{ "_id": "6a1ed9aeb401979e7340f3ad", "Package": "tscopula", "Type": "Package", "Title": "Time Series Copula Models", "Version": "0.4.7", "Date": "2025-06-18", "Authors@R": "c(person(given = \"Alexander\",\nfamily = \"McNeil\",\nemail = \"alexanderjmcneil@gmail.com\",\nrole = c(\"aut\", \"cre\")),\nperson(given = \"Martin\",\nfamily = \"Bladt\",\nemail = \"martinbladt@gmail.com\",\nrole = \"aut\"))", "Maintainer": "Alexander McNeil ", "Description": "Functions for the analysis of time series using copula\nmodels. The package is based on methodology described in the\nfollowing references. McNeil, A.J. (2021)\n, Bladt, M., & McNeil, A.J. (2021)\n, Bladt, M., & McNeil, A.J.\n(2022) .", "License": "GPL-3", "LazyData": "true", "RoxygenNote": "7.3.2", "Encoding": "UTF-8", "Collate": "'basic_objects.R' 'data.R' 'armacopula.R' 'sarmacopula.R'\n'dvinecopula.R' 'dvinecopula2.R' 'dvinecopula3.R'\n'sdvinecopula.R' 'dvinecopulavt.R' 'fitting_basic.R'\n'margins.R' 'full_models.R' 'vtransforms.R'\n'fitting_vtscopula.R' 'helper_vtarma.R'", "VignetteBuilder": "knitr", "Config/pak/sysreqs": "cmake make libgsl0-dev", "Repository": "https://ajmcneil.r-universe.dev", "Date/Publication": "2025-06-20 16:43:31 UTC", "RemoteUrl": "https://github.com/ajmcneil/tscopula", "RemoteRef": "HEAD", "RemoteSha": "c7a574316e6992dc6f9070cd0b28aa9ba9d16244", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-20 09:22:38 UTC", "User": "root" }, "Author": "Alexander McNeil [aut, cre],\nMartin Bladt [aut]", "MD5sum": "e11c1a3c3571fe22dc17edeefd16a5ee", "_user": "ajmcneil", "_type": "src", "_file": "tscopula_0.4.7.tar.gz", "_fileid": "21eb387c7cda6da66e898897f820ee9e84066bc5abfa2b95f2e3323f656693bd", "_filesize": 4187158, "_sha256": "21eb387c7cda6da66e898897f820ee9e84066bc5abfa2b95f2e3323f656693bd", "_created": "2026-05-20T09:22:38.000Z", "_published": "2026-06-02T13:25:02.198Z", "_distro": "noble", "_jobs": [ { "job": 79080862528, "time": 148, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7106194711" }, { "job": 79080863210, "time": 202, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7106214049" }, { "job": 79080862522, "time": 182, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7106195721" }, { "job": 79080862543, "time": 154, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7106186794" }, { "job": 79080862321, "time": 376, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7106138208" }, { "job": 79080861739, "time": 157, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7358935001" }, { "job": 79080862423, "time": 128, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7106187262" }, { "job": 79080862859, "time": 130, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7106187501" }, { "job": 79080863119, "time": 121, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7106184459" } ], "_buildurl": "https://github.com/r-universe/ajmcneil/actions/runs/26153219584", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/ajmcneil/tscopula", "_commit": { "id": "c7a574316e6992dc6f9070cd0b28aa9ba9d16244", "author": "ajmcneil ", "committer": "ajmcneil ", "message": "version update\n", "time": 1750437811 }, "_maintainer": { "name": "Alexander McNeil", "email": "alexanderjmcneil@gmail.com", "login": "ajmcneil", "description": "", "uuid": 12714136 