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>.
Version: 0.2.7 Depends: R (≥ 4.1.0), rvinecopulib (≥ 0.7.2.1.0) Imports: Rcpp, assertthat, univariateML, wdm, fGarch LinkingTo: RcppEigen, Rcpp, RcppThread, BH, wdm, rvinecopulib Suggests: testthat, ggraph, covr Published: 2025-06-12 DOI: 10.32614/CRAN.package.svines Author: Thomas Nagler [aut, cre] Maintainer: Thomas Nagler <mail at tnagler.com> BugReports: https://github.com/tnagler/svines/issues License: GPL-3 URL: https://github.com/tnagler/svines NeedsCompilation: yes Materials: README NEWS CRAN checks: svines results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=svines to link to this page.
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