Package: tscopula
Type: Package
Title: Time Series Copula Models
Version: 0.4.7
Date: 2025-06-18
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: 7.3.2
Encoding: UTF-8
Imports: methods, stats, graphics, utils, stats4, zoo, xts, FKF, ltsa,
        copula, rvinecopulib, arfima, Matrix, polynom, kdensity, ghyp
Collate: 'basic_objects.R' 'data.R' 'armacopula.R' 'sarmacopula.R'
        'dvinecopula.R' 'dvinecopula2.R' 'dvinecopula3.R'
        'sdvinecopula.R' 'dvinecopulavt.R' 'fitting_basic.R'
        'margins.R' 'full_models.R' 'vtransforms.R'
        'fitting_vtscopula.R' 'helper_vtarma.R'
Suggests: knitr, rmarkdown
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: 2026-06-19 08:21:11 UTC; root
Author: Alexander McNeil [aut, cre],
  Martin Bladt [aut]