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
Python
pyvinecopulib: Python interface to the vinecopulib C++ library
Synthia: multidimensional synthetic data generation in Python
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