Time Series Copula Models R package tscopula version 0.3.9 Functions for the analysis of time series using copula models. The package is based on methodology described in the following references. McNeil, A.J. (2021) <doi:10.3390/risks9010014>, Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>, Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>. Software Depends: R (>= 3.5.0) Imports: methods, stats, graphics, utils, stats4, zoo, xts, FKF, ltsa, rvinecopulib, arfima, Matrix, polynom, kdensity Suggests: knitr, rmarkdown Alexander McNeil <alexanderjmcneil@gmail.com> Comprehensive R Archive Network (CRAN) Alexander McNeil [aut, cre], Martin Bladt [aut] GPL-3 2024-02-16 application/tgz https://CRAN.R-project.org/package=tscopula doi:10.32614/CRAN.package.tscopula