All functions

returns

Stock returns of 20 companies

svine()

Stationary vine distribution models

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_pseudo_residuals()

Pseudo-residuals of S-vine models

svine_scores()

Score function of parametric S-vine models

svine_sim()

Simulate from a S-vine model

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_pseudo_residuals()

Pseudo-residuals of S-vine copula models

svinecop_scores()

Log-likelihood scores for S-vine copula models

svinecop_sim()

Simulate from a S-vine copula model