Stationary Vine Copula Models

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Documentation for package ‘svines’ version 0.1.4

• DESCRIPTION file.

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returns	Stock returns of 20 companies
svine	Stationary vine distribution models
svinecop	Stationary vine copula models
svinecop_dist	Custom S-vine models
svinecop_hessian	Expected hessian for S-vine copula models
svinecop_loglik	Log-likelihood for S-vine copula models
svinecop_scores	Log-likelihood scores for S-vine copula models
svinecop_sim	Simulate from a S-vine copula model
svine_bootstrap_models	Bootstrap S-vine models
svine_dist	Custom S-vine distribution models
svine_hessian	Expected hessian of a parametric S-vine models
svine_loglik	Log-likelihood for S-vine models
svine_scores	Score function of parametric S-vine models
svine_sim	Simulate from a S-vine model