vine copula selection. Models can be estimated either sequentially or by joint maximum likelihood estimation. Sampling algorithms and plotting methods are also included. Data is assumed to lie in the unit hypercube (so-called copula data).


References in zbMATH (referenced in 26 articles , 1 standard article )

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  1. Eling, Martin; Jung, Kwangmin: Copula approaches for modeling cross-sectional dependence of data breach losses (2018)
  2. Gruber, Lutz F.; Czado, Claudia: Bayesian model selection of regular vine copulas (2018)
  3. Stübinger, Johannes; Mangold, Benedikt; Krauss, Christopher: Statistical arbitrage with vine copulas (2018)
  4. Wyszynski, Karol; Marra, Giampiero: Sample selection models for count data in R (2018)
  5. Marra, Giampiero; Radice, Rosalba: Bivariate copula additive models for location, scale and shape (2017)
  6. Nagler, Thomas; Schellhase, Christian; Czado, Claudia: Nonparametric estimation of simplified vine copula models: comparison of methods (2017)
  7. Pircalabelu, Eugen; Claeskens, Gerda; Gijbels, Irène: Copula directed acyclic graphs (2017)
  8. Su, Jianxi; Hua, Lei: A general approach to full-range tail dependence copulas (2017)
  9. Tekumalla, Lavanya Sita; Rajan, Vaibhav; Bhattacharyya, Chiranjib: Vine copulas for mixed data: multi-view clustering for mixed data beyond meta-Gaussian dependencies (2017)
  10. Dalla Valle, Luciana; De Giuli, Maria Elena; Tarantola, Claudia; Manelli, Claudio: Default probability estimation via pair copula constructions (2016)
  11. Kosmidis, Ioannis; Karlis, Dimitris: Model-based clustering using copulas with applications (2016)
  12. Marra, Giampiero; Wyszynski, Karol: Semi-parametric copula sample selection models for count responses (2016)
  13. M. Wojtys; Giampiero Marra; Rosalba Radice: Copula Regression Spline Sample Selection Models: The R Package SemiParSampleSel (2016) not zbMATH
  14. Radice, Rosalba; Marra, Giampiero; Wojtyś, Małgorzata: Copula regression spline models for binary outcomes (2016)
  15. Cooke, R. M.; Kurowicka, D.; Wilson, Kevin J.: Sampling, conditionalizing, counting, merging, searching regular vines (2015)
  16. Erhardt, Tobias Michael; Czado, Claudia; Schepsmeier, Ulf: Spatial composite likelihood inference using local C-vines (2015)
  17. Erhardt, Tobias Michael; Czado, Claudia; Schepsmeier, Ulf: R-vine models for spatial time series with an application to daily mean temperature (2015)
  18. Gruber, Lutz; Czado, Claudia: Sequential Bayesian model selection of regular vine copulas (2015)
  19. Hobæk Haff, Ingrid; Segers, Johan: Nonparametric estimation of pair-copula constructions with the empirical pair-copula (2015)
  20. Wiboonpongse, Aree; Liu, Jianxu; Sriboonchitta, Songsak; Denoeux, Thierry: Modeling dependence between error components of the stochastic frontier model using copula: application to intercrop coffee production in Northern Thailand (2015)

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