CRAN/E | svines

svines

Stationary Vine Copula Models

Installation

About

Provides functionality to fit and simulate from stationary vine copula models for time series, see Nagler et al. (2022) doi:10.1016/j.jeconom.2021.11.015.

github.com/tnagler/svines
Bug report File report

Key Metrics

Version 0.2.3
R ≥ 4.0.0
Published 2024-01-18 92 days ago
Needs compilation? yes
License GPL-3
CRAN checks svines results

Downloads

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Maintainer

Maintainer

Thomas Nagler

mail@tnagler.com

Authors

Thomas Nagler

aut / cre

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

svines archive

Depends

R ≥ 4.0.0
rvinecopulib ≥ 0.6.1.1.2

Imports

Rcpp
assertthat
univariateML
wdm
fGarch

Suggests

testthat
ggraph
covr

LinkingTo

RcppEigen
Rcpp
RcppThread
BH
wdm
rvinecopulib