r-fcopulae
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.
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Summary
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.
Last Updated
Feb 22, 2026 at 10:46
License
GPL-2.0-or-later
Total Downloads
8.1K
Version Downloads
68
Supported Platforms
noarch