fCopulae (3011.81)

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Rmetrics - Bivariate Dependence Structures with Copulae.

https://www.rmetrics.org
http://cran.r-project.org/web/packages/fCopulae

Environment for teaching "Financial Engineering and Computational Finance".

Maintainer: Tobias Setz
Author(s): Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre] Yohan Chalabi [ctb]

License: GPL (>= 2)

Uses: fBasics, fMultivar, timeDate, timeSeries, RUnit, mvtnorm, sn
Reverse depends: fAssets, fPortfolio, JJcorr, Rmetrics

Released over 2 years ago.


5 previous versions

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Related packages: actuar, copula, fBasics, fgac, ghyp, mvtnorm, fExtremes, FatTailsR, frmqa, CompQuadForm, AdMit, bayesm, BiasedUrn, compoisson, Davies, distr, distrDoc, distrEx, distrMod, distrSim(20 best matches, based on common tags.)


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Visit fCopulae on R Graphical Manual.