Package: fCopulae 4052.86

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.

Authors:Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [ctb], Paul Smith [cre]

fCopulae_4052.86.tar.gz
fCopulae_4052.86.zip(r-4.7)fCopulae_4052.86.zip(r-4.6)fCopulae_4052.86.zip(r-4.5)
fCopulae_4052.86.tgz(r-4.6-any)fCopulae_4052.86.tgz(r-4.5-any)
fCopulae_4052.86.tar.gz(r-4.7-any)fCopulae_4052.86.tar.gz(r-4.6-any)
fCopulae_4052.86.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
fCopulae/json (API)

# Install 'fCopulae' in R:
install.packages('fCopulae', repos = c('https://waternumbers.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://r-forge.r-project.org/projects/rmetrics

On CRAN:

Conda:

4.53 score 1 stars 3 packages 27 scripts 1.1k downloads 62 exports 20 dependencies

Last updated from:d8bc4aeb58. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK196
source / vignettesOK189
linux-release-x86_64OK162
macos-release-arm64OK103
macos-oldrel-arm64OK115
windows-develOK152
windows-releaseOK211
windows-oldrelOK164
wasm-releaseOK100

Exports:AfuncAfuncSliderarchmCheckarchmCopulaFitarchmCopulaSimarchmListarchmParamarchmRangearchmRhoarchmTailCoeffarchmTailPlotarchmTaudarchmCopuladarchmSliderdellipticalCopuladellipticalSliderdempiricalCopuladevCopuladevSliderdgumbelCopulaellipticalCheckellipticalCopulaFitellipticalCopulaSimellipticalListellipticalParamellipticalRangeellipticalRhoellipticalTailCoeffellipticalTailPlotellipticalTauevCheckevCopulaFitevCopulaSimevListevParamevRangeevRhoevTailCoeffevTailCoeffSliderevTaugfuncgfuncSliderKfuncKfuncSliderparchmCopulaparchmSliderpellipticalCopulapellipticalSliderpempiricalCopulapevCopulapevSliderpfrechetCopulapgumbelCopulaPhiPhiSliderrarchmCopulararchmSliderrellipticalCopularellipticalSliderrevCopularevSliderrgumbelCopula

Dependencies:cubaturefBasicsfMultivargsslatticeMASSMatrixMatrixModelsmnormtmvtnormnumDerivquantregRcppsnSparseMspatialstabledistsurvivaltimeDatetimeSeries

Readme and manuals

Help Manual

Help pageTopics
Modelling Copulae and Dependence StructuresfCopulae-package fCopulae
Bivariate Archimedean CopulaeArchimedeanCopulae darchmCopula darchmSlider dgumbelCopula parchmCopula parchmSlider pgumbelCopula rarchmCopula rarchmSlider rgumbelCopula
Bivariate Archimedean CopulaeArchimedeanDependency archmRho archmTailCoeff archmTailPlot archmTau
Bivariate Archimedean CopulaeArchimedeanGenerator archmCheck archmList archmParam archmRange Kfunc KfuncSlider Phi PhiSlider
Bivariate Archimedean CopulaeArchimedeanModelling archmCopulaFit archmCopulaSim
Bivariate Copula ClassCopulaClass fCOPULA fCOPULA-class pfrechetCopula show,fCOPULA-method
Bivariate Copula EnvironmentCopulaEnv
Bivariate Elliptical CopulaedellipticalCopula dellipticalSlider EllipticalCopulae pellipticalCopula pellipticalSlider rellipticalCopula rellipticalSlider
Bivariate Elliptical CopulaeEllipticalDependency ellipticalRho ellipticalTailCoeff ellipticalTailPlot ellipticalTau
Bivariate Elliptical CopulaeellipticalCheck EllipticalGenerator ellipticalList ellipticalParam ellipticalRange gfunc gfuncSlider
Bivariate Elliptical CopulaeellipticalCopulaFit ellipticalCopulaSim EllipticalModelling
Bivariate Empirical CopulaedempiricalCopula EmpiricalCopulae pempiricalCopula
Bivariate Extreme Value CopulaedevCopula devSlider ExtremeValueCopulae pevCopula pevSlider revCopula revSlider
Bivariate Extreme Value CopulaeevRho evTailCoeff evTailCoeffSlider evTau ExtremeValueDependency
Bivariate Extreme Value CopulaeAfunc AfuncSlider evCheck evList evParam evRange ExtremeValueGenerator
Bivariate Extreme Value CopulaeevCopulaFit evCopulaSim ExtremeValueModelling