RVineCDF

[weiqianxi1314]

I want to know why there is an RVinePDF function, but not an RVineCDF function. Many times, it is necessary to calculate the cumulative probability without a corresponding method function.

[tvatter]

While a vine's PDF admits a closed-form expression, its CDF does not.

Note that the rvinecopulib package provides a pvinecop method which computes the vine's CDF via quasi Monte Carlo integration.