Software

C++

vinecopulib: High performance algorithms for vine copula modeling

quickpool: Easy-to-use, header-only work stealing thread pool in C++11.

wdm: Weighted dependence measures and related independence tests

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Python

pyvinecopulib: Python interface to the vinecopulib C++ library

Synthia: multidimensional synthetic data generation in Python

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R

RcppThread: R-friendly threading in C++

VineCopula: Statistical inference of vine copulas

rvinecopulib: R interface to the vinecopulib C++ library

wdm: Weighted dependence measures and related independence tests

kde1d: Univariate kernel density estimators for bounded and discrete data

kdecopula: Kernel smoothing for bivariate copula densities

svines: Stationary vine copula models for multivariate time series

vinereg: D-vine copula quantile regression

eecop: Copula based estimation equations

VC2copula: Extend the ‘copula’ Package with models from ‘VineCopula’

kdevine: Multivariate kernel density estimation with vine copulas

cctools: Tools for continuous convolution in nonparametric estimation

gamCopula: Generalized additive models for bivariate conditional dependence structures and vine copulas