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "methods", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "stats4", "role": "Imports" }, { "package": "zoo", "role": "Imports" }, { "package": "xts", "role": "Imports" }, { "package": "FKF", "role": "Imports" }, { "package": "ltsa", "role": "Imports" }, { "package": "copula", "role": "Imports" }, { "package": "rvinecopulib", "role": "Imports" }, { "package": "arfima", "role": "Imports" }, { "package": "Matrix", "role": "Imports" }, { "package": "polynom", "role": "Imports" }, { "package": "kdensity", "role": "Imports" }, { "package": "ghyp", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" } ], "_owner": "ajmcneil", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2025-25", "n": 1 } ], "_tags": [], "_stars": 2, "_contributors": [ { "user": "ajmcneil", "count": 94, "uuid": 12714136 }, { "user": "martinbladt", "count": 10, "uuid": 63122718 } ], "_userbio": { "uuid": 12714136, "type": "user", "name": "ajmcneil" }, "_downloads": { "count": 230, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/tscopula" }, "_devurl": "https://github.com/ajmcneil/tscopula", "_searchresults": 37, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/readme.html", "extra/readme.md", "extra/tscopula.html", "manual.pdf" ], "_homeurl": "https://github.com/ajmcneil/tscopula", "_realowner": "ajmcneil", "_cranurl": true, "_releases": [ { "version": "0.2.1", "date": "2021-07-07" }, { "version": "0.3.1", "date": "2022-05-07" }, { "version": "0.3.9", "date": "2024-02-16" } ], "_exports": [ "acf2pacf", "AICc", "arma2dvine", "armacopula", "armafit2dvine", "armavec2list", "auto_dvine", "coef", "coerce", "ddoubleweibull", "dgauss", "dgauss0", "dgh", "dhyp", "djsu", "dlaplace", "dlaplace0", "dmarg", "dnig", "dsdoubleweibull", "dslaplace", "dsst", "dst", "dst0", "dvinecopula", "dvinecopula2", "dvinecopula3", "dvinecopulavt", "edf", "fit", "glag", "kendall", "kfilter", "kpacf_arfima", "kpacf_arma", "kpacf_fbn", "kpacf_sarma12", "kpacf_sarma4", "logLik", "margin", "non_invert", "non_stat", "pacf2acf", "pacf2ar", "pcoincide", "pdoubleweibull", "pedf", "pgauss", "pgauss0", "pgh", "phyp", "pjsu", "plaplace", "plaplace0", "plot", "pmarg", "pnig", "predict", "profilefulcrum", "psdoubleweibull", "pslaplace", "psst", "pst", "pst0", "qdoubleweibull", "qgauss", "qgauss0", "qgh", "qhyp", "qjsu", "qlaplace", "qlaplace0", "qmarg", "qnig", "qsdoubleweibull", "qslaplace", "qsst", "qst", "qst0", "quantile", "rdoubleweibull", "resid", "rgauss", "rgauss0", "rgh", "rhyp", "rjsu", "rlaplace", "rlaplace0", "rnig", "rsdoubleweibull", "rslaplace", "rsst", "rst", "rst0", "safe_ses", "sarma2arma", "sarma2dvine", "sarmacopula", "sarmavec2list", "sdvinecopula", "setwcopula", "show", "sigmastarma", "sim", "stochinverse", "strank", "swncopula", "tscm", "V2b", "V2p", "V3b", "V3p", "Vdegenerate", "vdownprob", "vgradient", "vinverse", "Vlinear", "Vsymmetric", "vtparlist", "vtrans", "vtscopula", "vtscopula_objective" ], "_datasets": [ { "name": "bitcoin", "title": "Bitcoin price data 2016-19", "object": "bitcoin", "class": [ "xts", "zoo" ], "fields": [ "BTCUSD=X.Close" ], "rows": 1044, "table": true, "tojson": false }, { "name": "cpi", "title": "CPI inflation data 1959-2020", "object": "cpi", "class": [ "xts", "zoo" ], "fields": {}, "rows": 245, "table": true, "tojson": false } ], "_help": [ { "page": "acf2pacf", "title": "Compute partial autocorrelations from autocorrelations", "topics": [ "acf2pacf" ] }, { "page": "AICc", "title": "Akaike Corrected Information Criterion", "topics": [ "AICc" ] }, { "page": "arma2dvine", "title": "Transform an armacopula into a dvinecopula or dvinecopula2 object", "topics": [ "arma2dvine" ] }, { "page": "armacopula", "title": "Constructor function for ARMA copula process", "topics": [ "armacopula" ] }, { "page": "armacopula-class", "title": "ARMA copula processes", "topics": [ "armacopula-class", "coef,armacopula-method", "kendall,armacopula-method", "predict,armacopula-method", "show,armacopula-method", "sim,armacopula-method" ] }, { "page": "armafit2dvine", "title": "Transform a fitted armacopula into a fitted dvinecopula or dvinecopula2 object", "topics": [ "armafit2dvine" ] }, { "page": "armavec2list", "title": "Turn vector of ARMA parameters into list", "topics": [ "armavec2list" ] }, { "page": "auto_dvine", "title": "Automatic estimation of stationary d-vine copula with Gaussian base family", "topics": [ "auto_dvine" ] }, { "page": "bitcoin", "title": "Bitcoin price data 2016-19", "topics": [ "bitcoin" ] }, { "page": "coerce-tscopula-tscm-method", "title": "Convert tscopula object to tscm object", "topics": [ "coerce,tscopula,tscm-method" ] }, { "page": "coerce-tscopulafit-tscmfit-method", "title": "Convert tscopulafit object to be tscmfit object", "topics": [ "coerce,tscopulafit,tscmfit-method" ] }, { "page": "cpi", "title": "CPI inflation data 1959-2020", "topics": [ "cpi" ] }, { "page": "dmarg", "title": "Compute density of marginal model", "topics": [ "dmarg" ] }, { "page": "doubleweibull", "title": "Double Weibull distribution", "topics": [ "ddoubleweibull", "doubleweibull", "pdoubleweibull", "qdoubleweibull", "rdoubleweibull" ] }, { "page": "dvinecopula", "title": "Constructor function for dvinecopula process", "topics": [ "dvinecopula" ] }, { "page": "dvinecopula-class", "title": "D-vine copula processes", "topics": [ "coef,dvinecopula-method", "dvinecopula-class", "kendall,dvinecopula-method", "predict,dvinecopula-method", "show,dvinecopula-method", "sim,dvinecopula-method" ] }, { "page": "dvinecopula2", "title": "Constructor function for dvinecopula2 process", "topics": [ "dvinecopula2" ] }, { "page": "dvinecopula2-class", "title": "D-vine copula processes of type 2", "topics": [ "coef,dvinecopula2-method", "dvinecopula2-class", "kendall,dvinecopula2-method", "predict,dvinecopula2-method", "show,dvinecopula2-method", "sim,dvinecopula2-method" ] }, { "page": "dvinecopula3", "title": "Constructor function for dvinecopula3 process", "topics": [ "dvinecopula3" ] }, { "page": "dvinecopula3-class", "title": "D-vine copula processes of type 3", "topics": [ "coef,dvinecopula3-method", "dvinecopula3-class", "kendall,dvinecopula3-method", "predict,dvinecopula3-method", "show,dvinecopula3-method", "sim,dvinecopula3-method" ] }, { "page": "dvinecopulavt", "title": "Constructor function for dvinecopulavt process", "topics": [ "dvinecopulavt" ] }, { "page": "dvinecopulavt-class", "title": "D-vine copula processes with v-transforms", "topics": [ "coef,dvinecopulavt-method", "dvinecopulavt-class", "kendall,dvinecopulavt-method", "predict,dvinecopulavt-method", "show,dvinecopulavt-method", "sim,dvinecopulavt-method" ] }, { "page": "edf", "title": "Construct empirical margin", "topics": [ "edf" ] }, { "page": "fit", "title": "Generic for estimating time series models", "topics": [ "fit" ] }, { "page": "fit-margin-method", "title": "Fit method for margin class", "topics": [ "fit,margin-method" ] }, { "page": "fit-tscm-method", "title": "Fit method for tscm class", "topics": [ "fit,tscm-method" ] }, { "page": "fit-tscopulafit-method", "title": "Fit method for tscopulafit class", "topics": [ "fit,tscopulafit-method" ] }, { "page": "fit-tscopulaU-method", "title": "Fit method for tscopulaU class", "topics": [ "fit,tscopulaU-method" ] }, { "page": "fit-vtscopula-method", "title": "Fit method for vtscopula class", "topics": [ "fit,vtscopula-method" ] }, { "page": "gauss", "title": "Gaussian distribution", "topics": [ "dgauss", "gauss", "pgauss", "qgauss", "rgauss" ] }, { "page": "gauss0", "title": "Centred