Package index • svines

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