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: |
3042.82.1 |
| Depends: |
R (≥ 2.15.1), timeDate, timeSeries, fBasics, fMultivar |
| Imports: |
grDevices, graphics, stats |
| Suggests: |
methods, RUnit, tcltk, mvtnorm, sn |
| Published: |
2020-03-07 |
| Author: |
Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb] |
| Maintainer: |
Tobias Setz <tobias.setz at live.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://www.rmetrics.org |
| NeedsCompilation: |
no |
| Materials: |
ChangeLog |
| In views: |
Distributions, Finance |
| CRAN checks: |
fCopulae results |