Gaussian distribution", "topics": [ "dgauss0", "gauss0", "pgauss0", "qgauss0", "rgauss0" ] }, { "page": "gh", "title": "Generalized hyperbolic distribution", "topics": [ "dgh", "gh", "pgh", "qgh", "rgh" ] }, { "page": "glag", "title": "Generalized lagging function", "topics": [ "glag" ] }, { "page": "hyp", "title": "Hyperbolic distribution", "topics": [ "dhyp", "hyp", "phyp", "qhyp", "rhyp" ] }, { "page": "jsu", "title": "Johnson's SU distribution", "topics": [ "djsu", "jsu", "pjsu", "qjsu", "rjsu" ] }, { "page": "kendall", "title": "Generic for Kendall correlations", "topics": [ "kendall" ] }, { "page": "kfilter", "title": "Kalman filter for ARMA copula model", "topics": [ "kfilter" ] }, { "page": "kpacf_arfima", "title": "KPACF of ARFIMA process", "topics": [ "kpacf_arfima" ] }, { "page": "kpacf_arma", "title": "KPACF of ARMA process", "topics": [ "kpacf_arma" ] }, { "page": "kpacf_fbn", "title": "KPACF of fractional Brownian noise", "topics": [ "kpacf_fbn" ] }, { "page": "kpacf_sarma12", "title": "KPACF of monthly seasonal ARMA process", "topics": [ "kpacf_sarma12" ] }, { "page": "kpacf_sarma4", "title": "KPACF of quarterly seasonal ARMA process", "topics": [ "kpacf_sarma4" ] }, { "page": "laplace", "title": "Laplace distribution", "topics": [ "dlaplace", "laplace", "plaplace", "qlaplace", "rlaplace" ] }, { "page": "laplace0", "title": "Centred Laplace distribution", "topics": [ "dlaplace0", "laplace0", "plaplace0", "qlaplace0", "rlaplace0" ] }, { "page": "margin", "title": "Constructor function for margin", "topics": [ "margin" ] }, { "page": "margin-class", "title": "Marginal model for time series", "topics": [ "coef,margin-method", "margin-class", "show,margin-method", "sim,margin-method" ] }, { "page": "marginfit-class", "title": "Fitted marginal model for time series", "topics": [ "logLik,marginfit-method", "marginfit-class" ] }, { "page": "nig", "title": "Normal inverse Gaussian distribution", "topics": [ "dnig", "nig", "pnig", "qnig", "rnig" ] }, { "page": "non_invert", "title": "Check for invertibility of ARMA process", "topics": [ "non_invert" ] }, { "page": "non_stat", "title": "Check for causality of ARMA process", "topics": [ "non_stat" ] }, { "page": "pacf2acf", "title": "Compute autocorrelations from partial autocorrelations", "topics": [ "pacf2acf" ] }, { "page": "pacf2ar", "title": "Compute autoregressive coefficients from partial autocorrelations", "topics": [ "pacf2ar" ] }, { "page": "pcoincide", "title": "Compute coincidence probability for v-transform", "topics": [ "pcoincide" ] }, { "page": "pedf", "title": "Adjusted empirical distribution function", "topics": [ "pedf" ] }, { "page": "plot-marginfit-missing-method", "title": "Plot method for marginfit class", "topics": [ "plot,marginfit,missing-method" ] }, { "page": "plot-tscmfit-missing-method", "title": "Plot method for tscmfit class", "topics": [ "plot,tscmfit,missing-method" ] }, { "page": "plot-tscopulafit-missing-method", "title": "Plot method for tscopulafit class", "topics": [ "plot,tscopulafit,missing-method" ] }, { "page": "plot-Vtransform-missing-method", "title": "Plot method for Vtransform class", "topics": [ "plot,Vtransform,missing-method" ] }, { "page": "pmarg", "title": "Compute CDF of marginal model", "topics": [ "pmarg" ] }, { "page": "profilefulcrum", "title": "Profile likelihood for fulcrum parameter", "topics": [ "profilefulcrum" ] }, { "page": "qmarg", "title": "Compute quantiles of marginal model", "topics": [ "qmarg" ] }, { "page": "quantile-tscmfit-method", "title": "Quantile calculation method for VT-ARMA models", "topics": [ "quantile,tscmfit-method" ] }, { "page": "Rbackward", "title": "Rosenblatt backward function with v-transforms", "topics": [ "Rbackward" ] }, { "page": "RforwardI", "title": "Inverse Rosenblatt forward function with v-transforms", "topics": [ "RforwardI" ] }, { "page": "safe_ses", "title": "Calculate standard errors safely", "topics": [ "safe_ses" ] }, { "page": "sarma2arma", "title": "Transform a sarmacopula object into an armacopula object", "topics": [ "sarma2arma" ] }, { "page": "sarma2dvine", "title": "Transform a sarmacopula into a dvinecopula2 object", "topics": [ "sarma2dvine" ] }, { "page": "sarmacopula", "title": "Constructor function for SARMA copula process", "topics": [ "sarmacopula" ] }, { "page": "sarmacopula-class", "title": "SARMA copula processes", "topics": [ "coef,sarmacopula-method", "kendall,sarmacopula-method", "predict,sarmacopula-method", "sarmacopula-class", "show,sarmacopula-method", "sim,sarmacopula-method" ] }, { "page": "sarmavec2list", "title": "Turn vector of SARMA parameters into list", "topics": [ "sarmavec2list" ] }, { "page": "sdoubleweibull", "title": "Skew double Weibull distribution", "topics": [ "dsdoubleweibull", "psdoubleweibull", "qsdoubleweibull", "rsdoubleweibull", "sdoubleweibull" ] }, { "page": "sdvinecopula", "title": "Constructor function for sdvinecopula process", "topics": [ "sdvinecopula" ] }, { "page": "sdvinecopula-class", "title": "Stationary d-vine copula processes", "topics": [ "coef,sdvinecopula-method", "kendall,sdvinecopula-method", "predict,sdvinecopula-method", "sdvinecopula-class", "show,sdvinecopula-method", "sim,sdvinecopula-method" ] }, { "page": "sigmastarma", "title": "Standard deviation of innovations for armacopula", "topics": [ "sigmastarma" ] }, { "page": "sim", "title": "Generic for simulating time series copula models", "topics": [ "sim" ] }, { "page": "slaplace", "title": "Skew Laplace distribution", "topics": [ "dslaplace", "pslaplace", "qslaplace", "rslaplace", "slaplace" ] }, { "page": "sst", "title": "Skew Student t distribution", "topics": [ "dsst", "psst", "qsst", "rsst", "sst" ] }, { "page": "st", "title": "Student t distribution", "topics": [ "dst", "pst", "qst", "rst", "st" ] }, { "page": "st0", "title": "Centred Student t distribution", "topics": [ "dst0", "pst0", "qst0", "rst0", "st0" ] }, { "page": "stochinverse", "title": "Stochastic inverse of a v-transform", "topics": [ "stochinverse" ] }, { "page": "strank", "title": "Calculate standardized ranks of data", "topics": [ "strank" ] }, { "page": "swncopula", "title": "Constructor function for strict white noise copula process", "topics": [ "swncopula" ] }, { "page": "swncopula-class", "title": "Strict white noise copula process", "topics": [ "coef,swncopula-method", "show,swncopula-method", "sim,swncopula-method", "swncopula-class" ] }, { "page": "tscm", "title": "Constructor function for time series", "topics": [ "tscm" ] }, { "page": "tscm-class", "title": "Full models", "topics": [ "coef,tscm-method", "kendall,tscm-method", "predict,tscm-method", "show,tscm-method", "sim,tscm-method", "tscm-class" ] }, { "page": "tscmfit-class", "title": "Fitted tscm model", "topics": [ "logLik,tscmfit-method", "predict,tscmfit-method", "resid,tscmfit-method", "tscmfit-class" ] }, { "page": "tscopula-class", "title": "Time series copula processes", "topics": [ "tscopula-class" ] }, { "page": "tscopulafit-class", "title": "Fitted time series copula processes", "topics": [ "coef,tscopulafit-method", "kendall,tscopulafit-method", "logLik,tscopulafit-method", "predict,tscopulafit-method", "resid,tscopulafit-method", "show,tscopulafit-method", "sim,tscopulafit-method", "tscopulafit-class" ] }, { "page": "tscopulaU-class", "title": "Time