Software Open Access

vinecopulib

Nagler, Thomas; Vatter, Thibault


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    <subfield code="a">&lt;p&gt;&lt;a href="https://vinecopulib.github.io/vinecopulib/"&gt;vinecopulib&lt;/a&gt; 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&lt;/p&gt;</subfield>
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