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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.7 |
rolling linux/jammy R-4.5 | svines_0.2.7.tar.gz |
1.5 MiB |
0.2.7 |
rolling linux/noble R-4.5 | svines_0.2.7.tar.gz |
1.5 MiB |
0.2.7 |
rolling source/ R- | svines_0.2.7.tar.gz |
276.1 KiB |
0.2.7 |
latest linux/jammy R-4.5 | svines_0.2.7.tar.gz |
1.5 MiB |
0.2.7 |
latest linux/noble R-4.5 | svines_0.2.7.tar.gz |
1.5 MiB |
0.2.7 |
latest source/ R- | svines_0.2.7.tar.gz |
276.1 KiB |
0.2.7 |
2026-04-26 source/ R- | svines_0.2.7.tar.gz |
276.1 KiB |
0.2.7 |
2026-04-23 source/ R- | svines_0.2.7.tar.gz |
276.1 KiB |
0.2.7 |
2026-04-09 windows/windows R-4.5 | svines_0.2.7.zip |
1.8 MiB |
0.2.4 |
2025-04-20 source/ R- | svines_0.2.4.tar.gz |
276.0 KiB |