All functions

as_rvine_structure() as_rvine_matrix()

Coerce various kind of objects to R-vine structures and matrices

bicop()

Fit and select bivariate copula models

bicop_dist()

Bivariate copula models

dbicop() pbicop() rbicop() hbicop()

Bivariate copula distributions

get_structure() get_pair_copula() get_parameters() get_ktau() get_family() get_all_pair_copulas() get_all_parameters() get_all_ktaus() get_all_families()

Extracts components of bicop_dist and vinecop_dist objects

mBICV()

Modified vine copula Bayesian information criterion (mBICv)

pairs_copula_data()

Exploratory pairs plot for copula data

par_to_ktau() ktau_to_par()

Conversion between Kendall's tau and parameters

plot(<bicop_dist>) plot(<bicop>) contour(<bicop_dist>) contour(<bicop>)

Plotting tools for bicop_dist and bicop objects

plot(<rvine_structure>) plot(<rvine_matrix>)

Plotting R-vine structures

plot(<vinecop_dist>) plot(<vinecop>) contour(<vinecop_dist>) contour(<vinecop>)

Plotting vinecop_dist and vinecop objects.

predict(<bicop_dist>) fitted(<bicop>)

Predictions and fitted values for a bivariate copula model

predict(<vine>) fitted(<vine>)

Predictions and fitted values for a vine copula model

predict(<vinecop>) fitted(<vinecop>)

Predictions and fitted values for a vine copula model

pseudo_obs()

Pseudo-Observations

rosenblatt() inverse_rosenblatt()

(Inverse) Rosenblatt transform

rvine_structure() cvine_structure() dvine_structure() rvine_matrix()

R-vine structure

rvine_structure_sim() rvine_matrix_sim()

Simulate R-vine structures

rvinecopulib

High Performance Algorithms for Vine Copula Modeling

truncate_model()

Truncate a vine copula model

vine() vine_dist()

Vine copula models

dvine() pvine() rvine()

Vine based distributions

vinecop()

Fitting vine copula models

vinecop_dist()

Vine copula models

dvinecop() pvinecop() rvinecop()

Vine copula distributions