fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae
Version 3011.81

Environment for teaching "Financial Engineering and Computational Finance".

Browse man pages Browse package API and functions Browse package files

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
URL https://www.rmetrics.org
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fCopulae", repos="http://R-Forge.R-project.org")

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

Functions

Afunc Man page Source code
AfuncFirstDer Source code
AfuncSecondDer Source code
AfuncSlider Man page Source code
ArchimedeanCopulae Man page
ArchimedeanDependency Man page
ArchimedeanGenerator Man page
ArchimedeanModelling Man page
CopulaClass Man page
CopulaEnv Man page
Debye Source code
Debye1 Source code
EllipticalCopulae Man page
EllipticalDependency Man page
EllipticalGenerator Man page
EllipticalModelling Man page
EmpiricalCopulae Man page
ExtremeValueCopulae Man page
ExtremeValueDependency Man page
ExtremeValueGenerator Man page
ExtremeValueModelling Man page
Kfunc Man page Source code Source code
KfuncSlider Man page Source code
Phi Man page Source code Source code
Phi0 Source code
PhiFirstDer Source code
PhiSecondDer Source code
PhiSlider Man page Source code
archm2Tau Source code
archmCheck Man page Source code
archmCopulaFit Man page Source code
archmCopulaSim Man page Source code
archmList Man page Source code
archmParam Man page Source code
archmRange Man page Source code
archmRho Man page Source code Source code
archmTailCoeff Man page Source code
archmTailPlot Man page Source code
archmTau Man page Source code Source code
archmTauRange Source code
copulaRho Source code
darchm1Copula Source code
darchm2Copula Source code
darchmContourSlider Source code
darchmCopula Man page Source code
darchmPerspSlider Source code
darchmSlider Man page Source code
dcauchyCopula Source code
delliptical Source code
dellipticalContourSlider Source code
dellipticalCopula Man page Source code
dellipticalCopulaGrid Source code
dellipticalPerspSlider Source code
dellipticalSlider Man page Source code
dempiricalCopula Man page Source code
dev1Copula Source code
dev2Copula Source code
devContourSlider Source code
devCopula Man page Source code
devPerspSlider Source code
devSlider Man page Source code
dgumbelCopula Man page Source code
dmoCopula Source code
dnormCopula Source code
dtCopula Source code
ellipticalCheck Man page Source code
ellipticalCopulaFit Man page Source code
ellipticalCopulaSim Man page Source code
ellipticalList Man page Source code
ellipticalParam Man page Source code
ellipticalRange Man page Source code
ellipticalRho Man page Source code Source code
ellipticalTailCoeff Man page Source code
ellipticalTailPlot Man page Source code
ellipticalTau Man page Source code
ev1Rho Source code
ev1Tau Source code
ev2Rho Source code
ev2Tau Source code
evCheck Man page Source code
evCopulaFit Man page Source code
evCopulaSim Man page Source code
evList Man page Source code
evParam Man page Source code
evRange Man page Source code
evRho Man page Source code
evTailCoeff Man page Source code
evTailCoeffSlider Man page Source code
evTau Man page Source code
fCOPULA Man page
fCOPULA-class Man page
fCopulae Man page
fCopulae-package Man page
getfCopulaeEnv Source code
gfunc Man page Source code
gfuncSlider Man page Source code
makeConcordanceTable Source code
nvK Source code
nvK2 Source code
nvPhi Source code
nvPhiFirstDer Source code
nvPhiSecondDer Source code
onAttach Source code
onLoad Source code
parchm1Copula Source code
parchm2Copula Source code
parchmContourSlider Source code
parchmCopula Man page Source code
parchmPerspSlider Source code
parchmSlider Man page Source code
pcauchyCopula Source code
pelliptical Source code
pellipticalContourSlider Source code
pellipticalCopula Man page Source code
pellipticalCopulaDiag Source code
pellipticalCopulaGrid Source code
pellipticalPerspSlider Source code
pellipticalSlider Man page Source code
pempiricalCopula Man page Source code
pev1Copula Source code
pev2Copula Source code
pevContourSlider Source code
pevCopula Man page Source code
pevPerspSlider Source code
pevSlider Man page Source code
pfrechetCopula Man page Source code
pgumbelCopula Man page Source code
pmoCopula Source code
pnormCopula Source code
ptCopula Source code
qelliptical Source code
qlogistic Source code
qlogisticData Source code
rNo1Copula Source code
rNo2Copula Source code
rarchmCopula Man page Source code
rarchmSlider Man page Source code
rcauchyCopula Source code
rellipticalCopula Man page Source code
rellipticalSlider Man page Source code
revCopula Man page Source code
revSlider Man page Source code
rgumbelCopula Man page Source code
rnormCopula Source code
rtCopula Source code
setfCopulaeEnv Source code
show,fCOPULA-method Man page

