tscopula
Time Series Copula Models
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) doi:10.3390/risks9010014, Bladt, M., & McNeil, A.J. (2021) doi:10.1016/j.ecosta.2021.07.004, Bladt, M., & McNeil, A.J. (2022) doi:10.1515/demo-2022-0105.
- Version0.3.9
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release02/16/2024
Documentation
Team
Alexander McNeil
Martin Bladt
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Last 30 days
This package has been downloaded 195 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 3 times.
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Last 365 days
This package has been downloaded 2,932 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Jul 21, 2024 with 146 downloads.
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Dependencies
- Imports9 packages
- Suggests2 packages