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 |