CRAN/E | tscopula

tscopula

Time Series Copula Models

Installation

About

Functions for the analysis of time series using copula models. The package is based on methodology described in the following references. McNeil, A.J. (2021) doi:10.3390/risks9010014, Bladt, M., & McNeil, A.J. (2021) doi:10.1016/j.ecosta.2021.07.004, Bladt, M., & McNeil, A.J. (2022) doi:10.1515/demo-2022-0105.

Key Metrics

Version 0.3.9
R ≥ 3.5.0
Published 2024-02-16 73 days ago
Needs compilation? no
License GPL-3
CRAN checks tscopula results

Downloads

Yesterday 8 0%
Last 7 days 60 +9%
Last 30 days 198 -17%
Last 90 days 716 -12%
Last 365 days 2.650 -10%

Maintainer

Maintainer

Alexander McNeil

alexanderjmcneil@gmail.com

Authors

Alexander McNeil

aut / cre

Martin Bladt

aut

Material

README
Reference manual
Package source

Vignettes

Bitcoin Analysis
Models with Margins
Basic Time Series Copula Processes
Copula Processes with V-Transforms

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

tscopula archive

Depends

R ≥ 3.5.0

Imports

methods
stats
graphics
utils
stats4
zoo
xts
FKF
ltsa
rvinecopulib
arfima
Matrix
polynom
kdensity

Suggests

knitr
rmarkdown