svines: Stationary Vine Copula Models (original) (raw)
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>.
| Version: | 0.2.7 |
|---|---|
| Depends: | R (≥ 4.1.0), rvinecopulib (≥ 0.7.2.1.0) |
| Imports: | Rcpp, assertthat, univariateML, wdm, fGarch |
| LinkingTo: | RcppEigen, Rcpp, RcppThread, BH, wdm, rvinecopulib |
| Suggests: | testthat, ggraph, covr |
| Published: | 2025-06-12 |
| DOI: | 10.32614/CRAN.package.svines |
| Author: | Thomas Nagler [aut, cre] |
| Maintainer: | Thomas Nagler |
| BugReports: | https://github.com/tnagler/svines/issues |
| License: | GPL-3 |
| URL: | https://github.com/tnagler/svines |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | svines results |
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