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fCopulae (version 2100.76)

Rmetrics - Dependence Structures with Copulas

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fCopulae')

Monthly Downloads

1,321

Version

2100.76

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

April 20th, 2009

Functions in fCopulae (2100.76)

EllipticalModelling

Bivariate Elliptical Copulae

cauchy2d

Bivariate Cauchy Distribution

EllipticalDependency

Bivariate Elliptical Copulae

density2d

Bivariate Density Tools

BivariateBinning

Square and Hexagonal Data Binning

ArchimedeanCopulae

Bivariate Archimedean Copulae

ArchimedeanGenerator

Bivariate Archimedean Copulae

ExtremeValueGenerator

Bivariate Extreme Value Copulae

t2d

Bivariate Student-t Distribution

EmpiricalCopulae

Bivariate Empirical Copulae

BivariateGridding

Bivariate Gridded Data Sets

EllipticalCopulae

Bivariate Elliptical Copulae

ArchimedeanDependency

Bivariate Archimedean Copulae

ExtremeValueModelling

Bivariate Extreme Value Copulae

CopulaeClass

Bivariate Copulae Class

ArchimedeanModelling

Bivariate Archimedean Copulae

elliptical2d

Bivariate Elliptical Densities

norm2d

Bivariate Normal Distribution

ExtremeValueDependency

Bivariate Extreme Value Copulae

EllipticalGenerator

Bivariate Elliptical Copulae

ExtremeValueCopulae

Bivariate Extreme Value Copulae

MultivariateDistribution

Multivariate Skew Normal and Student-t Distributions