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fCopulae (version 2100.77)

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

2100.77

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

September 28th, 2009

Functions in fCopulae (2100.77)

ExtremeValueGenerator

Bivariate Extreme Value Copulae

cauchy2d

Bivariate Cauchy Distribution

ArchimedeanModelling

Bivariate Archimedean Copulae

BivariateBinning

Square and Hexagonal Data Binning

CopulaeClass

Bivariate Copulae Class

EmpiricalCopulae

Bivariate Empirical Copulae

ArchimedeanGenerator

Bivariate Archimedean Copulae

ExtremeValueCopulae

Bivariate Extreme Value Copulae

ArchimedeanCopulae

Bivariate Archimedean Copulae

EllipticalCopulae

Bivariate Elliptical Copulae

EllipticalDependency

Bivariate Elliptical Copulae

norm2d

Bivariate Normal Distribution

ArchimedeanDependency

Bivariate Archimedean Copulae

ExtremeValueDependency

Bivariate Extreme Value Copulae

density2d

Bivariate Density Tools

MultivariateDistribution

Multivariate Skew Normal and Student-t Distributions

EllipticalModelling

Bivariate Elliptical Copulae

elliptical2d

Bivariate Elliptical Densities

ExtremeValueModelling

Bivariate Extreme Value Copulae

BivariateGridding

Bivariate Gridded Data Sets

EllipticalGenerator

Bivariate Elliptical Copulae

t2d

Bivariate Student-t Distribution