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) ,
Bladt, M., & McNeil, A.J. (2020) .
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Alexander McNeil, 3 months ago
Browse source code at
Alexander McNeil [aut, cre]
Martin Bladt [aut]
Imports methods, stats, graphics, utils, zoo, xts, FKF, ltsa, rvinecopulib, FitAR, arfima, Matrix
Suggests knitr, rmarkdown
See at CRAN