svines-package: svines: Stationary Vine Copula Models

svines-packageR 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) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.jeconom.2021.11.015")}.

Author(s)

Maintainer: Thomas Nagler mail@tnagler.com

See Also

Useful links:


svines documentation built on April 4, 2025, 5:02 a.m.