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fCopulae (version 270.73)

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

270.73

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

January 8th, 2023

Functions in fCopulae (270.73)

ExtremeValueGenerator

Bivariate Extreme Value Copulae

ArchimedeanDependency

Bivariate Archimedean Copulae

BivariateBinning

Square and Hexagonal Data Binning

ExtremeValueCopulae

Bivariate Extreme Value Copulae

EllipticalGenerator

Bivariate Elliptical Copulae

norm2d

Bivariate Normal Distribution

ExtremeValueModelling

Bivariate Extreme Value Copulae

t2d

Bivariate Student-t Distribution

ArchimedeanCopulae

Bivariate Archimedean Copulae

ArchimedeanGenerator

Bivariate Archimedean Copulae

EllipticalModelling

Bivariate Elliptical Copulae

EmpiricalCopulae

Bivariate Empirical Copulae

MultivariateDistribution

Multivariate Skew Normal and Student-t Distributions

cauchy2d

Bivariate Cauchy Distribution

EllipticalCopulae

Bivariate Elliptical Copulae

EllipticalDependency

Bivariate Elliptical Copulae

BivariateGridding

Bivariate Gridded Data Sets

ExtremeValueDependency

Bivariate Extreme Value Copulae

ArchimedeanModelling

Bivariate Archimedean Copulae

elliptical2d

Bivariate Elliptical Densities

density2d

Bivariate Density Tools

CopulaeClass

Bivariate Copulae Class