Copula-GARCH with rmgarch package

Hi all,

I'm using the rmgarch package to model asset returns using the function cgarchfit function. The latest version of this package currently supports Gaussian copula and Student-t copula with time varying correlation rho_t. I have read the vignette but still not sure how the rho_t is modeled. There is, however, a brief mention of the seminal paper of Patton (2006) [1] on extension of static copulas to dynamic models, so is it safe to assume that the rho_t is modeled as per Patton?s approach? Or is it just a by-product of fitting a DCC-GARCH model a la Engle's?

If anyone could clarify that for me it would be great, thank you!

References
[1] A.J. Patton. Modelling asymmetric exchange rate dependence. International Economic Review, 47(2):527?556, 2006.

-Van