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.
|Author||Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]|
|Date of publication||2017-11-16 21:52:15 UTC|
|Maintainer||Tobias Setz <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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