Software

C++

vinecopulib: A C++ library for vine copulas

RcppThread: R-friendly threading in C++

wdm: Efficient implementation of weighted dependence measures and related independence tests


R

rvinecopulib: R interface to the vinecopulib C++ library

VineCopula: Statistical inference of vine copulas

wdm: R interface to the wdm C++ library

kde1d: Univariate kernel density estimators for bounded and discrete data

vinereg: D-vine copula quantile regression

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

kdecopula: Kernel smoothing for bivariate copula densities

kdevine: Multivariate kernel density estimation with vine copulas

cctols: Tools for continuous convolution in nonparametric estimation

jdify: Joint density classifiers

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