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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
Browse package contents
Package details |
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| Author | Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [ctb], Paul Smith [cre] |
| Maintainer | Paul Smith <paul@waternumbers.co.uk> |
| License | GPL (>= 2) |
| Version | 4022.85 |
| URL | https://www.rmetrics.org |
| Package repository | View on R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
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