fCopulae (Q33940)
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Rmetrics - Bivariate Dependence Structures with Copulae
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | fCopulae |
Rmetrics - Bivariate Dependence Structures with Copulae |
Statements
expanded from: GPL (≥ 2) (English)
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Diethelm Wuertz
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Tobias Setz
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22 February 2026
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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.
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Identifiers
11 January 2023
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