R Observatory: Metrics for tscopula version 0.3.9

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

tscopula

0.3.9Package record

Time Series Copula Models

0packages depend

2.7Kdownloads / year

–test coverage

13/13flavors OK

Overview

About

Maintained by Alexander McNeilCRAN page ↗

Functions for the analysis of time series using copula models. The package is based on methodology described in the following references. McNeil, A.J. (2021) doi:10.3390/risks9010014, Bladt, M., & McNeil, A.J. (2021) doi:10.1016/j.ecosta.2021.07.004, Bladt, M., & McNeil, A.J. (2022) doi:10.1515/demo-2022-0105.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("tscopula", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-tscopula

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-tscopula

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-tscopula

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 11.9 min · r-oldrel-windows-x86_64

Status changes

OK13 OK2026-08-04
NOTE12 OK, 1 NOTE2026-08-01
OK12 OK, 1 FAILURE2026-06-08
WARNING12 OK, 1 WARNING2026-06-07
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.3.9

READMEYes · 131 wordsVignettesYes · 4 · dynamicNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 134 (43 internal)
Examples that run: 100%55 run in a plain check
Exported functions with examples: 55%
Documented parameters: 95%
Return-value docs: 100%
Help pages citing references: 0%

Vignettes (4)

How these are measured

Downloads

2.7K

CRAN downloads in the past year

Rank #17,455 · ~7/day · ~227/mo

Releases R versions

Daily download trend is not available in this view yet.

24330 days

74190 days

2.7K1 year

Compare downloads with other packages →

Also on73 r2u3 autocran

How downloads are counted

Dependencies

Declared dependencies

10 external dependencies (excludes base and recommended)

Installing tscopula adds 60 packages (40 with compiled code, 48 MB of source tarballs). Heaviest: BH 14 MB, poweRlaw 4.3 MB, nloptr 2.1 MB.

Depends (1)

R >= 3.5.0

Imports (14)

methodsstatsgraphicsutilsstats4zoo xts FKF ltsa rvinecopulib arfimaMatrixpolynom kdensity

LinkingTo (0)

none

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (2)

Alexander McNeil

Author, Maintainer since 0.2.1 (2021)

Martin Bladt

Author

Releases (3)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
0.3.9Latest
record
2024-02-16 · current release · diff ↗ ·
added 23 exports
dgauss, dgauss0, dlaplace0, dst0, dvinecopula3, kpacf_sarma12, kpacf_sarma4, pacf2ar, pgauss, pgauss0, plaplace0, pst0, qgauss, qgauss0, qlaplace0, qst0, rgauss, rgauss0, rlaplace0, rst0, sarma2arma, sarma2dvine, sarmacopula
R
R 4.3.0 released · 2023-04-21
0.3.1
record
2022-05-07 · diff ↗ ·
added 8 exports
AICc, arma2dvine, armafit2dvine, edf, pedf, setwcopula, vtparlist, vtscopula_objective
R
R 4.2.0 released · 2022-04-22
0.2.1
record
2021-07-07
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2021-07-07
Total releases: 3 / 5 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Bundled data: 12 KB / 2 files
Download size: 1.3 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("tscopula")

Format

McNeil, A., & Bladt, M. (2024). tscopula: Time Series Copula Models (Version 0.3.9) [Computer software]. https://doi.org/10.32614/CRAN.package.tscopula

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for tscopula version 0.3.9 [Data set]. HJJB, LLC. Data release v2026-10-26. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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