series copulas of class tscopulaU", "topics": [ "tscopulaU-class" ] }, { "page": "V2b", "title": "Constructor function for 2-parameter beta v-transform", "topics": [ "V2b" ] }, { "page": "V2p", "title": "Constructor function for 2-parameter v-transform", "topics": [ "V2p" ] }, { "page": "V3b", "title": "Constructor function for 3-parameter beta v-transform", "topics": [ "V3b" ] }, { "page": "V3p", "title": "Constructor function for 3-parameter v-transform", "topics": [ "V3p" ] }, { "page": "Vdegenerate", "title": "Constructor function for degenerate v-transform", "topics": [ "Vdegenerate" ] }, { "page": "vdownprob", "title": "Calculate conditional down probability of v-transform", "topics": [ "vdownprob" ] }, { "page": "vgradient", "title": "Calculate gradient of v-transform", "topics": [ "vgradient" ] }, { "page": "vinverse", "title": "Calculate inverse of v-transform", "topics": [ "vinverse" ] }, { "page": "Vlinear", "title": "Constructor function for linear v-transform", "topics": [ "Vlinear" ] }, { "page": "Vsymmetric", "title": "Constructor function for symmetric v-transform", "topics": [ "Vsymmetric" ] }, { "page": "vtrans", "title": "Evaluate a v-transform", "topics": [ "vtrans" ] }, { "page": "Vtransform-class", "title": "Class of v-transforms", "topics": [ "coef,Vtransform-method", "show,Vtransform-method", "Vtransform-class" ] }, { "page": "VtransformI-class", "title": "Class of invertible v-transforms", "topics": [ "VtransformI-class" ] }, { "page": "vtscopula", "title": "Constructor function for vtscopula object", "topics": [ "vtscopula" ] }, { "page": "vtscopula-class", "title": "Time series copula processes with v-transforms", "topics": [ "coef,vtscopula-method", "kendall,vtscopula-method", "predict,vtscopula-method", "show,vtscopula-method", "sim,vtscopula-method", "vtscopula-class" ] } ], "_readme": "https://github.com/ajmcneil/tscopula/raw/HEAD/README.md", "_rundeps": [ "actuar", "ADGofTest", "arfima", "assertthat", "bbmle", "bdsmatrix", "BH", "cli", "cluster", "colorspace", "copula", "cvar", "expint", "extraDistr", "fastICA", "fBasics", "fGarch", "FKF", "gbutils", "ghyp", "glue", "gsl", "gss", "GUILDS", "intervals", "kde1d", "kdensity", "lattice", "lifecycle", "logitnorm", "ltsa", "magrittr", "MASS", "Matrix", "mvtnorm", "nakagami", "nloptr", "numDeriv", "pcaPP", "pillar", "pkgconfig", "poilog", "polynom", "poweRlaw", "pracma", "pspline", "randtoolbox", "rbibutils", "Rcpp", "RcppArmadillo", "RcppEigen", "RcppParallel", "RcppThread", "Rdpack", "Rfast", "rlang", "rngWELL", "rvinecopulib", "sads", "spatial", "stabledist", "tibble", "timeDate", "timeSeries", "univariateML", "utf8", "vctrs", "VGAM", "wdm", "xts", "zigg", "zoo" ], "_vignettes": [ { "source": "tscopulas.Rmd", "filename": "tscopulas.html", "title": "Basic Time Series Copula Processes", "author": "Alexander J. McNeil and Martin Bladt", "engine": "knitr::rmarkdown", "headings": [ "1. ARMA Copula Processes", "AR(1) Example", "ARMA(1,1) Example", "2. D-Vine Copula Processes (AR type)", "Construction", "Simulation", "Estimation", "Plotting", "3. D-Vine Copula Processes (ARMA type)" ], "created": "2021-06-29 14:08:00", "modified": "2025-02-20 11:55:54", "commits": 4 }, { "source": "bitcoin.Rmd", "filename": "bitcoin.html", "title": "Bitcoin Analysis", "author": "Alexander J. McNeil and Martin Bladt", "engine": "knitr::rmarkdown", "headings": [ "The Bitcoin Log-Return Data", "Copula Processes", "ARMA Copulas", "D-Vine Copula (ARMA type)", "Marginal Models", "Full