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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
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
3000.79
License
GPL (>= 2)
Maintainer
Yohan Chalabi
Last Published
March 18th, 2013
Functions in fCopulae (3000.79)
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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