fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae

Share:

Environment for teaching "Financial Engineering and Computational Finance".

Author
Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre] Yohan Chalabi [ctb]
Date of publication
2014-11-11 10:50:30
Maintainer
Tobias Setz <tobias.setz@rmetrics.org>
License
GPL (>= 2)
Version
3011.81
URLs

View on R-Forge

Man pages

00fCopulae-package
Modelling Copulae and Dependence Structures
aaaCopulaClass
Bivariate Copula Class
aaaCopulaEnv
Bivariate Copula Environment
ArchimedeanCopulae
Bivariate Archimedean Copulae
ArchimedeanDependency
Bivariate Archimedean Copulae
ArchimedeanGenerator
Bivariate Archimedean Copulae
ArchimedeanModelling
Bivariate Archimedean Copulae
EllipticalCopulae
Bivariate Elliptical Copulae
EllipticalDependency
Bivariate Elliptical Copulae
EllipticalGenerator
Bivariate Elliptical Copulae
EllipticalModelling
Bivariate Elliptical Copulae
EmpiricalCopulae
Bivariate Empirical Copulae
ExtremeValueCopulae
Bivariate Extreme Value Copulae
ExtremeValueDependency
Bivariate Extreme Value Copulae
ExtremeValueGenerator
Bivariate Extreme Value Copulae
ExtremeValueModelling
Bivariate Extreme Value Copulae

Files in this package

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