svines-package {svines} | R Documentation |
svines: Stationary Vine Copula Models
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.
Author(s)
Maintainer: Thomas Nagler mail@tnagler.com
See Also
Useful links:
[Package svines version 0.2.3 Index]