fCopulae
Rmetrics - Bivariate Dependence Structures with Copulae
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.
- Version4022.85
- R version≥ 2.15.1
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release01/07/2023
Documentation
Team
Paul Smith
Diethelm Wuertz
aut],Tobias
aut],Yohan
Chalabi
ctb],Paul
Smith
Show author detailsRolesMaintainer
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- Depends5 packages
- Imports2 packages
- Suggests5 packages
- Reverse Imports1 package