svines-package {svines}R Documentation

svines: Stationary Vine Copula Models

Description

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.

Author(s)

Maintainer: Thomas Nagler mail@tnagler.com

See Also

Useful links:


[Package svines version 0.2.7 Index]