A collection and description of functions to investigate bivariate Archimedean copulae.
● Data Source:
CranContrib
● Keywords: models
● Alias: ArchimedeanDependency
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fCopulae-package
(Package: fCopulae) :
Modelling Copulae and Dependence Structures
The Rmetrics fCopulae package is 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.
● Data Source:
CranContrib
● Keywords: package
● Alias: fCopulae, fCopulae-package
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A collection and description of functions to investigate bivariate elliptical copulae.
● Data Source:
CranContrib
● Keywords: models
● Alias: EllipticalDependency
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A collection and description of functions concerned with the generator function for the elliptical copula and with functions for setting and checking the distributional parameters.
● Data Source:
CranContrib
● Keywords: models
● Alias: EllipticalGenerator
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A collection and description of functions to investigate bivariate Archimedean copulae.
● Data Source:
CranContrib
● Keywords: models
● Alias: ArchimedeanModelling
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CopulaEnv
(Package: fCopulae) :
Bivariate Copula Environment
Set and Get functions for the Copula environment.
● Data Source:
CranContrib
● Keywords: models
● Alias: CopulaEnv
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A collection and description of functions to investigate bivariate elliptical copulae.
● Data Source:
CranContrib
● Keywords: models
● Alias: EllipticalModelling
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A collection and description of functions to investigate bivariate extreme value copulae.
● Data Source:
CranContrib
● Keywords: models
● Alias: ExtremeValueDependency
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A collection and description of functions concerned with the generator function for the Archimedean copula and with functions for setting and checking the distributional parameters.
● Data Source:
CranContrib
● Keywords: models
● Alias: ArchimedeanGenerator
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A collection and description of functions to investigate bivariate extreme value copulae.
● Data Source:
CranContrib
● Keywords: models
● Alias: ExtremeValueCopulae
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