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.

Version: 3042.82
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics, fMultivar
Imports: grDevices, graphics, stats
Suggests: methods, RUnit, tcltk, mvtnorm, sn
Published: 2017-11-16
Author: Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz at live.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.rmetrics.org
NeedsCompilation: no
Materials: ChangeLog
In views: Distributions, Finance
CRAN checks: fCopulae results


Reference manual: fCopulae.pdf
Package source: fCopulae_3042.82.tar.gz
Windows binaries: r-devel: fCopulae_3042.82.zip, r-release: fCopulae_3042.82.zip, r-oldrel: fCopulae_3042.82.zip
OS X El Capitan binaries: r-release: fCopulae_3042.82.tgz
OS X Mavericks binaries: r-oldrel: fCopulae_3042.82.tgz
Old sources: fCopulae archive

Reverse dependencies:

Reverse imports: fPortfolio


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