rvinecopulib: High Performance Algorithms for Vine Copula Modeling

Provides an interface to 'vinecopulib', a C++ library for vine copula modeling. 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, and the ability to model discrete variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only C++ library (currently version 0.6.2). 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.

Depends: R (≥ 3.0.2)
Imports: assertthat, graphics, grDevices, kde1d (≥ 1.0.2), lattice, Rcpp (≥ 0.12.12), stats, utils
LinkingTo: BH, Rcpp, RcppEigen, RcppThread (≥ 2.1.2), wdm, kde1d
Suggests: igraph, ggplot2, ggraph, testthat
Published: 2023-02-23
DOI: 10.32614/CRAN.package.rvinecopulib
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
Materials: README NEWS
CRAN checks: rvinecopulib results


Reference manual: rvinecopulib.pdf


Package source: rvinecopulib_0.
Windows binaries: r-devel: rvinecopulib_0., r-release: rvinecopulib_0., r-oldrel: rvinecopulib_0.
macOS binaries: r-release (arm64): rvinecopulib_0., r-oldrel (arm64): rvinecopulib_0., r-release (x86_64): rvinecopulib_0., r-oldrel (x86_64): rvinecopulib_0.
Old sources: rvinecopulib archive

Reverse dependencies:

Reverse depends: CopulaInference, svines
Reverse imports: copulaboost, copulareg, covsim, LogisticCopula, portvine, scDesign3, simIReff, Surrogate, tscopula, vinereg
Reverse linking to: portvine, svines, vinereg


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