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.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
Version3042.82
URL https://www.rmetrics.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fCopulae")

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fCopulae documentation built on Nov. 17, 2017, 8:09 a.m.