tscopula: Time Series Copula Models (original) (raw)
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>.
| Version: | 0.3.9 |
|---|---|
| Depends: | R (≥ 3.5.0) |
| Imports: | methods, stats, graphics, utils, stats4, zoo, xts, FKF, ltsa, rvinecopulib, arfima, Matrix, polynom, kdensity |
| Suggests: | knitr, rmarkdown |
| Published: | 2024-02-16 |
| DOI: | 10.32614/CRAN.package.tscopula |
| Author: | Alexander McNeil [aut, cre], Martin Bladt [aut] |
| Maintainer: | Alexander McNeil |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | tscopula results |
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