rvinecopulib
High Performance Algorithms for Vine Copula Modeling
Description
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.
Downloads
977
Last 30 days
3755th
977
Last 90 days
977
Last year
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
*
*
*
*
*
*
installed package size
installed size is 65.4Mb
sub-directories of 1Mb or more:
include 5.1Mb
libs 59.9Mb
installed package size
installed size is 66.7Mb
sub-directories of 1Mb or more:
include 5.1Mb
libs 61.2Mb
installed package size
installed size is 10.7Mb
sub-directories of 1Mb or more:
include 5.1Mb
libs 5.2Mb
*
*
*
*
*
Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
installed package size
installed size is 65.4Mb
sub-directories of 1Mb or more:
include 5.1Mb
libs 59.9Mb
installed package size
installed size is 66.7Mb
sub-directories of 1Mb or more:
include 5.1Mb
libs 61.2Mb
installed package size
installed size is 10.7Mb
sub-directories of 1Mb or more:
include 5.1Mb
libs 5.2Mb