fCopulae

MaRDI QIDQ33940swMATHCRANFDO

Authors Tobias Setz, Diethelm Wuertz

Last update 7 January 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 4022.85

Official website https://cran.r-project.org/web/packages/fCopulae/index.html

Source code repository https://github.com/cran/fCopulae

Cited in

(26)

• egpd4gamlss
• Statistical arbitrage with vine copulas
• mvPot
• nacopula
• HAC
• RTDE
• gofCopula
• futureheatwaves
• hkevp
• extremogram
• VaRES
• ReporteRs
• ExtremalDep
• R2Cuba
• fgac
• Gumbel
• QRMlib
• condMVNorm
• fPortfolio
• Basic elements of computational statistics
• extremeStat
• extremis
• lax
• RWsearch
• ptsuite
• tea

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