fCopulae (3011.81)

Rmetrics - Bivariate Dependence Structures with Copulae.


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 almost 5 years ago.