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2009-04-02 chalabi | ||
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* DESCRIPTION: more explicit depends and suggests field in DESC | ||
file. | ||
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2009-04-01 chalabi | ||
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* NAMESPACE: updated NAMESPACE | ||
* DESCRIPTION: updated DESC file | ||
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2009-01-28 chalabi | ||
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* man/ArchimedeanCopulae.Rd, man/ArchimedeanDependency.Rd, | ||
man/ArchimedeanModelling.Rd, man/EmpiricalCopulae.Rd, | ||
man/ExtremeValueCopulae.Rd, man/ExtremeValueDependency.Rd, | ||
man/ExtremeValueGenerator.Rd, man/ExtremeValueModelling.Rd: | ||
updated manual pages to new Rd parser | ||
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Package: fCopulae | ||
Version: 270.74 | ||
Date: 1997 - 2008 | ||
Version: 290.75 | ||
Revision: 4033 | ||
Date: 2009-04-15 | ||
Title: Rmetrics - Dependence Structures with Copulas | ||
Author: Diethelm Wuertz and many others, see the SOURCE file | ||
Depends: R (>= 2.4.0), sn, adapt, methods, timeDate, timeSeries, fBasics | ||
Depends: R (>= 2.4.0), sn, adapt, methods, timeDate, timeSeries, | ||
fBasics | ||
Suggests: RUnit, tcltk | ||
Maintainer: Rmetrics Core Team <Rmetrics-core@r-project.org> | ||
Description: Environment for teaching "Financial Engineering and Computational Finance" | ||
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE. | ||
THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, | ||
AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES. | ||
Description: Environment for teaching "Financial Engineering and | ||
Computational Finance" | ||
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE | ||
FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS | ||
WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES. | ||
LazyLoad: yes | ||
LazyData: yes | ||
License: GPL (>= 2) | ||
URL: http://www.rmetrics.org | ||
Packaged: Mon Oct 27 15:25:16 2008; yankee | ||
Packaged: 2009-04-15 17:34:48 UTC; yankee | ||
Repository: CRAN | ||
Date/Publication: 2009-04-16 07:00:18 |
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################################################ | ||
## import name space | ||
################################################ | ||
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################################################ | ||
## S4 classes | ||
################################################ | ||
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exportClasses("fCOPULA", | ||
"fMV" ) | ||
exportMethods("show" ) | ||
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################################################ | ||
## S3 classes | ||
################################################ | ||
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S3method("plot", "fMV") | ||
S3method("plot", "hexBinning") | ||
S3method("plot", "squareBinning") | ||
S3method("summary", "fMV") | ||
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################################################ | ||
## functions | ||
################################################ | ||
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export( | ||
"Afunc", | ||
".AfuncFirstDer", | ||
".AfuncSecondDer", | ||
"AfuncSlider", | ||
".archm2Tau", | ||
"archmCheck", | ||
"archmCopulaFit", | ||
"archmCopulaSim", | ||
"archmList", | ||
"archmParam", | ||
"archmRange", | ||
"archmRho", | ||
".archmRho", | ||
"archmTailCoeff", | ||
"archmTailPlot", | ||
"archmTau", | ||
".archmTau", | ||
".archmTauRange", | ||
"contour.gridData", | ||
".copulaRho", | ||
".darchm1Copula", | ||
".darchm2Copula", | ||
".darchmContourSlider", | ||
"darchmCopula", | ||
".darchmPerspSlider", | ||
"darchmSlider", | ||
"dcauchy2d", | ||
".dcauchyCopula", | ||
".Debye", | ||
".Debye1", | ||
".delliptical", | ||
"delliptical2d", | ||
".delliptical2dSlider", | ||
".dellipticalContourSlider", | ||
"dellipticalCopula", | ||
".dellipticalCopulaGrid", | ||
".dellipticalPerspSlider", | ||
"dellipticalSlider", | ||
"dempiricalCopula", | ||
"density2d", | ||
".dev1Copula", | ||
".dev2Copula", | ||
".devContourSlider", | ||
"devCopula", | ||
".devPerspSlider", | ||
"devSlider", | ||
"dgumbelCopula", | ||
".dmoCopula", | ||
"dmvsnorm", | ||
"dmvst", | ||
"dnorm2d", | ||
".dnorm2d", | ||
".dnormCopula", | ||
"dt2d", | ||
".dtCopula", | ||
"ellipticalCheck", | ||
"ellipticalCopulaFit", | ||
"ellipticalCopulaSim", | ||
"ellipticalList", | ||
"ellipticalParam", | ||
"ellipticalRange", | ||
"ellipticalRho", | ||
".ellipticalRho", | ||
"ellipticalTailCoeff", | ||
"ellipticalTailPlot", | ||
"ellipticalTau", | ||
".ev1Rho", | ||
".ev1Tau", | ||
".ev2Rho", | ||
".ev2Tau", | ||
"evCheck", | ||
"evCopulaFit", | ||
"evCopulaSim", | ||
"evList", | ||
"evParam", | ||
"evRange", | ||
"evRho", | ||
"evTailCoeff", | ||
"evTailCoeffSlider", | ||
"evTau", | ||
".getfCopulaeEnv", | ||
"gfunc", | ||
".gfunc2d", | ||
"gfuncSlider", | ||
"grid2d", | ||
"gridData", | ||
"hexBinning", | ||
"hist2d", | ||
"integrate2d", | ||
".invK", | ||
".invK2", | ||
".invPhi", | ||
".invPhiFirstDer", | ||
".invPhiSecondDer", | ||
"Kfunc", | ||
".Kfunc", | ||
"KfuncSlider", | ||
".makeConcordanceTable", | ||
"mvFit", | ||
".mvsnormFit", | ||
".mvsnormPlot", | ||
".mvsnorm.plot.1", | ||
".mvsnorm.plot.1A", | ||
".mvsnorm.plot.1B", | ||
".mvsnorm.plot.2", | ||
".mvsnorm.plot.3", | ||
".mvsnorm.plot.4", | ||
".mvsnorm.plot.5", | ||
".mvstFit", | ||
".mvstPlot", | ||
".mvst.plot.1", | ||
".mvst.plot.1A", | ||
".mvst.plot.1B", | ||
".mvst.plot.2", | ||
".mvst.plot.3", | ||
".mvst.plot.4", | ||
".mvst.plot.5", | ||
".parchm1Copula", | ||
".parchm2Copula", | ||
".parchmContourSlider", | ||
"parchmCopula", | ||
".parchmPerspSlider", | ||
"parchmSlider", | ||
"pcauchy2d", | ||
".pcauchyCopula", | ||
".pelliptical", | ||
".pellipticalContourSlider", | ||
"pellipticalCopula", | ||
".pellipticalCopulaDiag", | ||
".pellipticalCopulaGrid", | ||
".pellipticalPerspSlider", | ||
"pellipticalSlider", | ||
"pempiricalCopula", | ||
"persp.gridData", | ||
".pev1Copula", | ||
".pev2Copula", | ||
".pevContourSlider", | ||
"pevCopula", | ||
".pevPerspSlider", | ||
"pevSlider", | ||
"pfrechetCopula", | ||
"pgumbelCopula", | ||
"Phi", | ||
".Phi", | ||
".Phi0", | ||
".PhiFirstDer", | ||
".PhiSecondDer", | ||
"PhiSlider", | ||
".pmoCopula", | ||
"pmvsnorm", | ||
"pmvst", | ||
"pnorm2d", | ||
".pnorm2d", | ||
".pnormCopula", | ||
"pt2d", | ||
".ptCopula", | ||
".qelliptical", | ||
".qlogistic", | ||
".qlogisticData", | ||
"rarchmCopula", | ||
"rarchmSlider", | ||
"rcauchy2d", | ||
".rcauchyCopula", | ||
"rellipticalCopula", | ||
"rellipticalSlider", | ||
"revCopula", | ||
"revSlider", | ||
"rgumbelCopula", | ||
"rmvsnorm", | ||
"rmvst", | ||
".rNo1Copula", | ||
".rNo2Copula", | ||
"rnorm2d", | ||
".rnorm2d", | ||
".rnormCopula", | ||
"rt2d", | ||
".rtCopula", | ||
".setfCopulaeEnv", | ||
"squareBinning", | ||
".TInt", | ||
".TOwen" ) |
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