Dynamic Copula VAR Models for Time-Varying Dependence R package dcvar version 0.1.0 Fits Bayesian copula vector autoregressive models for bivariate time series with dynamic, regime-switching, and constant dependence structures. The package includes simulation, data preparation, estimation with 'Stan' through 'rstan' or 'cmdstanr', posterior summaries, diagnostics, trajectory extraction, fitted and predictive summaries, and approximate leave-one-out cross-validation model comparison for supported fits. For Bayesian computation and model comparison, see Carpenter et al. (2017) <doi:10.18637/jss.v076.i01> and Vehtari, Gelman and Gabry (2017) <doi:10.1007/s11222-016-9696-4>. Software Depends: R (>= 4.1.0) Imports: rstan (>= 2.26.0), posterior (>= 1.5.0), loo (>= 2.7.0), ggplot2 (>= 3.4.0), patchwork (>= 1.1.0), bayesplot (>= 1.10.0), rlang (>= 1.0.0), cli (>= 3.0.0), parallel, stats, tools, utils Suggests: cmdstanr (>= 0.8.0), testthat (>= 3.0.0), knitr, rmarkdown, withr, sn Benedikt Lugauer <benedikt.lugauer@uni-leipzig.de> Comprehensive R Archive Network (CRAN) Benedikt Lugauer [aut, cre] GPL (>= 3) 2026-04-22 application/tgz https://CRAN.R-project.org/package=dcvar doi:10.32614/CRAN.package.dcvar en-US