r-fcopulae 4022.85
Propagated dependencies: r-timeseries@4041.111 r-timedate@4041.110 r-fmultivar@4031.84 r-fbasics@4041.97
Channel: guix-cran
Home page: https://www.rmetrics.org
Licenses: GPL 2+
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 results: 1