{ "_id": "6ab8fdda99f7aa8c6aa3962e", "Package": "VineCopula", "Type": "Package", "Title": "Statistical Inference of Vine Copulas", "Version": "2.6.2", "Description": "Provides tools for the statistical analysis of regular\nvine copula models, see Aas et al. (2009)\n and Dissman et al.\n(2013) . The package includes\ntools for parameter estimation, model selection, simulation,\ngoodness-of-fit tests, and visualization. Tools for estimation,\nselection and exploratory data analysis of bivariate copula\nmodels are also provided.", "Authors@R": "c(\nperson(\"Thomas\", \"Nagler\",, \"mail@tnagler.com\", role = c(\"aut\", \"cre\")),\nperson(\"Ulf\", \"Schepsmeier\",, \"ulf.schepsmeier@tum.de\", role = \"aut\"),\nperson(\"Jakob\", \"Stoeber\",, role = \"aut\"),\nperson(\"Eike Christian\", \"Brechmann\",, role = \"aut\"),\nperson(\"Benedikt\", \"Graeler\",, role = \"aut\"),\nperson(\"Tobias\", \"Erhardt\",, \"tobias.erhardt@tum.de\", role = \"aut\"),\nperson(\"Carlos\", \"Almeida\",, role = \"ctb\"),\nperson(\"Aleksey\", \"Min\",, role = c(\"ctb\", \"ths\")),\nperson(\"Claudia\", \"Czado\",, role = c(\"ctb\", \"ths\")),\nperson(\"Mathias\", \"Hofmann\",, role = \"ctb\"),\nperson(\"Matthias\", \"Killiches\",, role = \"ctb\"),\nperson(\"Harry\", \"Joe\",, role = \"ctb\"),\nperson(\"Thibault\", \"Vatter\",, role = \"ctb\")\n)", "License": "GPL (>= 2)", "LazyLoad": "yes", "BugReports": "https://github.com/tnagler/VineCopula/issues", "URL": "https://github.com/tnagler/VineCopula", "RoxygenNote": "7.3.2", "Encoding": "UTF-8", "Roxygen": "list(markdown = TRUE)", "Repository": "https://tnagler.r-universe.dev", "Date/Publication": "2026-08-28 17:08:01 UTC", "RemoteUrl": "https://github.com/tnagler/vinecopula", "RemoteRef": "HEAD", "RemoteSha": "afbe969878c91ad74e2acf8c04f33697ba0c6bd2", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-09-27 11:19:40 UTC", "User": "root" }, "Author": "Thomas Nagler [aut, cre],\nUlf Schepsmeier [aut],\nJakob Stoeber [aut],\nEike Christian Brechmann [aut],\nBenedikt Graeler [aut],\nTobias Erhardt [aut],\nCarlos Almeida [ctb],\nAleksey Min [ctb, ths],\nClaudia Czado [ctb, ths],\nMathias Hofmann [ctb],\nMatthias Killiches [ctb],\nHarry Joe [ctb],\nThibault Vatter [ctb]", "Maintainer": "Thomas Nagler ", "_user": "tnagler", "_type": "src", "_file": "VineCopula_2.6.2.tar.gz", "_fileid": "https://r2.ropensci.org/0872793eb195738427297798770af41291996894c3b014a16b831e100646516b", "_filesize": 1095058, "_sha256": "0872793eb195738427297798770af41291996894c3b014a16b831e100646516b", "_expires": "2027-01-05T11:28:24.000Z", "_created": "2026-09-27T11:19:40.000Z", "_published": "2026-09-27T11:28:26.714Z", "_jobs": [ { "job": 108609039788, "time": 163, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "10930422024" }, { "job": 108609039785, "time": 177, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "10930836372" }, { "job": 108609039902, "time": 165, "config": "linux-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "10929874755" }, { "job": 108609039860, "time": 194, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "10930791038" }, { "job": 108609039856, "time": 198, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "10930811498" }, { "job": 108609039910, "time": 471, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "10930222580" }, { "job": 108609039824, "time": 201, "config": "macos-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "10931010091" }, { "job": 108609039865, "time": 272, "config": "macos-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "10929949560" }, { "job": 108608473143, "time": 231, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "10930885849" }, { "job": 