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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. (2021) <arXiv:2107.00960>.
Getting started
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Package details |
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| Author | Alexander McNeil [aut, cre], Martin Bladt [aut] |
| Maintainer | Alexander McNeil <alexanderjmcneil@gmail.com> |
| License | GPL-3 |
| Version | 0.3.1 |
| Package repository | View on CRAN |
| Installation |
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