Files

ChangeLog
DESCRIPTION
NAMESPACE
R
R/ArchimedeanCopulae.R
R/ArchimedeanDependency.R
R/ArchimedeanGenerator.R
R/ArchimedeanModelling.R
R/ArchimedeanSlider.R
R/EllipticalCopulae.R
R/EllipticalDependency.R
R/EllipticalGenerator.R
R/EllipticalModelling.R
R/EmpiricalCopulae.R
R/ExtremeValueCopulae.R
R/ExtremeValueDependency.R
R/ExtremeValueGenerator.R
R/ExtremeValueModelling.R
R/aaaCopulaeClass.R
R/aaaCopulaeEnv.R
R/zzz.R
inst
inst/obsolete
inst/obsolete/R
inst/obsolete/R/biv-binning.R
inst/obsolete/R/biv-density.R
inst/obsolete/R/biv-gridding.R
inst/obsolete/R/builtin-adapt.R
inst/obsolete/R/bv-dcauchy.R
inst/obsolete/R/bv-delliptical.R
inst/obsolete/R/bv-dnorm.R
inst/obsolete/R/bv-dt.R
inst/obsolete/R/mv-distributions.R
inst/obsolete/R/mv-dsnorm.R
inst/obsolete/R/mv-dst.R
inst/obsolete/src
inst/obsolete/src/adapt2.f
inst/obsolete/src/adapt_callback.c
inst/unitTests
inst/unitTests/Makefile
inst/unitTests/runTests.R
inst/unitTests/runit.ArchimedeanCopulae.R
inst/unitTests/runit.ArchimedeanDependency.R
inst/unitTests/runit.ArchimedeanGenerator.R
inst/unitTests/runit.ArchimedeanModelling.R
inst/unitTests/runit.EllipticalCopulae.R
inst/unitTests/runit.EllipticalDependency.R
inst/unitTests/runit.EllipticalGenerator.R
inst/unitTests/runit.EllipticalModelling.R
inst/unitTests/runit.EmpiricalCopulae.R
inst/unitTests/runit.ExtremeValueCopulae.R
inst/unitTests/runit.ExtremeValueDependency.R
inst/unitTests/runit.ExtremeValueModelling.R
inst/unitTests/runit.ExtrmeValueGenerator.R
inst/unitTests/runit.aaaCopulaClass.R
man
man/00fCopulae-package.Rd
man/ArchimedeanCopulae.Rd
man/ArchimedeanDependency.Rd
man/ArchimedeanGenerator.Rd
man/ArchimedeanModelling.Rd
man/EllipticalCopulae.Rd
man/EllipticalDependency.Rd
man/EllipticalGenerator.Rd
man/EllipticalModelling.Rd
man/EmpiricalCopulae.Rd
man/ExtremeValueCopulae.Rd
man/ExtremeValueDependency.Rd
man/ExtremeValueGenerator.Rd
man/ExtremeValueModelling.Rd
man/aaaCopulaClass.Rd
man/aaaCopulaEnv.Rd
tests
tests/doRUnit.R
fCopulae documentation built on May 21, 2017, 1:29 a.m.