This is the Debian GNU/Linux r-cran-fcopulae package of fCopulae, a
set of functions for modeling of (nonlinear and nonnormal) dependence
between variables, and part of Rmetrics, a collection of packages for
financial engineering and computational finance. Both fCopulae and
Rmetrics were written and compiled primarily by Diethelm Wuertz.
This package was created by Dirk Eddelbuettel <edd@debian.org>.
The sources were downloaded from
http://www.rmetrics.org
and are also available from
http://cran.r-project.org/src/contrib/
and all CRAN mirrors as e.g.
http://cran.us.r-project.org/src/contrib/
The package was renamed from its upstream name 'fCopulae to
'r-cran-fcopulae to fit the pattern of CRAN (and non-CRAN) packages
for R.
Copyright (C) 1999 - 2008 Diethelm Wuertz
Copyright (C) 1999 - 2008 Rmetrics Foundation
License: GPL
On a Debian GNU/Linux system, the GPL license is included in the file
/usr/share/common-licenses/GPL.
For reference, the upstream DESCRIPTION file is included below:
Package: fCopulae
Version: 251.70
Date: 1997 - 2007
Title: Rmetrics - Dependence Structures with Copulas
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.2.1), methods, fBasics, fCalendar, fSeries, fMultivar, fExtremes
Maintainer: Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
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 Version 2 or later
URL: http://www.rmetrics.org
Packaged: Tue Jul 10 06:53:06 2007; myself
and the following segment was extracted from the header of R/zzz.R:
# Copyrights (C)
# for this R-port:
# 1999 - 2004, Diethelm Wuertz, GPL
# Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# info@rmetrics.org
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
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