Software

C++

vinecopulib: A C++ library for vine copulas

wdm: Weighted dependence measures and related independence tests


Python

pyvinecopulib: Python interface to the vinecopulib C++ library
PyPI version Downloads


R

RcppThread: R-friendly threading in C++
CRAN version CRAN downloads

VineCopula: Statistical inference of vine copulas
CRAN version CRAN downloads

rvinecopulib: R interface to the vinecopulib C++ library
CRAN version CRAN downloads

kdecopula: Kernel smoothing for bivariate copula densities
CRAN version CRAN downloads

wdm: Weighted dependence measures and related independence tests CRAN version CRAN downloads

kde1d: Univariate kernel density estimators for bounded and discrete data CRAN version CRAN downloads

svines: Stationary vine copula models for multivariate time series CRAN version

vinereg: D-vine copula quantile regression
CRAN version CRAN downloads

eecop: Copula based estimation equations
CRAN version

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

kdevine: Multivariate kernel density estimation with vine copulas
CRAN version CRAN downloads

cctools: Tools for continuous convolution in nonparametric estimation
CRAN version CRAN downloads

jdify: Joint density classifiers
CRAN version

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