fCopulae: Rmetrics - Dependence Structures with Copulas

Environment for teaching "Financial Engineering and Computational Finance"

Version: 3000.79
Depends: R (≥ 2.4.0), sn, methods, timeDate, timeSeries, fBasics (≥ 2100.78)
Suggests: RUnit, tcltk
Published: 2013-03-18
Author: Diethelm Wuertz and many others, see the SOURCE file
Maintainer: Yohan Chalabi <yohan.chalabi at rmetrics.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.rmetrics.org
NeedsCompilation: yes
Materials: ChangeLog
In views: Distributions, Finance
CRAN checks: fCopulae results


Reference manual: fCopulae.pdf
Package source: fCopulae_3000.79.tar.gz
MacOS X binary: fCopulae_3000.79.tgz
Windows binary: fCopulae_3000.79.zip
Old sources: fCopulae archive

Reverse dependencies:

Reverse depends: fAssets, JJcorr