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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
4052.86 |
rolling source/ R- | fCopulae_4052.86.tar.gz |
89.3 KiB |
4052.86 |
latest source/ R- | fCopulae_4052.86.tar.gz |
89.3 KiB |
4052.86 |
2026-04-23 source/ R- | fCopulae_4052.86.tar.gz |
89.3 KiB |
4052.86 |
2026-04-09 windows/windows R-4.5 | fCopulae_4052.86.zip |
596.7 KiB |