fCopulae4022.85 package

Rmetrics - Bivariate Dependence Structures with Copulae

00fCopulae-package

Modelling Copulae and Dependence Structures

aaaCopulaClass

Bivariate Copula Class

aaaCopulaEnv

Bivariate Copula Environment

ArchimedeanCopulae

Bivariate Archimedean Copulae

ArchimedeanDependency

Bivariate Archimedean Copulae

ArchimedeanGenerator

Bivariate Archimedean Copulae

ArchimedeanModelling

Bivariate Archimedean Copulae

EllipticalCopulae

Bivariate Elliptical Copulae

EllipticalDependency

Bivariate Elliptical Copulae

EllipticalGenerator

Bivariate Elliptical Copulae

EllipticalModelling

Bivariate Elliptical Copulae

EmpiricalCopulae

Bivariate Empirical Copulae

ExtremeValueCopulae

Bivariate Extreme Value Copulae

ExtremeValueDependency

Bivariate Extreme Value Copulae

ExtremeValueGenerator

Bivariate Extreme Value Copulae

ExtremeValueModelling

Bivariate Extreme Value Copulae

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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.