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fCopulae (version 251.70)

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

251.70

License

GPL Version 2 or later

Maintainer

Diethelm Wuertz

Last Published

January 8th, 2023

Functions in fCopulae (251.70)

EllipticalDependency

Bivariate Elliptical Copulae
ExtremeValueModelling

Bivariate Extreme Value Copulae
ExtremeValueCopulae

Bivariate Extreme Value Copulae
ArchimedeanCopulae

Bivariate Archimedean Copulae
CopulaeClass

Bivariate Copulae Class
ArchimedeanDependency

Bivariate Archimedean Copulae
ArchimedeanGenerator

Bivariate Archimedean Copulae
EmpiricalCopulae

Bivariate Empirical Copulae
EllipticalCopulae

Bivariate Elliptical Copulae
EllipticalModelling

Bivariate Elliptical Copulae
ExtremeValueGenerator

Bivariate Extreme Value Copulae
ArchimedeanModelling

Bivariate Archimedean Copulae
ExtremeValueDependency

Bivariate Extreme Value Copulae
EllipticalGenerator

Bivariate Elliptical Copulae