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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
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
2110.78
License
GPL (>= 2)
Maintainer
Rmetrics Team
Last Published
October 28th, 2009
Functions in fCopulae (2110.78)
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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