svines: Stationary Vine Copula Models

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: 0.2.3
Depends: R (≥ 4.0.0), rvinecopulib (≥
Imports: Rcpp, assertthat, univariateML, wdm, fGarch
LinkingTo: RcppEigen, Rcpp, RcppThread, BH, wdm, rvinecopulib
Suggests: testthat, ggraph, covr
Published: 2024-01-18
DOI: 10.32614/CRAN.package.svines
Author: Thomas Nagler [aut, cre]
Maintainer: Thomas Nagler <mail at>
License: GPL-3
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: svines results


Reference manual: svines.pdf


Package source: svines_0.2.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): svines_0.2.3.tgz, r-oldrel (arm64): svines_0.2.3.tgz, r-release (x86_64): svines_0.2.3.tgz, r-oldrel (x86_64): svines_0.2.3.tgz
Old sources: svines archive


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