fCopulae (3011.81)

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 4 years ago.