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Stationary Vine Copula Models

v0.2.7 · Jun 12, 2025 · GPL-3

Description

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>.

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CRAN Check Status

3 NOTE
11 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is 49.0Mb
  sub-directories of 1Mb or more:
    libs  48.5Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 50.5Mb
  sub-directories of 1Mb or more:
    libs  50.0Mb
NOTE r-oldrel-windows-x86_64

installed package size

  installed size is  5.6Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb
OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is 49.0Mb
  sub-directories of 1Mb or more:
    libs  48.5Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 50.5Mb
  sub-directories of 1Mb or more:
    libs  50.0Mb
NOTE r-oldrel-windows-x86_64

installed package size

  installed size is  5.6Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb

Dependency Network

Dependencies Reverse dependencies rvinecopulib Rcpp assertthat univariateML wdm fGarch svines

Version History

new 0.2.7 Mar 9, 2026