returns |
Stock returns of 20 companies |
svine |
Stationary vine distribution models |
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 |
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 |