Package: svines
Title: Stationary Vine Copula Models
Version: 0.1.4
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 (>= 3.3.0), rvinecopulib (>= 0.6.1.1.2)
Imports: Rcpp, assertthat, univariateML, wdm, fGarch
LinkingTo: RcppEigen, Rcpp, RcppThread, BH, wdm, rvinecopulib
Suggests: testthat, ggraph, covr
RoxygenNote: 7.1.2
NeedsCompilation: yes
Packaged: 2022-04-08 09:02:28 UTC; n5
Author: Thomas Nagler [aut, cre]
Maintainer: Thomas Nagler <mail@tnagler.com>
Repository: CRAN
Date/Publication: 2022-04-13 08:20:02 UTC
Built: R 4.2.0; x86_64-apple-darwin17.0; 2022-04-27 21:16:08 UTC; unix
Archs: svines.so.dSYM
