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fCopulae (version 4021.84)

Rmetrics - Bivariate Dependence Structures with Copulae

Description

Provides a collection of functions to manage, to investigate and to analyze bivariate financial returns by Copulae. Included are the families of Archemedean, Elliptical, Extreme Value, and Empirical Copulae.

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Version

Install

install.packages('fCopulae')

Monthly Downloads

1,002

Version

4021.84

License

GPL (>= 2)

Maintainer

Paul Smith

Last Published

July 20th, 2022

Functions in fCopulae (4021.84)

ArchimedeanModelling

Bivariate Archimedean Copulae
ArchimedeanDependency

Bivariate Archimedean Copulae
ArchimedeanCopulae

Bivariate Archimedean Copulae
fCopulae-package

Modelling Copulae and Dependence Structures
EllipticalModelling

Bivariate Elliptical Copulae
EllipticalCopulae

Bivariate Elliptical Copulae
EllipticalDependency

Bivariate Elliptical Copulae
EllipticalGenerator

Bivariate Elliptical Copulae
ArchimedeanGenerator

Bivariate Archimedean Copulae
EmpiricalCopulae

Bivariate Empirical Copulae
CopulaClass

Bivariate Copula Class
ExtremeValueGenerator

Bivariate Extreme Value Copulae
ExtremeValueModelling

Bivariate Extreme Value Copulae
CopulaEnv

Bivariate Copula Environment
ExtremeValueDependency

Bivariate Extreme Value Copulae
ExtremeValueCopulae

Bivariate Extreme Value Copulae