Environment for teaching "Financial Engineering and Computational Finance".

Documentation

Manual: fCopulae.pdf
Vignette: None available.

Maintainer: Tobias Setz <tobias.setz at rmetrics.org>

Author(s): Rmetrics Core Team, Diethelm Wuertz*, Tobias Setz* Yohan Chalabi*

Install package and any missing dependencies by running this line in your R console:

install.packages("fCopulae")

Depends R (>= 2.15.1), timeDate, timeSeries, fBasics, fMultivar
Imports
Suggests methods, RUnit, tcltk, mvtnorm, sn
Enhances
Linking to
Reverse
depends
Reverse
imports
fPortfolio
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package fCopulae
Materials
URL https://www.rmetrics.org
Task Views Distributions , Finance
Version 3011.81
Published 2014-09-17
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks fCopulae check results
Package source fCopulae_3011.81.tar.gz