## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>", message = FALSE, warning = FALSE ) set.seed(2026) ## ----setup-------------------------------------------------------------------- library(svines) ## ----continuous-fit----------------------------------------------------------- data(returns) x <- returns[1:200, 1:2] fit <- svine( x, p = 1, margin_families = c("norm", "std"), family_set = c("gaussian", "t") ) fit summary(fit) ## ----simulation--------------------------------------------------------------- sim <- svine_sim(n = 100, rep = 1, model = fit) dim(sim) next_obs <- svine_sim(n = 1, rep = 100, model = fit, past = x) dim(next_obs) ## ----diagnostics-------------------------------------------------------------- residuals <- svine_pseudo_residuals(x, fit) dim(residuals) ## ----discrete-fit------------------------------------------------------------- counts <- cbind( claims = rpois(250, lambda = 2), events = rpois(250, lambda = 4) ) fit_discrete <- svine( counts, p = 1, var_types = c("d", "d"), margin_families = "pois", family_set = "gaussian" ) fit_discrete svine_sim(5, rep = 1, model = fit_discrete) ## ----copula-only-------------------------------------------------------------- u <- pseudo_obs(x) copula_fit <- svinecop( u, p = 1, family_set = c("gaussian", "t") ) copula_fit