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 publication2014-11-11 10:50:30
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3011.81
https://www.rmetrics.org

View on R-Forge

Functions

Afunc Man page
AfuncSlider Man page
ArchimedeanCopulae Man page
ArchimedeanDependency Man page
ArchimedeanGenerator Man page
ArchimedeanModelling Man page
archmCheck Man page
archmCopulaFit Man page
archmCopulaSim Man page
archmList Man page
archmParam Man page
archmRange Man page
archmRho Man page
archmTailCoeff Man page
archmTailPlot Man page
archmTau Man page
CopulaClass Man page
CopulaEnv Man page
darchmCopula Man page
darchmSlider Man page
dellipticalCopula Man page
dellipticalSlider Man page
dempiricalCopula Man page
devCopula Man page
devSlider Man page
dgumbelCopula Man page
ellipticalCheck Man page
EllipticalCopulae Man page
ellipticalCopulaFit Man page
ellipticalCopulaSim Man page
EllipticalDependency Man page
EllipticalGenerator Man page
ellipticalList Man page
EllipticalModelling Man page
ellipticalParam Man page
ellipticalRange Man page
ellipticalRho Man page
ellipticalTailCoeff Man page
ellipticalTailPlot Man page
ellipticalTau Man page
EmpiricalCopulae Man page
evCheck Man page
evCopulaFit Man page
evCopulaSim Man page
evList Man page
evParam Man page
evRange Man page
evRho Man page
evTailCoeff Man page
evTailCoeffSlider Man page
evTau Man page
ExtremeValueCopulae Man page
ExtremeValueDependency Man page
ExtremeValueGenerator Man page
ExtremeValueModelling Man page
fCOPULA Man page
fCOPULA-class Man page
fCopulae Man page
fCopulae-package Man page
gfunc Man page
gfuncSlider Man page
Kfunc Man page
KfuncSlider Man page
parchmCopula Man page
parchmSlider Man page
pellipticalCopula Man page
pellipticalSlider Man page
pempiricalCopula Man page
pevCopula Man page
pevSlider Man page
pfrechetCopula Man page
pgumbelCopula Man page
Phi Man page
PhiSlider Man page
rarchmCopula Man page
rarchmSlider Man page
rellipticalCopula Man page
rellipticalSlider Man page
revCopula Man page
revSlider Man page
rgumbelCopula Man page
show,fCOPULA-method Man page

Files

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

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