Package: tscopula
Type: Package
Title: Time Series Copula Models
Version: 0.3.9
Date: 2024-02-16
Authors@R: 
    c(person(given = "Alexander", 
             family = "McNeil", 
             email = "alexanderjmcneil@gmail.com", 
             role = c("aut", "cre")),
     person(given = "Martin", 
            family = "Bladt", 
            email = "martinbladt@gmail.com", 
            role = "aut"))
Maintainer: Alexander McNeil <alexanderjmcneil@gmail.com>
Description: 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>.
Depends: R (>= 3.5.0)
License: GPL-3
LazyData: true
RoxygenNote: 7.3.1
Encoding: UTF-8
Imports: methods, stats, graphics, utils, stats4, zoo, xts, FKF, ltsa,
        rvinecopulib, arfima, Matrix, polynom, kdensity
Collate: 'basic_objects.R' 'armacopula.R' 'sarmacopula.R'
        'dvinecopula.R' 'dvinecopula2.R' 'dvinecopula3.R'
        'fitting_basic.R' 'margins.R' 'full_models.R' 'vtransforms.R'
        'fitting_vtscopula.R' 'helper_vtarma.R' 'data.R'
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2024-02-16 17:17:19 UTC; ajm643
Author: Alexander McNeil [aut, cre],
  Martin Bladt [aut]
Repository: CRAN
Date/Publication: 2024-02-16 19:10:02 UTC
Built: R 4.7.0; ; 2026-06-17 04:07:36 UTC; windows
