Overview

• Bivariate copula models
• Vine copula models
• Discrete variables
• Conditional simulation
• Scores, gradients and Hessians

All examples assume using namespace vinecopulib;. Each one is an excerpt of a complete program under docs/snippets/, compiled and run as part of the documentation build.

While the namespace vinecopulib contains the most important functionality, two others are meant for direct use:

• bicop_families: convenience definitions of sets of bivariate copula families,
• tools_stats: utilities for statistical analysis, including to_pseudo_obs() and the quasi-random generators behind simulate_uniform().