108609039783, "time": 116, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "10930970396" }, { "job": 108609039847, "time": 373, "config": "windows-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "10930911035" }, { "job": 108609039939, "time": 153, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "10929869893" }, { "job": 108609039877, "time": 139, "config": "windows-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "10930437005" }, { "job": 108609039862, "time": 380, "config": "windows-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "10930985596" }, { "job": 108609039820, "time": 142, "config": "windows-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "10930731399" } ], "_host": "GitHub-Actions", "_buildurl": "https://github.com/r-universe/tnagler/actions/runs/36315177008", "_status": "success", "_upstream": "https://github.com/tnagler/vinecopula", "_commit": { "id": "afbe969878c91ad74e2acf8c04f33697ba0c6bd2", "author": "Thibault Vatter ", "committer": "GitHub ", "message": "Make cores > 1 actually faster than cores = 1 (#105)\n\nRVineStructureSelect() got dramatically slower as cores were added: at d = 50\nan 8-core fit took 80s against 10s on a single core. Three independent causes,\nnone of them inherent to using a process pool.\n\n1. set_treecrit() returns a closure that carries its own frame as environment.\n Only the AIC and BIC branches ever read `famset`, so under the default\n treecrit = \"tau\" that promise was never forced and kept a live reference to\n the frame of whoever called set_treecrit() -- which is\n RVineStructureSelect(), holding the full data matrix and every other local.\n The closure is passed to getEdgeInfo() on every parallel dispatch, and\n parLapply() serializes it once per chunk, so each call shipped 7.4 MB to\n every worker. Forcing the arguments takes the serialized closure from\n 7.437 MB to 0.0063 MB.\n\n2. `lapply <- function(...) parallel::parLapply(...)` shadows base::lapply for\n the remainder of the function. In buildNextGraph() the two lines that follow\n the intended parallel call\n\n g$E$conditionedSet <- lapply(out, function(x) x$nedSet)\n g$E$conditioningSet <- lapply(out, function(x) x$ningSet)\n\n are plainly meant to be serial list extractions, but inherited the parallel\n binding and shipped the entire `out` list -- 19,600 entries at d = 50 -- to\n every worker, twice per tree, to read one field from each entry. Together\n they accounted for 57% of the total runtime. The surrounding lines use\n sapply(), which is not rebound, which is why only these two were affected.\n Renaming the parallel mapper to `map` removes the hazard everywhere.\n\n3. getEdgeInfo() was handed the whole `g` and `oldVineGraph` when it reads\n seven fields; oldVineGraph$E$fits is more than half the object and is never\n looked at. It now receives only what it uses.\n\nAt d = 50, itau, 8 cores: 80s -> 12s. A d = 20 maximum-likelihood fit now\nscales 4.3x on 8 cores where it previously managed 2.9x.\n\nFitted", "time": 1787936881 }, "_maintainer": { "name": "Thomas Nagler", "email": "mail@tnagler.com", "login": "tnagler", "description": "", "uuid": 8761435 }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.1.0", "role": "Depends" }, { "package": "graphics", "role": "Imports" }, { "package": "grDevices", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "MASS", "role": "Imports" }, { "package": "mvtnorm", "role": "Imports" }, { "package": "methods", "role": "Imports" }, { "package": "ADGofTest", "role": "Imports" }, { "package": "lattice", "role": "Imports" }, { "package": "parallel", "role": "Imports" }, { "package": "TSP", "role": "Suggests" }, { "package": "shiny", "role": "Suggests" }, { "package": "testthat", "role": "Suggests" }, { "package": "numDeriv", "role": "Suggests" }, { "package": "kdecopula", "version": ">= 