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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 |
| DOI: | 10.32614/CRAN.package.svines |
| 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 |
| Reference manual: | svines.pdf |
| 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, r-oldrel (x86_64): svines_0.2.3.tgz |
| Old sources: | svines archive |
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These binaries (installable software) and packages are in development.
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