Files in LucasDowiak/dynocopula
Implementation of markov switching, smooth transition, and sequential break point copulas
.Rbuildignore
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
R/article_plots.R
R/auto_marginal.R
R/dynofits.R
R/dynohelpers.R
R/exploratory_plots.R
R/main.R
R/main2.R
R/marginal_models.R
R/marginal_models2.R
R/normality_tests.R
README.md
article/A_Comparison_of_Time_Varying_Copula_GARCH_models.bib
article/A_Comparison_of_Time_Varying_Copula_GARCH_models.pdf
article/A_Comparison_of_Time_Varying_Copula_GARCH_models.tex
data/BP_gaussian.RDS
data/BP_tdist.RDS
data/foreign_exchange.csv
data/foreign_exchange_20180602.csv
data/fx_austd_dollar.csv
data/fx_candd_dollar.csv
data/fx_deutsch_dollar.csv
data/fx_euro_dollar.csv
data/fx_ffranc_dollar.csv
data/fx_newz_dollar.csv
data/fx_safrand_dollar.csv
data/fx_singd_dollar.csv
data/fx_sterling_dollar.csv
data/fx_swfranc_dollar.csv
data/fx_won_dollar.csv
data/fx_yen_dollar.csv
data/marginalfx.RData
data/model_objects/euro_yr00s.RDS
data/model_objects/euro_yr10s.RDS
data/model_objects/sterling_yr00s.RDS
data/model_objects/sterling_yr10s.RDS
data/model_objects/yen_yr00s.RDS
data/model_objects/yen_yr10s.RDS
data/test.json
man/.Rapp.history
man/BPfit.Rd
man/MSfit.Rd
man/STfit.Rd
man/aic_bic.Rd
man/coef.markovCopula.Rd
man/coef.seqBreakPoint.Rd
man/coef.smoothTransCopula.Rd
man/cop_static.Rd
man/dependence_measures.Rd
man/logLik.markovCopula.Rd
man/logLik.seqBreakPoint.Rd
man/logLik.smoothTransCopula.Rd
man/plot.markovCopula.Rd
man/plot.seqBreakPoint.Rd
man/plot.smoothTransCopula.Rd
man/starting_guess.Rd
man/summary.markovCopula.Rd
man/summary.seqBreakPoint.Rd
man/summary.smoothTransCopula.Rd
