Package index • svines

Model fitting and construction

svine(): Stationary vine distribution models
svine_dist(): Custom S-vine distribution models
svinecop(): Stationary vine copula models
svinecop_dist(): Custom S-vine models

Simulation and evaluation

svine_sim(): Simulate from a S-vine model
svine_loglik(): Log-likelihood for S-vine models
svinecop_sim(): Simulate from a S-vine copula model
svinecop_loglik(): Log-likelihood for S-vine copula models

Diagnostics and inference

svine_pseudo_residuals(): Pseudo-residuals of S-vine models
svine_scores(): Score function of parametric S-vine models
svine_hessian(): Expected Hessian of a parametric S-vine model
svine_bootstrap_models(): Bootstrap S-vine models
svinecop_pseudo_residuals(): Pseudo-residuals of S-vine copula models
svinecop_scores(): Log-likelihood scores for S-vine copula models
svinecop_hessian(): Expected Hessian for S-vine copula models

Data

returns: Stock returns of 20 companies