fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae

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:	3042.82.1
Depends:	R (≥ 2.15.1), timeDate, timeSeries, fBasics, fMultivar
Imports:	grDevices, graphics, stats
Suggests:	methods, RUnit, tcltk, mvtnorm, sn
Published:	2020-03-07
Author:	Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Maintainer:	Tobias Setz <tobias.setz at live.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://www.rmetrics.org
NeedsCompilation:	no
Materials:	ChangeLog
In views:	Distributions, ExtremeValue, Finance
CRAN checks:	fCopulae results

Documentation:

Reference manual:

fCopulae.pdf

Downloads:

Package source:	fCopulae_3042.82.1.tar.gz
Windows binaries:	r-devel: fCopulae_3042.82.1.zip, r-release: fCopulae_3042.82.1.zip, r-oldrel: fCopulae_3042.82.1.zip
macOS binaries:	r-release (arm64): fCopulae_3042.82.1.tgz, r-oldrel (arm64): fCopulae_3042.82.1.tgz, r-release (x86_64): fCopulae_3042.82.1.tgz, r-oldrel (x86_64): fCopulae_3042.82.1.tgz
Old sources:	fCopulae archive

Reverse dependencies:

Reverse imports:

fPortfolio

Linking:

Please use the canonical form https://CRAN.R-project.org/package=fCopulae to link to this page.