Functions for the analysis of time series using copula models. The package is based on methodology described in the following references. McNeil, A.J. (2021) <doi:10.3390/risks9010014>, Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>, Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.
Version: 0.3.9 Depends: R (≥ 3.5.0) Imports: methods, stats, graphics, utils, stats4, zoo, xts, FKF, ltsa, rvinecopulib, arfima, Matrix, polynom, kdensity Suggests: knitr, rmarkdown Published: 2024-02-16 DOI: 10.32614/CRAN.package.tscopula Author: Alexander McNeil [aut, cre], Martin Bladt [aut] Maintainer: Alexander McNeil <alexanderjmcneil at gmail.com> License: GPL-3 NeedsCompilation: no Materials: README CRAN checks: tscopula results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=tscopula to link to this page.
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