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I'm aware that the "VineCopula" package has a RVinePDF function and a BiCopCDF function, however there is no RVineCDF function. I need to select and fit R-Vine Copulas to a subset of three variables with 40 observations in a dataset with 300+ levels of a grouping variable (think of fitting a copula to each municipality in Texas based on precipitation, temperature and solar radiation data).

Is there any alternative using the RVineStructureSelect and RVineCopSelect pipeline?

Daniel Miquelluti
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There are many other vine copula packages, but not sure if they will be good for your question, for example, vinereg (for fitting regression D-vine copula), vinecopulib (similar to the VineCopula but take into account the marginals).

Dr. Alenezi
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