fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae

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.

Version: 4022.85
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics, fMultivar
Imports: grDevices, graphics, stats
Suggests: methods, RUnit, tcltk, mvtnorm, sn
Published: 2023-01-07
DOI: 10.32614/CRAN.package.fCopulae
Author: Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [ctb], Paul Smith [cre]
Maintainer: Paul Smith <paul at waternumbers.co.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.rmetrics.org
NeedsCompilation: no
Materials: ChangeLog
In views: Distributions, ExtremeValue, Finance
CRAN checks: fCopulae results


Reference manual: fCopulae.pdf


Package source: fCopulae_4022.85.tar.gz
Windows binaries: r-devel: fCopulae_4022.85.zip, r-release: fCopulae_4022.85.zip, r-oldrel: fCopulae_4022.85.zip
macOS binaries: r-release (arm64): fCopulae_4022.85.tgz, r-oldrel (arm64): fCopulae_4022.85.tgz, r-release (x86_64): fCopulae_4022.85.tgz, r-oldrel (x86_64): fCopulae_4022.85.tgz
Old sources: fCopulae archive

Reverse dependencies:

Reverse imports: fPortfolio


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