Package: svines
Title: Stationary Vine Copula Models
Version: 0.2.3
Authors@R: 
    person(given = "Thomas",
           family = "Nagler",
           role = c("aut", "cre"),
           email = "mail@tnagler.com")
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>.
License: GPL-3
Encoding: UTF-8
LazyData: true
URL: https://github.com/tnagler/svines
BugReports: https://github.com/tnagler/svines/issues
Depends: R (>= 4.0.0), rvinecopulib (>= 0.6.1.1.2)
Imports: Rcpp, assertthat, univariateML, wdm, fGarch
LinkingTo: RcppEigen, Rcpp, RcppThread, BH, wdm, rvinecopulib
Suggests: testthat, ggraph, covr
RoxygenNote: 7.2.3
NeedsCompilation: yes
Packaged: 2024-01-18 16:53:50 UTC; n5
Author: Thomas Nagler [aut, cre]
Maintainer: Thomas Nagler <mail@tnagler.com>
Repository: CRAN
Date/Publication: 2024-01-18 17:10:02 UTC
Built: R 4.4.0; powerpc-apple-darwin10.0.0d2; 2024-05-25 11:24:08 UTC; unix