0.8.0", "role": "Suggests" }, { "package": "network", "role": "Suggests" } ], "_owner": "tnagler", "_selfowned": true, "_usedby": 24, "_updates": [ { "week": "2026-28", "n": 3 }, { "week": "2026-35", "n": 2 } ], "_tags": [], "_topics": [ "copula", "estimation", "statistics", "vine" ], "_stars": 100, "_contributors": [ { "user": "tnagler", "count": 42, "uuid": 8761435 }, { "user": "tvatter", "count": 22, "uuid": 5273142 }, { "user": "ulf85", "count": 18, "uuid": 14821343 }, { "user": "etobi88", "count": 10, "uuid": 14822820 }, { "user": "slayoo", "count": 2, "uuid": 89685 }, { "user": "oezgesahin", "count": 2, "uuid": 80901714 }, { "user": "bengraeler", "count": 1, "uuid": 2741361 } ], "_userbio": { "uuid": 8761435, "type": "user", "name": "Thomas Nagler", "followers": 118 }, "_downloads": { "count": 4420, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/VineCopula" }, "_mentions": 7, "_devurl": "https://github.com/tnagler/vinecopula", "_searchresults": 578, "_rbuild": "4.6.1", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/manual.pdf", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "extra/VineCopula.html" ], "_homeurl": "https://github.com/tnagler/vinecopula", "_realowner": "tnagler", "_cranurl": true, "_releases": [ { "version": "1.0", "date": "2012-06-28" }, { "version": "1.1", "date": "2013-02-04" }, { "version": "1.1-1", "date": "2013-02-07" }, { "version": "1.1-2", "date": "2013-08-26" }, { "version": "1.2", "date": "2013-11-11" }, { "version": "1.3", "date": "2014-04-22" }, { "version": "1.4", "date": "2015-01-28" }, { "version": "1.5", "date": "2015-06-05" }, { "version": "1.6", "date": "2015-07-22" }, { "version": "1.6-1", "date": "2015-11-09" }, { "version": "2.0.0", "date": "2016-06-09" }, { "version": "2.0.1", "date": "2016-06-10" }, { "version": 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"r90GumbelCopula", "r90JoeBiCopula", "r90TawnT1Copula", "r90TawnT2Copula", "RVineAIC", "RVineBIC", "RVineCDF", "RVineClarkeTest", "RVineCopSelect", "RVineCor2pcor", "RVineGofTest", "RVineGrad", "RVineHessian", "RVineLogLik", "RVineMatrix", "RVineMatrixCheck", "RVineMatrixNormalize", "RVineMatrixSample", "RVineMLE", "RVinePar2Beta", "RVinePar2Tau", "RVinePcor2cor", "RVinePDF", "RVinePIT", "RVineSeqEst", "RVineSim", "RVineStdError", "RVineStructureSelect", "RVineTreePlot", "RVineVuongTest", "surBB1Copula", "surBB6Copula", "surBB7Copula", "surBB8Copula", "surClaytonCopula", "surGumbelCopula", "surJoeBiCopula", "surTawnT1Copula", "surTawnT2Copula", "TauMatrix", "tawnT1Copula", "tawnT2Copula", "vineCopula" ], "_datasets": [ { "name": "daxreturns", "title": "Major German Stocks", "object": "daxreturns", "file": "daxreturns.RData", "class": [ "data.frame" ], "fields": [ "ALV.DE", "BAS.DE", "BAYN.DE", "BMW.DE", "DAI.DE", "DBK.DE", "DTE.DE", "EOAN.DE", "FME.DE", "LIN.DE", "MUV2.DE", "RWE.DE", "SAP.DE", "SIE.DE", "VOW3.DE" ], "rows": 1158, "table": true, "tojson": true } ], "_help": [ { "page": "VineCopula-package", "title": "Statistical Inference of Vine Copulas", "topics": [ "VineCopula-package", "VineCopula" ] }, { "page": "as.copuladata", "title": "Copula Data Objects", "topics": [ "as.copuladata", "as.copuladata.data.frame", "as.copuladata.list", "as.copuladata.matrix" ] }, { "page": "BetaMatrix", "title": "Matrix of Empirical Blomqvist's Beta Values", "topics": [ "BetaMatrix" ] }, { "page": "BiCop", "title": "Constructing BiCop-objects", "topics": [ "BiCop" ] }, { "page": "BiCopCDF", "title": "Distribution Function of a Bivariate