fCopulae

Rmetrics - Bivariate Dependence Structures with Copulae

CRAN Package

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.


Documentation


Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Depends4 packages
  • Suggests3 packages
  • Reverse Imports1 package