fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae
Version 3042.82

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

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication2017-11-16 16:12:36
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
URL https://www.rmetrics.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fCopulae", repos="http://R-Forge.R-project.org")

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fCopulae documentation built on Nov. 17, 2017, 2:31 p.m.