Copula", "topics": [ "BiCopCDF" ] }, { "page": "BiCopCheck", "title": "Check for family/parameter consistency in bivariate copula models", "topics": [ "BiCopCheck" ] }, { "page": "BiCopChiPlot", "title": "Chi-plot for Bivariate Copula Data", "topics": [ "BiCopChiPlot" ] }, { "page": "BiCopCompare", "title": "Shiny app for bivariate copula selection", "topics": [ "BiCopCompare" ] }, { "page": "BiCopCondSim", "title": "Conditional simulation from a Bivariate Copula", "topics": [ "BiCopCondSim" ] }, { "page": "BiCopDeriv", "title": "Derivatives of a Bivariate Copula Density", "topics": [ "BiCopDeriv" ] }, { "page": "BiCopDeriv2", "title": "Second Derivatives of a Bivariate Copula Density", "topics": [ "BiCopDeriv2" ] }, { "page": "BiCopEst", "title": "Parameter Estimation for Bivariate Copula Data", "topics": [ "BiCopEst" ] }, { "page": "BiCopEstList", "title": "List of Maximum Likelihood Estimates for Several Bivariate Copula Families", "topics": [ "BiCopEstList" ] }, { "page": "BiCopGofTest", "title": "Goodness-of-Fit Test for Bivariate Copulas", "topics": [ "BiCopGofTest" ] }, { "page": "BiCopHfunc", "title": "Conditional Distribution Function of a Bivariate Copula", "topics": [ "BiCopHfunc", "BiCopHfunc1", "BiCopHfunc2" ] }, { "page": "BiCopHfuncDeriv", "title": "Derivatives of the h-Function of a Bivariate Copula", "topics": [ "BiCopHfuncDeriv" ] }, { "page": "BiCopHfuncDeriv2", "title": "Second Derivatives of the h-Function of a Bivariate Copula", "topics": [ "BiCopHfuncDeriv2" ] }, { "page": "BiCopHinv", "title": "Inverse Conditional Distribution Function of a Bivariate Copula", "topics": [ "BiCopHinv", "BiCopHinv1", "BiCopHinv2" ] }, { "page": "BiCopIndTest", "title": "Independence Test for Bivariate Copula Data", "topics": [ "BiCopIndTest" ] }, { "page": "BiCopKDE", "title": "Kernel estimate of a Bivariate Copula Density", "topics": [ "BiCopKDE" ] }, { "page": "BiCopKPlot", "title": "Kendall's Plot for Bivariate Copula Data", "topics": [ "BiCopKPlot" ] }, { "page": "BiCopLambda", "title": "Lambda-Function (Plot) for Bivariate Copula Data", "topics": [ "BiCopLambda" ] }, { "page": "BiCopMetaContour", "title": "Contour Plot of Bivariate Meta Distribution", "topics": [ "BiCopMetaContour" ] }, { "page": "BiCopName", "title": "Bivariate Copula Family Names", "topics": [ "BiCopName" ] }, { "page": "BiCopPar2Beta", "title": "Blomqvist's Beta Value of a Bivariate Copula", "topics": [ "BiCopPar2Beta" ] }, { "page": "BiCopPar2TailDep", "title": "Tail Dependence Coefficients of a Bivariate Copula", "topics": [ "BiCopPar2TailDep" ] }, { "page": "BiCopPar2Tau", "title": "Kendall's Tau Value of a Bivariate Copula", "topics": [ "BiCopPar2Tau" ] }, { "page": "BiCopPDF", "title": "Density of a Bivariate Copula", "topics": [ "BiCopPDF" ] }, { "page": "BiCopSelect", "title": "Selection and Maximum Likelihood Estimation of Bivariate Copula Families", "topics": [ "BiCopSelect" ] }, { "page": "BiCopSim", "title": "Simulation from a Bivariate Copula", "topics": [ "BiCopSim" ] }, { "page": "BiCopTau2Par", "title": "Parameter of a Bivariate Copula for a given Kendall's Tau Value", "topics": [ "BiCopTau2Par" ] }, { "page": "BiCopVuongClarke", "title": "Scoring Goodness-of-Fit Test based on Vuong And Clarke Tests for Bivariate Copula Data", "topics": [ "BiCopVuongClarke" ] }, { "page": "C2RVine", "title": "Transform C-Vine to R-Vine Structure", "topics": [ "C2RVine" ] }, { "page": "plot.RVineMatrix", "title": "Plotting 'RVineMatrix' objects.", "topics": [ "contour.RVineMatrix", "plot.RVineMatrix" ] }, { "page": "D2RVine", "title": "Transform D-Vine to R-Vine Structure", "topics": [ "D2RVine" ] }, { "page": "daxreturns", "title": "Major