svines

Stationary Vine Copula Models

CRAN Package

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.

  • Version0.2.3
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release01/18/2024

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  • Depends1 package
  • Imports5 packages
  • Suggests3 packages
  • Linking To6 packages