Package: dcvar
Title: Dynamic Copula VAR Models for Time-Varying Dependence
Version: 0.9.2
Authors@R: 
    person("Benedikt", "Lugauer", , "benedikt.lugauer@uni-leipzig.de",
           role = c("aut", "cre"))
Description: Fits Bayesian copula vector autoregressive models for
        bivariate time series with dynamic, regime-switching, and
        constant dependence structures. The package includes
        simulation, data preparation, estimation with 'Stan' through
        'rstan' or 'cmdstanr', posterior summaries, diagnostics,
        trajectory extraction, fitted and predictive summaries, and
        approximate leave-one-out cross-validation model comparison for
        supported fits. For Bayesian computation and model comparison,
        see Carpenter et al. (2017) <doi:10.18637/jss.v076.i01> and
        Vehtari, Gelman and Gabry (2017)
        <doi:10.1007/s11222-016-9696-4>.
License: GPL (>= 3)
URL: https://github.com/benlug/dcvar
BugReports: https://github.com/benlug/dcvar/issues
Encoding: UTF-8
Language: en-US
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.3
Depends: R (>= 4.1.0)
Imports: rstan (>= 2.26.0), posterior (>= 1.5.0), loo (>= 2.7.0),
        ggplot2 (>= 3.4.0), patchwork (>= 1.1.0), bayesplot (>=
        1.10.0), rlang (>= 1.0.0), cli (>= 3.0.0), parallel, stats,
        tools, utils
Suggests: cmdstanr (>= 0.8.0), testthat (>= 3.0.0), knitr, rmarkdown,
        tibble, sn
Additional_repositories: https://stan-dev.r-universe.dev
VignetteBuilder: knitr
Config/testthat/edition: 3
Config/pak/sysreqs: make libicu-dev
Repository: https://benlug.r-universe.dev
Date/Publication: 2026-06-27 06:42:52 UTC
RemoteUrl: https://github.com/benlug/dcvar
RemoteRef: HEAD
RemoteSha: 05574041a041fcc4ac6e753c1a3dae31b2d0ccba
NeedsCompilation: no
Packaged: 2026-06-27 09:33:55 UTC; root
Author: Benedikt Lugauer [aut, cre]
Maintainer: Benedikt Lugauer <benedikt.lugauer@uni-leipzig.de>