R: Vine Based (Un)Conditional Portfolio Risk Measure Estimation

# Vine Based (Un)Conditional Portfolio Risk Measure Estimation

## Documentation for package ‘portvine’ version 1.0.3

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

cond_portvine_roll-class | S4 output class for the function 'estimate_risk_roll()'
default_garch_spec | Default specifications for ARMA-GARCH models
estimate_risk_roll | (Un-)conditional rolling risk estimation using vine copulas
est_es | Estimate the Expected Shortfall (ES)
est_var | Estimate the Value at Risk (VaR)
fitted_marginals | Accessor method for the fitted marginal models of (cond_)portvine_roll objects
fitted_marginals-method | Accessor method for the fitted marginal models of (cond_)portvine_roll objects
fitted_vines | Accessor method for the fitted vine copula models of (cond_)portvine_roll objects
fitted_vines-method | Accessor method for the fitted vine copula models of (cond_)portvine_roll objects
marginal_settings | S4 class for the marginal settings
marginal_settings-class | S4 class for the marginal settings
portvine_roll-class | S4 output class for the function 'estimate_risk_roll()'
risk_estimates | Accessor methods for the risk estimates of (cond_)portvine_roll objects
risk_estimates-method | Accessor methods for the risk estimates of (cond_)portvine_roll objects
roll_residuals | Extract fitted standardized residuals from a uGARCHroll object
sample_returns_small | A sample of log returns for 3 assets.
show-method | S4 class for the marginal settings
show-method | S4 output class for the function 'estimate_risk_roll()'
show-method | S4 class for the vine settings
summary-method | S4 output class for the function 'estimate_risk_roll()'
vine_settings | S4 class for the vine settings
vine_settings-class | S4 class for the vine settings