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fCopulae

Rmetrics - Bivariate Dependence Structures with Copulae

v4052.86 · Feb 21, 2026 · GPL (>= 2)
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Description

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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14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (1)

imports

fPortfolio

Dependency Network

Dependencies Reverse dependencies timeDate timeSeries fBasics fMultivar fPortfolio fCopulae

Version History

new 4052.86 Mar 10, 2026
updated 4052.86 ← 4022.85 diff Feb 21, 2026
updated 4022.85 ← 4021.84 diff Jan 6, 2023
updated 4021.84 ← 3042.82.1 diff Jul 19, 2022
updated 3042.82.1 ← 3042.82 diff Mar 6, 2020
updated 3042.82 ← 3011.81 diff Nov 15, 2017
updated 3011.81 ← 3000.79 diff Sep 16, 2014
updated 3000.79 ← 2110.78 diff Mar 17, 2013
updated 2110.78 ← 2100.77 diff Oct 27, 2009
updated 2100.77 ← 2100.76 diff Sep 27, 2009
updated 2100.76 ← 290.75 diff Apr 19, 2009
updated 290.75 ← 270.74 diff Apr 15, 2009
updated 270.74 ← 270.73 diff Oct 26, 2008
updated 270.73 ← 260.72 diff Oct 22, 2008
updated 260.72 ← 260.71 diff Oct 7, 2007
updated 260.71 ← 251.70 diff Oct 1, 2007
new 251.70 Jul 9, 2007