tscopula

Time Series Copula Models

CRAN Package

Functions for the analysis of time series using copula models. The package is based on methodology described in the following references. McNeil, A.J. (2021) , Bladt, M., & McNeil, A.J. (2021) , Bladt, M., & McNeil, A.J. (2022) .

  • Version0.3.9
  • R version≥ 3.5.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release02/16/2024

Documentation


Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Depends1 package
  • Imports13 packages
  • Suggests2 packages