All functions |
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Stock returns of 20 companies |
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Stationary vine distribution models |
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Bootstrap S-vine models |
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Custom S-vine distribution models |
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Expected hessian of a parametric S-vine models |
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Log-likelihood for S-vine models |
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Pseudo-residuals of S-vine models |
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Score function of parametric S-vine models |
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Simulate from a S-vine model |
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Stationary vine copula models |
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Custom S-vine models |
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Expected hessian for S-vine copula models |
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Log-likelihood for S-vine copula models |
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Pseudo-residuals of S-vine copula models |
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Log-likelihood scores for S-vine copula models |
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Simulate from a S-vine copula model |