svines-package: svines: Stationary Vine Copula Models

In svines: Stationary Vine Copula Models

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 [e-mail]

Authors:

• Thomas Nagler [e-mail]

See Also

Useful links:

• https://tnagler.github.io/svines/

• https://github.com/tnagler/svines

• Report bugs at https://github.com/tnagler/svines/issues

svines documentation built on Sept. 1, 2026, 1:08 a.m.