Other packages > Find by keyword >

fCopulae  

Rmetrics - Bivariate Dependence Structures with Copulae
View on CRAN: Click here


Download and install fCopulae package within the R console
Install from CRAN:
install.packages("fCopulae")

Install from Github:
library("remotes")
install_github("cran/fCopulae")

Install by package version:
library("remotes")
install_version("fCopulae", "4022.85")



Attach the package and use:
library("fCopulae")
Maintained by
Paul Smith
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2007-07-10
Latest Update: 2023-01-07
Description:
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.
How to cite:
Paul Smith (2007). fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae. R package version 4022.85, https://cran.r-project.org/web/packages/fCopulae. Accessed 22 Dec. 2024.
Previous versions and publish date:
251.70 (2007-07-10 11:22), 260.71 (2007-10-02 13:18), 260.72 (2007-10-08 21:57), 270.73 (2008-10-23 18:53), 270.74 (2008-10-27 20:44), 290.75 (2009-04-16 09:00), 2100.76 (2009-04-20 11:26), 2100.77 (2009-09-28 16:10), 2110.78 (2009-10-28 08:56), 3000.79 (2013-03-18 07:43), 3011.81 (2014-09-17 15:56), 3042.82.1 (2020-03-07 12:06), 3042.82 (2017-11-16 22:52), 4021.84 (2022-07-20 10:20)
Other packages that cited fCopulae R package
View fCopulae citation profile
Other R packages that fCopulae depends, imports, suggests or enhances
Complete documentation for fCopulae
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

composits  
Compositional, Multivariate and Univariate Time Series Outlier Ensemble
A compositional multivariate and univariate time series outlier ensemble.It uses the four R packages ...
Download / Learn more Package Citations See dependency  
elect  
Estimation of Life Expectancies Using Multi-State Models
Functions to compute state-specific and marginal life expectancies. The computation is based on a fi ...
Download / Learn more Package Citations See dependency  
tropAlgebra  
Tropical Algebraic Functions
It includes functions like tropical addition, tropical multiplication for vectors and matrices. In t ...
Download / Learn more Package Citations See dependency  
wordspace  
Distributional Semantic Models in R
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency  
dmlalg  
Double Machine Learning Algorithms
Implementation of double machine learning (DML) algorithms in R, based on Emmenegger and Buehlmann ...
Download / Learn more Package Citations See dependency  
LOGANTree  
Tree-Based Models for the Analysis of Log Files from Computer-Based Assessments
Enables researchers to model log-file data from computer-based assessments using machine-learning te ...
Download / Learn more Package Citations See dependency  
Maintainer: Qi Qin (view profile)

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA