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

kdecopula: Kernel smoothing for bivariate copula densities

wdm: Weighted dependence measures and related independence tests

kde1d: Univariate kernel density estimators for bounded and discrete data

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

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