⚠️There's a newer version (4022.85) of this package.Take me there.

fCopulae (version 290.75)

Rmetrics - Dependence Structures with Copulas

Description

Environment for teaching "Financial Engineering and Computational Finance"

Copy Link

Version

Install

install.packages('fCopulae')

Monthly Downloads

1,321

Version

290.75

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

April 16th, 2009

Functions in fCopulae (290.75)

ExtremeValueGenerator

Bivariate Extreme Value Copulae

ArchimedeanGenerator

Bivariate Archimedean Copulae

ArchimedeanDependency

Bivariate Archimedean Copulae

density2d

Bivariate Density Tools

EllipticalGenerator

Bivariate Elliptical Copulae

cauchy2d

Bivariate Cauchy Distribution

t2d

Bivariate Student-t Distribution

BivariateGridding

Bivariate Gridded Data Sets

EllipticalCopulae

Bivariate Elliptical Copulae

EllipticalModelling

Bivariate Elliptical Copulae

elliptical2d

Bivariate Elliptical Densities

ArchimedeanCopulae

Bivariate Archimedean Copulae

MultivariateDistribution

Multivariate Skew Normal and Student-t Distributions

ExtremeValueModelling

Bivariate Extreme Value Copulae

norm2d

Bivariate Normal Distribution

ExtremeValueDependency

Bivariate Extreme Value Copulae

ArchimedeanModelling

Bivariate Archimedean Copulae

BivariateBinning

Square and Hexagonal Data Binning

CopulaeClass

Bivariate Copulae Class

EllipticalDependency

Bivariate Elliptical Copulae

EmpiricalCopulae

Bivariate Empirical Copulae

ExtremeValueCopulae

Bivariate Extreme Value Copulae