r-fcopulae 4052.86
Propagated dependencies: r-timeseries@4052.112 r-timedate@4052.112 r-fmultivar@4031.84 r-fbasics@4052.98
Channel: guix-cran
Home page: https://www.rmetrics.org
Licenses: GPL 2+
Build system: r
Synopsis: Rmetrics - Bivariate Dependence Structures with Copulae
Description:
This package 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.
Total packages: 1