Package: CDVineCopulaConditional
Type: Package
Version: 0.1.1
Date: 2017-03-01 today
Title: Sampling from Conditional C- and D-Vine Copulas
Description: 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@R: person("Emanuele", "Bevacqua", role = c("aut", "cre"),
                     email = "emanuele.bevacqua@uni-graz.at")
Author: Emanuele Bevacqua [aut, cre]
Maintainer: Emanuele Bevacqua <emanuele.bevacqua@uni-graz.at>
License: GPL (>= 2)
Encoding: UTF-8
LazyData: true
Imports: combinat, graphics, stats, VineCopula
RoxygenNote: 5.0.1
Suggests: testthat
Depends: R (>= 2.10)
NeedsCompilation: no
Packaged: 2017-07-28 14:25:59 UTC; emanuele
Repository: CRAN
Date/Publication: 2017-07-28 17:20:10 UTC