Software Open Access

vinecopulib

Nagler, Thomas; Vatter, Thibault


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{
  "publisher": "Zenodo", 
  "DOI": "10.5281/zenodo.5101277", 
  "title": "vinecopulib", 
  "issued": {
    "date-parts": [
      [
        2021, 
        7, 
        14
      ]
    ]
  }, 
  "abstract": "<p><a href=\"https://vinecopulib.github.io/vinecopulib/\">vinecopulib</a> is a header-only C++ library for vine copula models based on Eigen. It provides high-performance implementations of the core features of the popular VineCopula R library, in particular inference algorithms for both vine copula and bivariate copula models</p>", 
  "author": [
    {
      "family": "Nagler, Thomas"
    }, 
    {
      "family": "Vatter, Thibault"
    }
  ], 
  "version": "v0.6.1", 
  "type": "article", 
  "id": "5101277"
}
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