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: |
0.3.0 |
| Depends: |
R (≥ 4.3.0), rvinecopulib (≥ 0.7.2.1.0) |
| Imports: |
Rcpp, assertthat, univariateML, wdm, fGarch |
| LinkingTo: |
RcppEigen, Rcpp, RcppThread, BH, wdm, rvinecopulib |
| Suggests: |
testthat, ggraph, covr, knitr, rmarkdown |
| Published: |
2026-08-31 |
| 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://tnagler.github.io/svines/,
https://github.com/tnagler/svines |
| NeedsCompilation: |
yes |
| SystemRequirements: |
C++17 |
| Citation: |
svines citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
svines results |