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Description

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.
Metadata

Version

4022.85

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
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