{
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  "Package": "VineCopula",
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  "Title": "Statistical Inference of Vine Copulas",
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  "Description": "Provides tools for the statistical analysis of regular\nvine copula models, see Aas et al. (2009)\n<doi:10.1016/j.insmatheco.2007.02.001> and Dissman et al.\n(2013) <doi:10.1016/j.csda.2012.08.010>. 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.",
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  "License": "GPL (>= 2)",
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  "BugReports": "https://github.com/tnagler/VineCopula/issues",
  "URL": "https://github.com/tnagler/VineCopula",
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  "Repository": "https://tnagler.r-universe.dev",
  "Date/Publication": "2025-03-24 09:50:03 UTC",
  "RemoteUrl": "https://github.com/tnagler/vinecopula",
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  "Packaged": {
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  "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 <mail@tnagler.com>",
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  "_published": "2026-06-01T07:41:59.494Z",
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    "BB1Copula",
    "BB6Copula",
    "BB7Copula",
    "BB8Copula",
    "BetaMatrix",
    "BiCop",
    "BiCopCDF",
    "BiCopCheck",
    "BiCopChiPlot",
    "BiCopCompare",
    "BiCopCondSim",
    "BiCopDeriv",
    "BiCopDeriv2",
    "BiCopEst",
    "BiCopEstList",
    "BiCopGofTest",
    "BiCopHfunc",
    "BiCopHfunc1",
    "BiCopHfunc2",
    "BiCopHfuncDeriv",
    "BiCopHfuncDeriv2",
    "BiCopHinv",
    "BiCopHinv1",
    "BiCopHinv2",
    "BiCopIndTest",
    "BiCopKDE",
    "BiCopKPlot",
    "BiCopLambda",
    "BiCopMetaContour",
    "BiCopName",
    "BiCopPar2Beta",
    "BiCopPar2TailDep",
    "BiCopPar2Tau",
    "BiCopPDF",
    "BiCopSelect",
    "BiCopSim",
    "BiCopTau2Par",
    "BiCopVuongClarke",
    "C2RVine",
    "copulaFromFamilyIndex",
    "D2RVine",
    "EmpCDF",
    "joeBiCopula",
    "pairs.copuladata",
    "pobs",
    "r270BB1Copula",
    "r270BB6Copula",
    "r270BB7Copula",
    "r270BB8Copula",
    "r270ClaytonCopula",
    "r270GumbelCopula",
    "r270JoeBiCopula",
    "r270TawnT1Copula",
    "r270TawnT2Copula",
    "r90BB1Copula",
    "r90BB6Copula",
    "r90BB7Copula",
    "r90BB8Copula",
    "r90ClaytonCopula",
    "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": [
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      "name": "daxreturns",
      "title": "Major German Stocks",
      "object": "daxreturns",
      "file": "daxreturns.RData",
      "class": [
        "data.frame"
      ],
      "fields": [
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        "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": [
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    },
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      "page": "plot.RVineMatrix",
      "title": "Plotting 'RVineMatrix' objects.",
      "topics": [
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        "plot.RVineMatrix"
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    {
      "page": "D2RVine",
      "title": "Transform D-Vine to R-Vine Structure",
      "topics": [
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    },
    {
      "page": "daxreturns",
      "title": "Major German Stocks",
      "topics": [
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    },
    {
      "page": "EmpCDF",
      "title": "Corrected Empirical CDF",
      "topics": [
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      "page": "pairs.copuladata",
      "title": "Pairs Plot of Copula Data",
      "topics": [
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      "page": "plot.BiCop",
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      "page": "RVineAIC",
      "title": "AIC and BIC of an R-Vine Copula Model",
      "topics": [
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      "topics": [
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    {
      "page": "RVineCopSelect",
      "title": "Sequential Pair-Copula Selection and Estimation for R-Vine Copula Models",
      "topics": [
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    {
      "page": "RVineCor2pcor",
      "title": "(Partial) Correlations for R-Vine Copula Models",
      "topics": [
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        "RVinePcor2cor"
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    },
    {
      "page": "RVineGofTest",
      "title": "Goodness-of-Fit Tests for R-Vine Copula Models",
      "topics": [
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    {
      "page": "RVineGrad",
      "title": "Gradient of the Log-Likelihood of an R-Vine Copula Model",
      "topics": [
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    {
      "page": "RVineHessian",
      "title": "Hessian Matrix of the Log-Likelihood of an R-Vine Copula Model",
      "topics": [
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    {
      "page": "RVineLogLik",
      "title": "Log-Likelihood of an R-Vine Copula Model",
      "topics": [
        "RVineLogLik"
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    },
    {
      "page": "RVineMatrix",
      "title": "R-Vine Copula Model in Matrix Notation",
      "topics": [
        "RVineMatrix"
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    },
    {
      "page": "RVineMatrixCheck",
      "title": "R-Vine Matrix Check",
      "topics": [
        "RVineMatrixCheck"
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    },
    {
      "page": "RVineMatrixNormalize",
      "title": "Normalization of R-Vine Matrix",
      "topics": [
        "RVineMatrixNormalize"
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    },
    {
      "page": "RVineMatrixSample",
      "title": "Random sampling of R-Vine matrices",
      "topics": [
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    {
      "page": "RVineMLE",
      "title": "Maximum Likelihood Estimation of an R-Vine Copula Model",
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    {
      "page": "RVinePar2Beta",
      "title": "Blomqvist's Beta Values of an R-Vine Copula Model",
      "topics": [
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    {
      "page": "RVinePar2Tau",
      "title": "Kendall's Tau Values of an R-Vine Copula Model",
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    {
      "page": "RVinePDF",
      "title": "PDF of an R-Vine Copula Model",
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      "page": "RVinePIT",
      "title": "Probability Integral Transformation for R-Vine Copula Models",
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      "page": "RVineSeqEst",
      "title": "Sequential Estimation of an R-Vine Copula Model",
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      "page": "RVineSim",
      "title": "Simulation from an R-Vine Copula Model",
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      "page": "RVineStdError",
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      "page": "RVineStructureSelect",
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