svines: Stationary Vine Copula Models

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: 0.2.3
Depends: R (≥ 4.0.0), rvinecopulib (≥ 0.6.1.1.2)
Imports: Rcpp, assertthat, univariateML, wdm, fGarch
LinkingTo: RcppEigen, Rcpp, RcppThread, BH, wdm, rvinecopulib
Suggests: testthat, ggraph, covr
Published: 2024-01-18
Author: Thomas Nagler [aut, cre]
Maintainer: Thomas Nagler <mail at tnagler.com>
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

Documentation:

Reference manual: svines.pdf

Downloads:

Package source: svines_0.2.3.tar.gz
Windows binaries: r-devel: svines_0.2.3.zip, r-release: svines_0.2.3.zip, r-oldrel: svines_0.2.3.zip
macOS binaries: r-release (arm64): svines_0.2.3.tgz, r-oldrel (arm64): svines_0.2.3.tgz, r-release (x86_64): svines_0.2.3.tgz
Old sources: svines archive

Linking:

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