svines
Stationary Vine Copula Models
Provides functionality to fit and simulate from stationary vine copula models for time series, see Nagler et al. (2022)
- Version0.2.3
- R version≥ 4.0.0
- LicenseGPL-3
- Needs compilation?Yes
- Last release01/18/2024
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Team
Thomas Nagler
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- Depends2 packages
- Imports5 packages
- Suggests3 packages
- Linking To6 packages