fCopulae (3042.82)

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Rmetrics - Bivariate Dependence Structures with Copulae.

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

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.

Maintainer: Tobias Setz
Author(s): 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 about 1 month ago.


6 previous versions

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