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svines  

Stationary Vine Copula Models
View on CRAN: Click here


Download and install svines package within the R console
Install from CRAN:
install.packages("svines")

Install from Github:
library("remotes")
install_github("cran/svines")

Install by package version:
library("remotes")
install_version("svines", "0.2.3")



Attach the package and use:
library("svines")
Maintained by
Thomas Nagler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-03-23
Latest Update: 2024-01-18
Description:
Provides functionality to fit and simulate from stationary vine copula models for time series, see Nagler et al. (2022) <doi:10.1016/j.jeconom.2021.11.015>.
How to cite:
Thomas Nagler (2022). svines: Stationary Vine Copula Models. R package version 0.2.3, https://cran.r-project.org/web/packages/svines
Previous versions and publish date:
0.1.1 (2022-03-23 10:00), 0.1.3 (2022-03-28 08:50), 0.1.4 (2022-04-13 10:20), 0.2.0 (2023-11-21 06:50), 0.2.1 (2023-11-22 10:20), 0.2.2 (2023-12-03 18:10)
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