Package: CDVineCopulaConditional 0.1.1
Emanuele Bevacqua
CDVineCopulaConditional: Sampling from Conditional C- and D-Vine Copulas
Provides tools for sampling from a conditional copula density decomposed via Pair-Copula Constructions as C- or D- vine. Here, the vines which can be used for such a sampling are those which sample as first the conditioning variables (when following the sampling algorithms shown in Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001>). The used sampling algorithm is presented and discussed in Bevacqua et al. (2017) <doi:10.5194/hess-2016-652>, and it is a modified version of that from Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001>. A function is available to select the best vine (based on information criteria) among those which allow for such a conditional sampling. The package includes a function to compare scatterplot matrices and pair-dependencies of two multivariate datasets.
Authors:
CDVineCopulaConditional_0.1.1.tar.gz
CDVineCopulaConditional_0.1.1.tar.gz(r-4.5-noble)CDVineCopulaConditional_0.1.1.tar.gz(r-4.4-noble)
CDVineCopulaConditional_0.1.1.tgz(r-4.4-emscripten)CDVineCopulaConditional_0.1.1.tgz(r-4.3-emscripten)
CDVineCopulaConditional.pdf |CDVineCopulaConditional.html✨
CDVineCopulaConditional/json (API)
| # Install 'CDVineCopulaConditional' in R: |
| install.packages('CDVineCopulaConditional', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- dataset - Random dataset from a given vine copula model
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 years agofrom:d76583cfb2. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 01 2024 |
| R-4.5-linux | OK | Sep 01 2024 |
Exports:CDVineCondFitCDVineCondListMatricesCDVineCondRankCDVineCondSimoverplot
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Selection of a C- or D- vine copula model for conditional sampling | CDVineCondFit |
| List of the possible C- and D- vines allowing for conditional simulation | CDVineCondListMatrices |
| Ranking of C- and D- vines allowing for conditional simulation | CDVineCondRank |
| Simulation from a conditional C- or D-vine | CDVineCondSim |
| Random dataset from a given vine copula model | dataset |
| overplot | overplot |