German Stocks", "topics": [ "daxreturns" ] }, { "page": "EmpCDF", "title": "Corrected Empirical CDF", "topics": [ "EmpCDF" ] }, { "page": "pairs.copuladata", "title": "Pairs Plot of Copula Data", "topics": [ "pairs.copuladata" ] }, { "page": "plot.BiCop", "title": "Plotting tools for BiCop objects", "topics": [ "contour.BiCop", "plot.BiCop" ] }, { "page": "pobs", "title": "Pseudo-Observations", "topics": [ "pobs" ] }, { "page": "RVineAIC", "title": "AIC and BIC of an R-Vine Copula Model", "topics": [ "RVineAIC", "RVineBIC" ] }, { "page": "RVineCDF", "title": "CDF of an R-Vine Copula Model", "topics": [ "RVineCDF" ] }, { "page": "RVineClarkeTest", "title": "Clarke Test Comparing Two R-Vine Copula Models", "topics": [ "RVineClarkeTest" ] }, { "page": "RVineCopSelect", "title": "Sequential Pair-Copula Selection and Estimation for R-Vine Copula Models", "topics": [ "RVineCopSelect" ] }, { "page": "RVineCor2pcor", "title": "(Partial) Correlations for R-Vine Copula Models", "topics": [ "RVineCor2pcor", "RVinePcor2cor" ] }, { "page": "RVineGofTest", "title": "Goodness-of-Fit Tests for R-Vine Copula Models", "topics": [ "RVineGofTest" ] }, { "page": "RVineGrad", "title": "Gradient of the Log-Likelihood of an R-Vine Copula Model", "topics": [ "RVineGrad" ] }, { "page": "RVineHessian", "title": "Hessian Matrix of the Log-Likelihood of an R-Vine Copula Model", "topics": [ "RVineHessian" ] }, { "page": "RVineLogLik", "title": "Log-Likelihood of an R-Vine Copula Model", "topics": [ "RVineLogLik" ] }, { "page": "RVineMatrix", "title": "R-Vine Copula Model in Matrix Notation", "topics": [ "RVineMatrix" ] }, { "page": "RVineMatrixCheck", "title": "R-Vine Matrix Check", "topics": [ "RVineMatrixCheck" ] }, { "page": "RVineMatrixNormalize", "title": "Normalization of R-Vine Matrix", "topics": [ "RVineMatrixNormalize" ] }, { "page": "RVineMatrixSample", "title": "Random sampling of R-Vine matrices", "topics": [ "RVineMatrixSample" ] }, { "page": "RVineMLE", "title": "Maximum Likelihood Estimation of an R-Vine Copula Model", "topics": [ "RVineMLE" ] }, { "page": "RVinePar2Beta", "title": "Blomqvist's Beta Values of an R-Vine Copula Model", "topics": [ "RVinePar2Beta" ] }, { "page": "RVinePar2Tau", "title": "Kendall's Tau Values of an R-Vine Copula Model", "topics": [ "RVinePar2Tau" ] }, { "page": "RVinePDF", "title": "PDF of an R-Vine Copula Model", "topics": [ "RVinePDF" ] }, { "page": "RVinePIT", "title": "Probability Integral Transformation for R-Vine Copula Models", "topics": [ "RVinePIT" ] }, { "page": "RVineSeqEst", "title": "Sequential Estimation of an R-Vine Copula Model", "topics": [ "RVineSeqEst" ] }, { "page": "RVineSim", "title": "Simulation from an R-Vine Copula Model", "topics": [ "RVineSim" ] }, { "page": "RVineStdError", "title": "Standard Errors of an R-Vine Copula Model", "topics": [ "RVineStdError" ] }, { "page": "RVineStructureSelect", "title": "Sequential Specification of R- and C-Vine Copula Models", "topics": [ "RVineStructureSelect" ] }, { "page": "RVineTreePlot", "title": "Visualization of R-Vine Tree Structure", "topics": [ "RVineTreePlot" ] }, { "page": "RVineVuongTest", "title": "Vuong Test Comparing Two R-Vine Copula Models", "topics": [ "RVineVuongTest" ] }, { "page": "TauMatrix", "title": "Matrix of Empirical Kendall's Tau Values", "topics": [ "TauMatrix" ] }, { "page": "VC2copula-deprecated", "title": "Deprecated", "topics": [ "B8Copula-class", "BB1Copula", "BB1Copula-class", "BB6Copula", "BB6Copula-class", "BB7Copula", "BB7Copula-class", "BB8Copula", "BB8Copula-class", "BBB8Copula", "copulaFromFamilyIndex", "dduCopula,matrix,BB1Copula-method", 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