fCopulae (2110.78)

Rmetrics - Dependence Structures with Copulas.

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

Environment for teaching "Financial Engineering and Computational Finance"

Maintainer: Diethelm Wuertz
Author(s): Diethelm Wuertz and many others, see the SOURCE file

License: GPL (>= 2)

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

Released over 9 years ago.