R Observatory: Metrics for fCopulae version 4052.86

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

fCopulae

4052.86

Rmetrics - Bivariate Dependence Structures with Copulae

1packages depend

21.7Kdownloads / year

47.4%test coverage

8/13checks pass

Overview

About

Maintained by Paul SmithFirst published 2007-07-1016 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("fCopulae", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-fcopulae

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-fCopulae

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-fCopulae

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

5NOTE8OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc
NOTE r-devel-linux-x86_64-fedora-clang
NOTE r-devel-linux-x86_64-fedora-gcc
NOTE r-devel-windows-x86_64

Slowest check: 6.1 min · r-oldrel-macos-x86_64

Code health

Yes

Tests · ratio 0.00

47.4%

Coverage · measured lines

7

Dependencies · direct

Check history

NOTE2026-07-16
11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 6%

Downloads

21.7K

CRAN downloads in the past year

Rank #3,862 · ~59/day · ~1.8K/mo

Releases R versions

Daily download trend is not available in this view yet.

62630 days

2.3K90 days

21.7K1 year

Compare downloads with other packages →

Also on187 r2u2 autocran932 conda_forge111 c2d4u

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (5)

R >= 2.15.1timeDate timeSeries fBasics fMultivar

Imports (3)

grDevicesgraphicsstats

LinkingTo (0)

none

Suggests (5)

methodsRUnittcltkmvtnorm sn

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

2indirect

fPortfolio

Code & Tests

People & History

People (4)

Maintainer (1)

Paul Smith

Maintainer · added in 4021.84

Authors (2)

Tobias Setz

Author · added in 3042.82

Diethelm Wuertz

Author

Contributors (1)

Yohan Chalabi

Contributor · added in 3042.82

Listed in earlier versions (4)

see the SOURCE file

no longer listed · 251.70 to 3000.79

many others

no longer listed · 251.70 to 3000.79

Rmetrics Core Team

no longer listed · 3011.81

Tobias Setz Yohan Chalabi [ctb]

no longer listed · 3011.81

Package Timeline

16 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
4052.86Latest
2026-02-22 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
4022.85
2023-01-07 · diff ↗
4021.84
2022-07-20 · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
3042.82.1
2020-03-07 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
3042.82
2017-11-16 · diff ↗
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03

Show 25 earlier events

R
R 3.2.0 released · 2015-04-16
3011.81
2014-09-17 · diff ↗
R
R 3.1.0 released · 2014-04-10
R
R 3.0.0 released · 2013-04-03
3000.79
2013-03-18 · diff ↗
R
R 2.15.0 released · 2012-03-30
R
R 2.14.0 released · 2011-10-31
R
R 2.13.0 released · 2011-04-13
R
R 2.12.0 released · 2010-10-15
R
R 2.11.0 released · 2010-04-22
2110.78
2009-10-28 · diff ↗
R
R 2.10.0 released · 2009-10-26
2100.77
2009-09-28 · diff ↗
2100.76
2009-04-20 · diff ↗
R
R 2.9.0 released · 2009-04-17
290.75
2009-04-16 · diff ↗
270.74
2008-10-27 · diff ↗
270.73
2008-10-23 · diff ↗
R
R 2.8.0 released · 2008-10-20
R
R 2.7.0 released · 2008-04-22
260.72
2007-10-08 · diff ↗
R
R 2.6.0 released · 2007-10-03
260.71
2007-10-02 · diff ↗
251.70
2007-07-10
R
R 2.5.0 released · 2007-04-24

Package metadata

First published: 2007-07-10
Total releases: 16 / 19 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 2.15.1
Download size: 90 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Probability Distributions Extreme Value Analysis Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("fCopulae")

Format

Smith, P., Chalabi, Y., Setz, T., & Wuertz, D. (2026). fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae (Version 4052.86) [Computer software]. https://doi.org/10.32614/CRAN.package.fCopulae

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for fCopulae version 4052.86 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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