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: | 0.3.0 |
| Depends: | R (≥ 4.3.0), rvinecopulib (≥ 0.7.2.1.0) |
| Imports: | Rcpp, assertthat, univariateML, wdm, fGarch |
| LinkingTo: | RcppEigen, Rcpp, RcppThread, BH, wdm, rvinecopulib |
| Suggests: | testthat, ggraph, covr, knitr, rmarkdown |
| Published: | 2026-08-31 |
| 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://tnagler.github.io/svines/, https://github.com/tnagler/svines |
| NeedsCompilation: | yes |
| SystemRequirements: | C++17 |
| Citation: | svines citation info |
| Materials: | README, NEWS |
| CRAN checks: | svines results |
| Reference manual: | svines.html , svines.pdf |
| Vignettes: |
Getting started with svines (source, R code) |
| Package source: | svines_0.3.0.tar.gz |
| Windows binaries: | r-devel: svines_0.3.0.zip, r-release: svines_0.3.0.zip, r-oldrel: svines_0.3.0.zip |
| macOS binaries: | r-release (arm64): svines_0.3.0.tgz, r-oldrel (arm64): svines_0.3.0.tgz, r-release (x86_64): svines_0.3.0.tgz, r-oldrel (x86_64): svines_0.3.0.tgz |
| Old sources: | svines archive |
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