tscopula
Time Series Copula Models
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.3.9 |
rolling linux/jammy R-4.5 | tscopula_0.3.9.tar.gz |
1.8 MiB |
0.3.9 |
rolling linux/noble R-4.5 | tscopula_0.3.9.tar.gz |
1.8 MiB |
0.3.9 |
rolling source/ R- | tscopula_0.3.9.tar.gz |
1.3 MiB |
0.3.9 |
latest linux/jammy R-4.5 | tscopula_0.3.9.tar.gz |
1.8 MiB |
0.3.9 |
latest linux/noble R-4.5 | tscopula_0.3.9.tar.gz |
1.8 MiB |
0.3.9 |
latest source/ R- | tscopula_0.3.9.tar.gz |
1.3 MiB |
0.3.9 |
2026-04-26 source/ R- | tscopula_0.3.9.tar.gz |
1.3 MiB |
0.3.9 |
2026-04-23 source/ R- | tscopula_0.3.9.tar.gz |
1.3 MiB |
0.3.9 |
2026-04-09 windows/windows R-4.5 | tscopula_0.3.9.zip |
1.8 MiB |
0.3.9 |
2025-04-20 source/ R- | tscopula_0.3.9.tar.gz |
1.3 MiB |