Learn R Programming

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

fCopulae (version 3011.81)

Rmetrics - Bivariate Dependence Structures with Copulae

Description

Environment for teaching "Financial Engineering and Computational Finance".

Copy Link

Version

Install

install.packages('fCopulae')

Monthly Downloads

1,248

Version

3011.81

License

GPL (>= 2)

Maintainer

Tobias Setz

Last Published

September 17th, 2014

Functions in fCopulae (3011.81)

EllipticalModelling

Bivariate Elliptical Copulae
EllipticalDependency

Bivariate Elliptical Copulae
ExtremeValueCopulae

Bivariate Extreme Value Copulae
ExtremeValueDependency

Bivariate Extreme Value Copulae
ArchimedeanDependency

Bivariate Archimedean Copulae
fCopulae-package

Modelling Copulae and Dependence Structures
EllipticalGenerator

Bivariate Elliptical Copulae
ExtremeValueGenerator

Bivariate Extreme Value Copulae
ArchimedeanModelling

Bivariate Archimedean Copulae
ExtremeValueModelling

Bivariate Extreme Value Copulae
EllipticalCopulae

Bivariate Elliptical Copulae
ArchimedeanGenerator

Bivariate Archimedean Copulae
CopulaClass

Bivariate Copula Class
EmpiricalCopulae

Bivariate Empirical Copulae
ArchimedeanCopulae

Bivariate Archimedean Copulae
CopulaEnv

Bivariate Copula Environment