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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

Documentation:

Reference manual: fCopulae.pdf

Downloads:

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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=fCopulae to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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