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[ Source: fcopulae  ]

Package: r-cran-fcopulae (2110.78-1)

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GNU R package for financial engineering -- fCopulae

This package of functions for financial engineering and computational finance is part of Rmetrics, a collection of packages written and compiled by Diethelm Wuertz.

fCopulae provides functions for (nonlinear) dependence structure modelling.

Tags: Field: Financial, Implemented in: GNU R, Application Suite: GNU

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