VC2copula: Extend the 'copula' Package with Families and Models from 'VineCopula'

Provides new classes for (rotated) BB1, BB6, BB7, BB8, and Tawn copulas, extends the existing Gumbel and Clayton families with rotations, and allows to set up a vine copula model using the 'copula' API. Corresponding objects from the 'VineCopula' API can easily be converted.

Version: 0.1.1
Depends: copula (≥ 0.999-19.1)
Imports: VineCopula (≥ 2.3.0), methods
LinkingTo: VineCopula
Suggests: lattice, testthat (≥ 2.1.0), spelling
Published: 2020-10-23
Author: Thomas Nagler [aut, cre], Benedikt Graeler [ctb]
Maintainer: Thomas Nagler <mail at>
License: GPL-3
NeedsCompilation: yes
Language: en-US
Materials: README NEWS
CRAN checks: VC2copula results


Reference manual: VC2copula.pdf
Package source: VC2copula_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: VC2copula_0.1.1.tgz, r-oldrel: VC2copula_0.1.1.tgz
Old sources: VC2copula archive


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