Stationary Vine Copula Models
Simulate from a S-vine copula model
Stationary vine copula models
svines: Stationary Vine Copula Models
Pseudo-residuals of S-vine copula models
Log-likelihood scores for S-vine copula models
Log-likelihood for S-vine models
Pseudo-residuals of S-vine models
Score function of parametric S-vine models
Simulate from a S-vine model
Stationary vine distribution models
Custom S-vine models
Expected hessian for S-vine copula models
Log-likelihood for S-vine copula models
Custom S-vine distribution models
Expected hessian of a parametric S-vine models
Bootstrap S-vine 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>.