Provides an interface to 'vinecopulib', a C++ library for vine copula modeling. The 'rvinecopulib' package implements the core features of the popular 'VineCopula' package, in particular inference algorithms for both vine copula and bivariate copula models. Advantages over 'VineCopula' are a sleeker and more modern API, improved performances, especially in high dimensions, nonparametric and multi-parameter families, and the ability to model discrete variables. The 'rvinecopulib' package includes 'vinecopulib' as header-only C++ library (currently version 0.7.2). Thus users do not need to install 'vinecopulib' itself in order to use 'rvinecopulib'. Since their initial releases, 'vinecopulib' is licensed under the MIT License, and 'rvinecopulib' is licensed under the GNU GPL version 3.
Version: 0.7.3.1.0 Depends: R (≥ 3.0.2) Imports: assertthat, graphics, grDevices, kde1d (≥ 1.1.0), lattice, Rcpp (≥ 0.12.12), stats, utils LinkingTo: BH, Rcpp, RcppEigen, RcppThread (≥ 2.1.2), wdm (≥ 0.2.6), kde1d (≥ 1.1.0) Suggests: igraph, ggplot2, ggraph, testthat Published: 2025-06-13 DOI: 10.32614/CRAN.package.rvinecopulib Author: Thomas Nagler [aut, cre], Thibault Vatter [aut] Maintainer: Thomas Nagler <info at vinecopulib.org> BugReports: https://github.com/vinecopulib/rvinecopulib/issues License: GPL-3 | file LICENSE URL: https://vinecopulib.github.io/rvinecopulib/ NeedsCompilation: yes Materials: README NEWS CRAN checks: rvinecopulib results Documentation: Downloads: Reverse dependencies: Reverse depends: CopulaInference, svines Reverse imports: copulaboost, copulareg, covsim, depCensoring, LogisticCopula, portvine, S4DM, scDesign3, simIReff, Surrogate, tscopula, vinereg Reverse linking to: portvine, svines, vinereg Linking:Please use the canonical form https://CRAN.R-project.org/package=rvinecopulib to link to this page.
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