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>.
| Version: | 0.1.0 |
| 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, withr, sn |
| Published: | 2026-04-22 |
| DOI: | 10.32614/CRAN.package.dcvar (may not be active yet) |
| Author: | Benedikt Lugauer [aut, cre] |
| Maintainer: | Benedikt Lugauer <benedikt.lugauer at uni-leipzig.de> |
| BugReports: | https://github.com/benlug/dcvar/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/benlug/dcvar |
| NeedsCompilation: | no |
| Additional_repositories: | https://stan-dev.r-universe.dev |
| Language: | en-US |
| Citation: | dcvar citation info |
| Materials: | README, NEWS |
| CRAN checks: | dcvar results |
| Reference manual: | dcvar.html , dcvar.pdf |
| Vignettes: |
Getting Started with dcvar (source, R code) Comparing Copula VAR Models (source, R code) Simulation Study Tools (source, R code) |
| Package source: | dcvar_0.1.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): dcvar_0.1.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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