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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Install

install.packages('fCopulae')

Monthly Downloads

2,957

Version

4021.84

License

GPL (>= 2)

Maintainer

Last Published

July 20th, 2022

Functions in fCopulae (4021.84)