Dynamic Copula VAR Models for Time-Varying Dependence // 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.