LucasDowiak/dynocopula: Implementation of markov switching, smooth transition, and sequential break point copulas

Provides simple functions for calling, summarizing, and plotting dynamic copulas. Currently, only the markov switching, smooth transition, and sequential break point models are implemented.

Getting started

Package details

Maintainer
LicenseGPL-2
Version0.0.0.9001
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("LucasDowiak/dynocopula")
LucasDowiak/dynocopula documentation built on April 28, 2024, 12:34 a.m.