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fCopulae (version 4022.85)

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

1,248

Version

4022.85

License

GPL (>= 2)

Maintainer

Paul Smith

Last Published

January 7th, 2023

Functions in fCopulae (4022.85)

EllipticalModelling

Bivariate Elliptical Copulae
EmpiricalCopulae

Bivariate Empirical Copulae
fCopulae-package

Modelling Copulae and Dependence Structures
ArchimedeanCopulae

Bivariate Archimedean Copulae
EllipticalGenerator

Bivariate Elliptical Copulae
EllipticalDependency

Bivariate Elliptical Copulae
ArchimedeanModelling

Bivariate Archimedean Copulae
ArchimedeanGenerator

Bivariate Archimedean Copulae
ArchimedeanDependency

Bivariate Archimedean Copulae
EllipticalCopulae

Bivariate Elliptical Copulae
ExtremeValueModelling

Bivariate Extreme Value Copulae
ExtremeValueDependency

Bivariate Extreme Value Copulae
CopulaClass

Bivariate Copula Class
CopulaEnv

Bivariate Copula Environment
ExtremeValueGenerator

Bivariate Extreme Value Copulae
ExtremeValueCopulae

Bivariate Extreme Value Copulae