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vc2copula

Extends the 'copula' package with families and models from 'VineCopula'.

https://github.com/tnagler/vc2copula

Science Score: 36.0%

This score indicates how likely this project is to be science-related based on various indicators:

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    CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
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    Found .zenodo.json file
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    DOI references
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    Academic publication links
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    Committers with academic emails
    1 of 3 committers (33.3%) from academic institutions
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    Institutional organization owner
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    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (10.9%) to scientific vocabulary

Keywords from Contributors

copula estimation vine
Last synced: 10 months ago · JSON representation

Repository

Extends the 'copula' package with families and models from 'VineCopula'.

Basic Info
  • Host: GitHub
  • Owner: tnagler
  • License: gpl-3.0
  • Language: R
  • Default Branch: main
  • Size: 11.3 MB
Statistics
  • Stars: 4
  • Watchers: 2
  • Forks: 2
  • Open Issues: 0
  • Releases: 2
Created over 6 years ago · Last pushed 12 months ago
Metadata Files
Readme Changelog License

README.md

VC2copula

R build status CRAN status Codecov status <!-- badges: end -->

VC2copula extends the copula package with families and models from VineCopula. This functionality was previously part of VineCopula, but is now provided as a stand-alone version.

Installation

You can install the released version of VC2copula from CRAN with

r install.packages("VC2copula") and the development version with

r devtools::install_github("tnagler/VC2copula")

Functionality

Bivariate copula models

The package exposes classes for all BB- and Tawn families implemented in VineCopula, including their rotations. Additionally, rotated versions of the Clayton and Gumbel copula families are exposed.

Example

r cop <- BB1Copula(c(1, 1.5)) dCopula(c(0.5, 0.5), cop) plot(rCopula(500, cop))

Full list of exposed classes

  • "BB1Copula", "surBB1Copula", "r90BB1Copula", "r270BB1Copula"
  • "BB6Copula", "surBB6Copula", "r90BB6Copula", "r270BB6Copula"
  • "BB7Copula", "surBB7Copula", "r90BB7Copula", "r270BB7Copula"
  • "BB8Copula", "surBB8Copula", "r90BB8Copula", "r270BB8Copula"
  • "surClaytonCopula", "r90ClaytonCopula", "r270ClaytonCopula"
  • "surGumbelCopula", "r90GumbelCopula", "r270GumbelCopula"
  • "joeBiCopula", "surJoeBiCopula", "r90JoeBiCopula", "r270JoeBiCopula"
  • "tawnT1Copula", "surTawnT1Copula", "r90TawnT1Copula", "r270TawnT1Copula"
  • "tawnT2Copula", "surTawnT2Copula", "r90TawnT2Copula", "r270TawnT2Copula"

Vine copula models

There is one more class vineCopula for vine copula models. You can convert RVineMatrix objects for the VineCopula package or fit new models using only the copula API:

``` r data("daxreturns", package = "VineCopula") pairs(daxreturns[, 1:4])

vine <- vineCopula(as.integer(4)) fit <- fitCopula(vine, daxreturns[, 1:4]) pairs(rCopula(500, fit@copula)) ```

Documentation

For a full overview of functions and classes, see the package website.

Owner

  • Name: Thomas Nagler
  • Login: tnagler
  • Kind: user
  • Location: Munich, Germany
  • Company: LMU Munich

GitHub Events

Total
  • Push event: 1
Last Year
  • Push event: 1

Committers

Last synced: over 2 years ago

All Time
  • Total Commits: 43
  • Total Committers: 3
  • Avg Commits per committer: 14.333
  • Development Distribution Score (DDS): 0.163
Past Year
  • Commits: 0
  • Committers: 0
  • Avg Commits per committer: 0.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
tnagler t****r@t****e 36
Benedikt Gräler b****r@5****g 6
Thomas Nagler t****r 1
Committer Domains (Top 20 + Academic)
52north.org: 1 tum.de: 1

Issues and Pull Requests

Last synced: almost 2 years ago

All Time
  • Total issues: 0
  • Total pull requests: 4
  • Average time to close issues: N/A
  • Average time to close pull requests: 5 months
  • Total issue authors: 0
  • Total pull request authors: 2
  • Average comments per issue: 0
  • Average comments per pull request: 0.5
  • Merged pull requests: 4
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 0
  • Pull requests: 1
  • Average time to close issues: N/A
  • Average time to close pull requests: 1 day
  • Issue authors: 0
  • Pull request authors: 1
  • Average comments per issue: 0
  • Average comments per pull request: 1.0
  • Merged pull requests: 1
  • Bot issues: 0
  • Bot pull requests: 0
View more stats
Top Authors
Issue Authors
Pull Request Authors
  • tnagler (3)
  • BenGraeler (2)
Top Labels
Issue Labels
Pull Request Labels

Packages

  • Total packages: 1
  • Total downloads:
    • cran 359 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 1
  • Total versions: 7
  • Total maintainers: 1
cran.r-project.org: VC2copula

Extend the 'copula' Package with Families and Models from 'VineCopula'

  • Versions: 7
  • Dependent Packages: 0
  • Dependent Repositories: 1
  • Downloads: 359 Last month
Rankings
Forks count: 17.5%
Stargazers count: 24.1%
Dependent repos count: 24.7%
Dependent packages count: 28.5%
Average: 32.4%
Downloads: 67.3%
Maintainers (1)
mail@tnagler.com
Last synced: 10 months ago

Dependencies

DESCRIPTION cran
  • copula >= 0.999 depends
  • VineCopula >= 2.3.0 imports
  • methods * imports
  • lattice * suggests
  • spelling * suggests
  • testthat >= 2.1.0 suggests
.github/workflows/R-CMD-check.yaml actions
  • actions/cache v1 composite
  • actions/checkout v1 composite
  • actions/upload-artifact master composite
  • r-lib/actions/setup-pandoc master composite
  • r-lib/actions/setup-r master composite
  • r-lib/actions/setup-tinytex master composite