Models", "D-Vine Copula" ], "created": "2021-01-11 15:58:02", "modified": "2025-02-20 11:55:54", "commits": 11 }, { "source": "vtscopulas.Rmd", "filename": "vtscopulas.html", "title": "Copula Processes with V-Transforms", "author": "Alexander J. McNeil and Martin Bladt", "engine": "knitr::rmarkdown", "headings": [ "1. VT-ARMA Copula Processes", "VT-ARMA(1,1) Example", "2. VT-D-Vine Copula Processes (ARMA type)", "Construction", "Simulation", "Estimation", "Plotting" ], "created": "2021-06-29 14:08:00", "modified": "2025-02-20 11:55:54", "commits": 3 }, { "source": "tscm_models.Rmd", "filename": "tscm_models.html", "title": "Models with Margins", "author": "Alexander J. McNeil and Martin Bladt", "engine": "knitr::rmarkdown", "headings": [ "1. Gaussian ARMA Process", "Construction", "Estimation", "Plotting", "2. VT-D-Vine Process (ARMA type) with Skewed Laplace Margin", "Simulation" ], "created": "2021-01-11 15:58:02", "modified": "2025-02-20 11:55:54", "commits": 9 } ], "_score": 5.1702617153949575, "_indexed": true, "_nocasepkg": "tscopula", "_universes": [ "ajmcneil" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.4.7", "date": "2026-05-20T09:25:05.000Z", "distro": "noble", "commit": "c7a574316e6992dc6f9070cd0b28aa9ba9d16244", "fileid": "445682260fc9fff64f52a804aac10e1fd111e091c7a4c545c060071501ac7c26", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ajmcneil/actions/runs/26153219584" }, { "r": "4.6.0", "os": "linux", "version": "0.4.7", "date": "2026-05-20T09:25:56.000Z", "distro": "noble", "commit": "c7a574316e6992dc6f9070cd0b28aa9ba9d16244", "fileid": "33bf8664bb648d90a2c3b41c4f41e053665cdddc1bcf932e4f6e07d76a9cd639", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ajmcneil/actions/runs/26153219584" }, { "r": "4.5.3", "os": "mac", "version": "0.4.7", "date": "2026-05-20T09:25:17.000Z", "commit": "c7a574316e6992dc6f9070cd0b28aa9ba9d16244", "fileid": "baf8625816f742159268c6d45314a7ca8b2c25a520f9686ae6b821b2e169f2fb", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ajmcneil/actions/runs/26153219584" }, { "r": "4.6.0", "os": "mac", "version": "0.4.7", "date": "2026-05-20T09:24:50.000Z", "commit": "c7a574316e6992dc6f9070cd0b28aa9ba9d16244", "fileid": "976ae44606fee7ee7dcaa6c89d2d3ad281665abb7d0fac103788a078893827fe", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ajmcneil/actions/runs/26153219584" }, { "r": "4.7.0", "os": "win", "version": "0.4.7", "date": "2026-05-20T09:24:36.000Z", "commit": "c7a574316e6992dc6f9070cd0b28aa9ba9d16244", "fileid": "2d47a37fb170761d7d36b619ef97c8f1924c313e9c37e51a283d1b4f2026623a", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ajmcneil/actions/runs/26153219584" }, { "r": "4.5.3", "os": "win", "version": "0.4.7", "date": "2026-05-20T09:24:31.000Z", "commit": "c7a574316e6992dc6f9070cd0b28aa9ba9d16244", "fileid": "13dd75f274038e98790efca533450bc5462dd6efdd2727302cfbb9db8940e61f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ajmcneil/actions/runs/26153219584" }, { "r": "4.6.0", "os": "win", "version": "0.4.7", "date": "2026-05-20T09:24:27.000Z", "commit": "c7a574316e6992dc6f9070cd0b28aa9ba9d16244", "fileid": "8a607278af0d8be2f05da8b3cf7734ec275b5ef14b68578792c8e4ed75476735", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/ajmcneil/actions/runs/26153219584" }, { "r": "4.6.0", "os": "wasm", "version": "0.4.7", "date": "2026-06-02T13:24:29.000Z", "commit": "c7a574316e6992dc6f9070cd0b28aa9ba9d16244", "fileid": "e8a0e01236f00feb7861da02cf5c928f08960ea4a1b4c612f8a0911f5abafbbd", "status": "success", "buildurl": "https://github.com/r-universe/ajmcneil/actions/runs/26153219584" } ] }