R: High Performance Algorithms for Vine Copula Modeling

# High Performance Algorithms for Vine Copula Modeling

## Documentation for package ‘rvinecopulib’ version 0.7.3.1.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

rvinecopulib-package | High Performance Algorithms for Vine Copula Modeling
as.bicop | Convert list to bicop object
as_rvine_matrix | Coerce various kind of objects to R-vine structures and matrices
as_rvine_matrix.list | Coerce various kind of objects to R-vine structures and matrices
as_rvine_matrix.matrix | Coerce various kind of objects to R-vine structures and matrices
as_rvine_matrix.rvine_matrix | Coerce various kind of objects to R-vine structures and matrices
as_rvine_matrix.rvine_structure | Coerce various kind of objects to R-vine structures and matrices
as_rvine_structure | Coerce various kind of objects to R-vine structures and matrices
as_rvine_structure.list | Coerce various kind of objects to R-vine structures and matrices
as_rvine_structure.matrix | Coerce various kind of objects to R-vine structures and matrices
as_rvine_structure.rvine_matrix | Coerce various kind of objects to R-vine structures and matrices
as_rvine_structure.rvine_structure | Coerce various kind of objects to R-vine structures and matrices
bicop | Fit and select bivariate copula models
bicop_dist | Bivariate copula models
bicop_distributions | Bivariate copula distributions
bicop_predict_and_fitted | Predictions and fitted values for a bivariate copula model
contour.bicop | Plotting tools for 'bicop_dist' and 'bicop' objects
contour.bicop_dist | Plotting tools for 'bicop_dist' and 'bicop' objects
contour.vinecop | Plotting 'vinecop_dist' and 'vinecop' objects.
contour.vinecop_dist | Plotting 'vinecop_dist' and 'vinecop' objects.
cvine_structure | R-vine structure
dbicop | Bivariate copula distributions
dbicop_dist | Bivariate copula distributions
dvine | Vine based distributions
dvinecop | Vine copula distributions
dvinecop_dist | Vine copula distributions
dvine_dist | Vine based distributions
dvine_structure | R-vine structure
emp_cdf | Corrected Empirical CDF
fitted.bicop | Predictions and fitted values for a bivariate copula model
fitted.vine | Predictions and fitted values for a vine copula model
fitted.vinecop | Predictions and fitted values for a vine copula model
getters | Extracts components of 'bicop_dist' and 'vinecop_dist' objects
get_all_families | Extracts components of 'bicop_dist' and 'vinecop_dist' objects
get_all_ktaus | Extracts components of 'bicop_dist' and 'vinecop_dist' objects
get_all_pair_copulas | Extracts components of 'bicop_dist' and 'vinecop_dist' objects
get_all_parameters | Extracts components of 'bicop_dist' and 'vinecop_dist' objects
get_family | Extracts components of 'bicop_dist' and 'vinecop_dist' objects
get_ktau | Extracts components of 'bicop_dist' and 'vinecop_dist' objects
get_matrix | Extracts components of 'bicop_dist' and 'vinecop_dist' objects
get_pair_copula | Extracts components of 'bicop_dist' and 'vinecop_dist' objects
get_parameters | Extracts components of 'bicop_dist' and 'vinecop_dist' objects
get_structure | Extracts components of 'bicop_dist' and 'vinecop_dist' objects
hbicop | Bivariate copula distributions
hbicop_dist | Bivariate copula distributions
inverse_rosenblatt | (Inverse) Rosenblatt transform
is.rvine_matrix | R-vine structure
is.rvine_structure | R-vine structure
ktau_to_par | Conversion between Kendall's tau and parameters
mBICV | Modified vine copula Bayesian information criterion (mBICv)
pairs_copula_data | Exploratory pairs plot for copula data
par_to_ktau | Conversion between Kendall's tau and parameters
pbicop | Bivariate copula distributions
pbicop_dist | Bivariate copula distributions
plot.bicop | Plotting tools for 'bicop_dist' and 'bicop' objects
plot.bicop_dist | Plotting tools for 'bicop_dist' and 'bicop' objects
plot.rvine_matrix | Plotting R-vine structures
plot.rvine_structure | Plotting R-vine structures
plot.vinecop | Plotting 'vinecop_dist' and 'vinecop' objects.
plot.vinecop_dist | Plotting 'vinecop_dist' and 'vinecop' objects.
predict.bicop | Predictions and fitted values for a bivariate copula model
predict.bicop_dist | Predictions and fitted values for a bivariate copula model
predict.vine | Predictions and fitted values for a vine copula model
predict.vinecop | Predictions and fitted values for a vine copula model
pseudo_obs | Pseudo-Observations
pvine | Vine based distributions
pvinecop | Vine copula distributions
pvinecop_dist | Vine copula distributions
pvine_dist | Vine based distributions
rbicop | Bivariate copula distributions
rbicop_dist | Bivariate copula distributions
rosenblatt | (Inverse) Rosenblatt transform
rvine | Vine based distributions
rvinecop | Vine copula distributions
rvinecopulib | High Performance Algorithms for Vine Copula Modeling
rvinecop_dist | Vine copula distributions
rvine_dist | Vine based distributions
rvine_matrix | R-vine structure
rvine_matrix_sim | Simulate R-vine structures
rvine_structure | R-vine structure
rvine_structure_sim | Simulate R-vine structures
truncate_model | Truncate a vine copula model
truncate_model.rvine_matrix | Truncate a vine copula model
truncate_model.rvine_structure | Truncate a vine copula model
truncate_model.vinecop_dist | Truncate a vine copula model
truncate_model.vine_dist | Truncate a vine copula model
vine | Vine copula models
vinecop | Fitting vine copula models
vinecop_dist | Vine copula models
vinecop_distributions | Vine copula distributions
vinecop_predict_and_fitted | Predictions and fitted values for a vine copula model
vine_dist | Vine copula models
vine_distributions | Vine based distributions
vine_predict_and_fitted | Predictions and fitted values for a vine copula model