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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 25 Jun. 2026.
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), 4022.85 (2023-01-07 23:50)
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
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