fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae

Environment for teaching "Financial Engineering and Computational Finance".

Version: 3011.81
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics, fMultivar
Suggests: methods, RUnit, tcltk, mvtnorm, sn
Published: 2014-09-17
Author: Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre] Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz at rmetrics.org>
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


Reference manual: fCopulae.pdf
Package source: fCopulae_3011.81.tar.gz
Windows binaries: r-devel: fCopulae_3011.81.zip, r-release: fCopulae_3011.81.zip, r-oldrel: fCopulae_3011.81.zip
OS X El Capitan binaries: r-release: fCopulae_3011.81.tgz
OS X Mavericks binaries: r-oldrel: fCopulae_3011.81.tgz
Old sources: fCopulae archive

Reverse dependencies:

Reverse imports: fPortfolio


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