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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", "0.2.4")



Attach the package and use:
library("svines")
Maintained by
Thomas Nagler
[Scholar Profile | Author Map]
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 0.2.4, https://cran.r-project.org/web/packages/svines. Accessed 29 Mar. 2025.
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), 0.2.3 (2024-01-18 18:10)
Other packages that cited svines R package
View svines citation profile
Other R packages that svines depends, imports, suggests or enhances
Complete documentation for svines
Downloads during the last 30 days
02/2702/2803/0103/0203/0303/0403/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/27Downloads for svines0246810121416182022TrendBars

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