Package: dcvar
Title: Dynamic Copula VAR Models for Time-Varying Dependence
Version: 0.9.3
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
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
NeedsCompilation: no
Packaged: 2026-07-05 18:37:03 UTC; benlug
Author: Benedikt Lugauer [aut, cre]
Maintainer: Benedikt Lugauer <benedikt.lugauer@uni-leipzig.de>
Repository: CRAN
Date/Publication: 2026-07-05 20:00:08 UTC
