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fCopulae (version 2110.78)

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

2110.78

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

October 28th, 2009

Functions in fCopulae (2110.78)

EllipticalCopulae

Bivariate Elliptical Copulae

EllipticalGenerator

Bivariate Elliptical Copulae

EmpiricalCopulae

Bivariate Empirical Copulae

ArchimedeanGenerator

Bivariate Archimedean Copulae

density2d

Bivariate Density Tools

ArchimedeanModelling

Bivariate Archimedean Copulae

BivariateGridding

Bivariate Gridded Data Sets

MultivariateDistribution

Multivariate Skew Normal and Student-t Distributions

adapt

Adaptive Numerical Integration in 2--20 Dimensions

ExtremeValueCopulae

Bivariate Extreme Value Copulae

t2d

Bivariate Student-t Distribution

cauchy2d

Bivariate Cauchy Distribution

ExtremeValueGenerator

Bivariate Extreme Value Copulae

CopulaeClass

Bivariate Copulae Class

BivariateBinning

Square and Hexagonal Data Binning

EllipticalDependency

Bivariate Elliptical Copulae

ExtremeValueModelling

Bivariate Extreme Value Copulae

elliptical2d

Bivariate Elliptical Densities

norm2d

Bivariate Normal Distribution

ArchimedeanDependency

Bivariate Archimedean Copulae

ArchimedeanCopulae

Bivariate Archimedean Copulae

EllipticalModelling

Bivariate Elliptical Copulae

ExtremeValueDependency

Bivariate Extreme Value Copulae