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fCopulae (version 3000.79)

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

1,248

Version

3000.79

License

GPL (>= 2)

Maintainer

Yohan Chalabi

Last Published

March 18th, 2013

Functions in fCopulae (3000.79)

BivariateGridding

Bivariate Gridded Data Sets

BivariateBinning

Square and Hexagonal Data Binning

ArchimedeanGenerator

Bivariate Archimedean Copulae

elliptical2d

Bivariate Elliptical Densities

EllipticalModelling

Bivariate Elliptical Copulae

cauchy2d

Bivariate Cauchy Distribution

MultivariateDistribution

Multivariate Skew Normal and Student-t Distributions

ArchimedeanCopulae

Bivariate Archimedean Copulae

ExtremeValueGenerator

Bivariate Extreme Value Copulae

ExtremeValueModelling

Bivariate Extreme Value Copulae

norm2d

Bivariate Normal Distribution

ArchimedeanDependency

Bivariate Archimedean Copulae

ArchimedeanModelling

Bivariate Archimedean Copulae

EmpiricalCopulae

Bivariate Empirical Copulae

CopulaeClass

Bivariate Copulae Class

EllipticalCopulae

Bivariate Elliptical Copulae

EllipticalGenerator

Bivariate Elliptical Copulae

adapt

Adaptive Numerical Integration in 2--20 Dimensions

ExtremeValueDependency

Bivariate Extreme Value Copulae

t2d

Bivariate Student-t Distribution

EllipticalDependency

Bivariate Elliptical Copulae

ExtremeValueCopulae

Bivariate Extreme Value Copulae

density2d

Bivariate Density Tools