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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
Version
4022.85
4021.84
3042.82.1
3011.81
3000.79
2110.78
2100.77
2100.76
290.75
270.74
270.73
260.72
260.71
251.70
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Install
install.packages('fCopulae')
Monthly Downloads
2,225
Version
2100.76
License
GPL (>= 2)
Maintainer
Rmetrics Team
Last Published
April 20th, 2009
Functions in fCopulae (2100.76)
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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