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-devel (arm64): fCopulae_4022.85.tgz, r-release (arm64): fCopulae_4022.85.tgz, r-oldrel (arm64): fCopulae_4022.85.tgz, r-devel (x86_64): 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 imports: | fPortfolio |
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