svines

svines-package

Provides functionality to fit and simulate from stationary vine copula models for time series, see Nagler et al. (2022) tools:::Rd_expr_doi("10.1016/j.jeconom.2021.11.015").

internal

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>.

Thomas Nagler

Stationary Vine Copula Models

svines-package function

Maintainer: Thomas Nagler <a href="/link/mail%40tnagler.com?package=svines&version=0.2.4" data-mini-rdoc="svines::mail@tnagler.com">mail@tnagler.com</a>

Author

svines: Stationary Vine Copula Models — svines-package

Maintainer: Thomas Nagler <a href='mailto:mail@tnagler.com'>mail@tnagler.com</a>

svines-package: svines: Stationary Vine Copula Models

Description

Arguments

Author

See Also