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svines: Stationary Vine Copula Models
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>.
Getting started
Browse package contents
Package details |
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| Author | Thomas Nagler [aut, cre] |
| Maintainer | Thomas Nagler <mail@tnagler.com> |
| License | GPL-3 |
| Version | 0.2.4 |
| URL | https://github.com/tnagler/svines |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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