# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "dcvar" in publications use:'
type: software
license: GPL-3.0-or-later
title: 'dcvar: Dynamic Copula VAR Models for Time-Varying Dependence'
version: 0.3.1
identifiers:
- type: doi
  value: 10.32614/CRAN.package.dcvar
abstract: 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) <https://doi.org/10.18637/jss.v076.i01> and Vehtari, Gelman and Gabry
  (2017) <https://doi.org/10.1007/s11222-016-9696-4>.
authors:
- family-names: Lugauer
  given-names: Benedikt
  email: benedikt.lugauer@uni-leipzig.de
preferred-citation:
  type: manual
  title: 'dcvar: Dynamic Copula VAR Models for Time-Varying Dependence'
  authors:
  - family-names: Lugauer
    given-names: Benedikt
    email: benedikt.lugauer@uni-leipzig.de
  year: '2026'
  notes: R package version 0.3.1
  url: https://github.com/benlug/dcvar
repository: https://benlug.r-universe.dev
repository-code: https://github.com/benlug/dcvar
commit: 28910395dbda7ad7ac94195d2d2efa4fa5e0ee41
url: https://github.com/benlug/dcvar
date-released: '2026-06-04'
contact:
- family-names: Lugauer
  given-names: Benedikt
  email: benedikt.lugauer@uni-leipzig.de