fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae

Environment for teaching "Financial Engineering and Computational Finance".

AuthorRmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre] Yohan Chalabi [ctb]
Date of publication2014-09-17 15:56:52
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3011.81
https://www.rmetrics.org

View on CRAN

Files in this package

fCopulae
fCopulae/inst
fCopulae/inst/unitTests
fCopulae/inst/unitTests/runit.ArchimedeanModelling.R
fCopulae/inst/unitTests/Makefile
fCopulae/inst/unitTests/runit.ExtremeValueCopulae.R
fCopulae/inst/unitTests/runit.ExtrmeValueGenerator.R
fCopulae/inst/unitTests/runit.EmpiricalCopulae.R
fCopulae/inst/unitTests/runit.EllipticalCopulae.R
fCopulae/inst/unitTests/runit.ArchimedeanDependency.R
fCopulae/inst/unitTests/runit.EllipticalModelling.R
fCopulae/inst/unitTests/runit.EllipticalDependency.R
fCopulae/inst/unitTests/runit.ArchimedeanCopulae.R
fCopulae/inst/unitTests/runit.aaaCopulaClass.R
fCopulae/inst/unitTests/runit.ExtremeValueModelling.R
fCopulae/inst/unitTests/runit.EllipticalGenerator.R
fCopulae/inst/unitTests/runit.ExtremeValueDependency.R
fCopulae/inst/unitTests/runit.ArchimedeanGenerator.R
fCopulae/inst/unitTests/runTests.R
fCopulae/inst/obsolete
fCopulae/inst/obsolete/src
fCopulae/inst/obsolete/src/adapt_callback.c
fCopulae/inst/obsolete/src/adapt2.f
fCopulae/inst/obsolete/R
fCopulae/inst/obsolete/R/mv-distributions.R
fCopulae/inst/obsolete/R/biv-density.R
fCopulae/inst/obsolete/R/bv-dcauchy.R
fCopulae/inst/obsolete/R/mv-dst.R
fCopulae/inst/obsolete/R/mv-dsnorm.R
fCopulae/inst/obsolete/R/biv-binning.R
fCopulae/inst/obsolete/R/bv-delliptical.R
fCopulae/inst/obsolete/R/bv-dnorm.R
fCopulae/inst/obsolete/R/builtin-adapt.R
fCopulae/inst/obsolete/R/biv-gridding.R
fCopulae/inst/obsolete/R/bv-dt.R
fCopulae/tests
fCopulae/tests/doRUnit.R
fCopulae/NAMESPACE
fCopulae/R
fCopulae/R/ArchimedeanGenerator.R fCopulae/R/ExtremeValueCopulae.R fCopulae/R/aaaCopulaeClass.R fCopulae/R/EllipticalModelling.R fCopulae/R/ExtremeValueGenerator.R fCopulae/R/ArchimedeanSlider.R fCopulae/R/ArchimedeanModelling.R fCopulae/R/ArchimedeanCopulae.R fCopulae/R/EllipticalCopulae.R fCopulae/R/EllipticalDependency.R fCopulae/R/aaaCopulaeEnv.R fCopulae/R/ExtremeValueModelling.R fCopulae/R/ArchimedeanDependency.R fCopulae/R/ExtremeValueDependency.R fCopulae/R/EllipticalGenerator.R fCopulae/R/zzz.R fCopulae/R/EmpiricalCopulae.R
fCopulae/MD5
fCopulae/DESCRIPTION
fCopulae/ChangeLog
fCopulae/man
fCopulae/man/EllipticalDependency.Rd fCopulae/man/EllipticalGenerator.Rd fCopulae/man/ArchimedeanModelling.Rd fCopulae/man/aaaCopulaEnv.Rd fCopulae/man/EllipticalModelling.Rd fCopulae/man/ExtremeValueDependency.Rd fCopulae/man/ArchimedeanGenerator.Rd fCopulae/man/ExtremeValueCopulae.Rd fCopulae/man/ExtremeValueGenerator.Rd fCopulae/man/aaaCopulaClass.Rd fCopulae/man/ArchimedeanCopulae.Rd fCopulae/man/ExtremeValueModelling.Rd fCopulae/man/EllipticalCopulae.Rd fCopulae/man/EmpiricalCopulae.Rd fCopulae/man/ArchimedeanDependency.Rd fCopulae/man/00fCopulae-package.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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