CRAN/E | fCopulae

fCopulae

Rmetrics - Bivariate Dependence Structures with Copulae

Installation

About

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.

www.rmetrics.org

Key Metrics

Version 4022.85
R ≥ 2.15.1
Published 2023-01-07 266 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks fCopulae results

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Maintainer

Maintainer

Paul Smith

paul@waternumbers.co.uk

Authors

Diethelm Wuertz
aut]
Tobias
Setz
aut]
Yohan
Chalabi
ctb]
Paul
Smith

cre

Material

ChangeLog
Reference manual
Package source

In Views

Distributions
ExtremeValue
Finance

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

fCopulae archive

Depends

R ≥ 2.15.1
timeDate
timeSeries
fBasics
fMultivar

Imports

grDevices
graphics
stats

Suggests

methods
RUnit
tcltk
mvtnorm
sn

Reverse Imports

fPortfolio