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
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

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, r-oldrel (x86_64): svines_0.2.3.tgz
Old sources:	svines archive

Linking:

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