fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae

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.

Version:	4052.86
Depends:	R (≥ 2.15.1), timeDate, timeSeries, fBasics, fMultivar
Imports:	grDevices, graphics, stats
Suggests:	methods, RUnit, tcltk, mvtnorm, sn
Published:	2026-02-22
DOI:	10.32614/CRAN.package.fCopulae
Author:	Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [ctb], Paul Smith [cre]
Maintainer:	Paul Smith <paul at waternumbers.co.uk>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://www.rmetrics.org
NeedsCompilation:	no
Materials:	ChangeLog
In views:	Distributions, ExtremeValue, Finance
CRAN checks:	fCopulae results

Documentation:

Reference manual:

fCopulae.html , fCopulae.pdf

Downloads:

Package source:	fCopulae_4052.86.tar.gz
Windows binaries:	r-devel: fCopulae_4052.86.zip, r-release: fCopulae_4052.86.zip, r-oldrel: fCopulae_4052.86.zip
macOS binaries:	r-release (arm64): fCopulae_4052.86.tgz, r-oldrel (arm64): fCopulae_4052.86.tgz, r-release (x86_64): fCopulae_4052.86.tgz, r-oldrel (x86_64): fCopulae_4052.86.tgz
Old sources:	fCopulae archive

Reverse dependencies:

Reverse imports:

fPortfolio

Linking:

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