{ "_id": "6a3bdf0dc2c86aa1dcf0ddaf", "Package": "svines", "Title": "Stationary Vine Copula Models", "Version": "0.2.7", "Authors@R": "person(given = \"Thomas\",\nfamily = \"Nagler\",\nrole = c(\"aut\", \"cre\"),\nemail = \"mail@tnagler.com\")", "Description": "Provides functionality to fit and simulate from stationary\nvine copula models for time series, see Nagler et al. (2022)\n.", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "URL": "https://github.com/tnagler/svines", "BugReports": "https://github.com/tnagler/svines/issues", "Roxygen": "list(markdown = TRUE)", "RoxygenNote": "7.3.3", "Config/pak/sysreqs": "cmake make", "Repository": "https://tnagler.r-universe.dev", "Date/Publication": "2026-06-24 12:58:57 UTC", "RemoteUrl": "https://github.com/tnagler/svines", "RemoteRef": "HEAD", "RemoteSha": "cabe15c0728657f25bafe951aa73ac50baf956e2", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-06-24 13:36:30 UTC", "User": "root" }, "Author": "Thomas Nagler [aut, cre]", "Maintainer": "Thomas Nagler ", "MD5sum": "af643d3cd4117ad7ed4ec2f2b698758c", "_user": "tnagler", "_type": "src", "_file": "svines_0.2.7.tar.gz", "_fileid": "1e59f896a5c88c9b53f86881b253f7caece281c3d7dbf3d31d8154ac4f53030b", "_filesize": 442763, "_sha256": "1e59f896a5c88c9b53f86881b253f7caece281c3d7dbf3d31d8154ac4f53030b", "_created": "2026-06-24T13:36:30.000Z", "_published": "2026-06-24T13:43:41.973Z", "_distro": "resolute", "_jobs": [ { "job": 83208296666, "time": 223, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7851323154" }, { "job": 83208296947, "time": 224, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7851323102" }, { "job": 83208296706, "time": 262, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7851341026" }, { "job": 83208296761, "time": 236, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7851328530" }, { "job": 83208296644, "time": 252, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7851334152" }, { "job": 83208296660, "time": 253, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "7851335544" }, { "job": 83208296679, "time": 166, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7851296193" }, { "job": 83208296709, "time": 340, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7851373499" }, { "job": 83207362002, "time": 256, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7851220596" }, { "job": 83208296622, "time": 210, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7851316316" }, { "job": 83208296642, "time": 236, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7851335049" }, { "job": 83208296680, "time": 239, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7851329442" }, { "job": 83208296742, "time": 230, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7851325590" } ], "_buildurl": "https://github.com/r-universe/tnagler/actions/runs/28102328668", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/tnagler/svines", "_commit": { "id": "cabe15c0728657f25bafe951aa73ac50baf956e2", "author": "DiegoFCarvalho <97023571+DiegoFCarvalho@users.noreply.github.com>", "committer": "GitHub ", "message": "Add support for discrete margins (#9)\n\n* phase 1: reconnaissance, correspondence map, failing discrete test\n\n* ignore personal working files\n\n* phase 2.1: remove discrete-input gate in svinecop()\n\n* phase 2.3: discrete-aware spread_lag\n\nExtend spread_lag with an n_discrete parameter to produce compact-form output (all-reals-then-all-shadows) under doubled-column input. The previous implementation assumed one column per cross-sectional variable per lag, which broke when var_types contained 'd' entries: spread_lag produced a too-narrow lagged matrix, make_base_tree stored out-of-bounds Eigen views, and downstream bicop fits dereferenced uninitialized memory, surfacing as 'all data must be contained in [0,1]^d.' The new spread_lag matches upstream Vinecop's canonical compact form, so consumer-side code (d_ increment in add_lag, data.col(d_ + disc_cols[j]) in make_base_tree) is unchanged. Reduces bit-cleanly to the previous behaviour when n_discrete == 0. Tests: 56 PASS / 0 FAIL (was 55 PASS / 1 FAIL).\n\n* phase 2.5: lift discrete gate in svinecop_dist()\n\nMirrors commit 5128e06 (phase 2.1 lift on svinecop). Removes the if (any(var_types != 'c')) stop(...) gate at R/svinecop.R:263-264 so the manual-construction entry point svinecop_dist() accepts var_types containing 'd'. Adds a test exercising the manual-construction path with d=2, p=0, var_types=c('d','d'). Tests: 57 PASS / 0 FAIL (was 56 PASS / 0 FAIL).\n\n* phase 2.5: cs_structure-aware var_types default in svinecop()\n\nReplace rep('c', NCOL(data)) default at R/svinecop.R:77 with a body block that infers from cs_structure when provided, falls back to NCOL(data) otherwise. Fixes the cs_structure-given path's structural inconsistency where the default lag-replicated to an over-long var_types vector and threw at construction. Two new tests in tests/testthat/test-discrete.R: continuous case asserts the inference works (contract lock-in), discrete case asserts the failure mode correctly shifts to a data-shape error (scope bou", "time": 1782305937 }, "_maintainer": { "name": "Thomas Nagler", "email": "mail@tnagler.com", "login": "tnagler", "description": "", "uuid": 8761435 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.1.0", "role": "Depends" }, { "package": "rvinecopulib", "version": ">= 0.7.2.1.0", "role": "Depends" }, { "package": "RcppEigen", "role": "LinkingTo" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppThread", "role": "LinkingTo" }, { "package": "BH", "role": "LinkingTo" }, { "package": "wdm", "role": "LinkingTo" }, { "package": "rvinecopulib", "role": "LinkingTo" }, { "package": "Rcpp", "role": "Imports" }, { "package": "assertthat", "role": "Imports" }, { "package": "univariateML", "role": "Imports" }, { "package": "wdm", "role": "Imports" }, { 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[ "Allianz", "AXA", "Generali", "MetLife", "Prudential", "Ping An", "BMW", "General Motors", "Toyota", "Hyundai", "Microsoft", "Apple", "Amazon", "Alphabet", "Alibaba", "Exxon", "Shell", "PetroChina", "Airbus", "Boeing" ], "rows": 1296, "table": true, "tojson": true } ], "_help": [ { "page": "returns", "title": "Stock returns of 20 companies", "topics": [ "returns" ] }, { "page": "svine", "title": "Stationary vine distribution models", "topics": [ "svine" ] }, { "page": "svine_bootstrap_models", "title": "Bootstrap S-vine models", "topics": [ "svine_bootstrap_models" ] }, { "page": "svine_dist", "title": "Custom S-vine distribution models", "topics": [ "svine_dist" ] }, { "page": "svine_hessian", "title": "Expected hessian of a parametric S-vine models", "topics": [ "svine_hessian" ] }, { "page": "svine_loglik", "title": "Log-likelihood for S-vine models", "topics": [ "svine_loglik" ] }, { "page": "svine_pseudo_residuals", "title": "Pseudo-residuals of S-vine models", "topics": [ 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