fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae (original) (raw)
Provides a collection of functions to manage, to investigate and to analyze bivariate financial returns by Copulae. Included are the families of Archemedean, Elliptical, Extreme Value, and Empirical Copulae.
| Version: | 4022.85 |
|---|---|
| Depends: | R (≥ 2.15.1), timeDate, timeSeries, fBasics, fMultivar |
| Imports: | grDevices, graphics, stats |
| Suggests: | methods, RUnit, tcltk, mvtnorm, sn |
| Published: | 2023-01-07 |
| DOI: | 10.32614/CRAN.package.fCopulae |
| Author: | Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [ctb], Paul Smith [cre] |
| Maintainer: | Paul Smith |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://www.rmetrics.org |
| NeedsCompilation: | no |
| Materials: | |
| In views: | Distributions, ExtremeValue, Finance |
| CRAN checks: | fCopulae results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=fCopulaeto link to this page.