fBasics (2110.79)
Rmetrics - Markets and Basic Statistics.
http://www.rmetrics.org
http://cran.r-project.org/web/packages/fBasics
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. Please donate, <a href="http://www.rmetrics.org">www.rmetrics.org</a>, to support future activities of the Rmetrics association.
Maintainer:
Diethelm Wuertz
Author(s): Diethelm Wuertz and Rmetrics core team members, uses code builtin from the following R contributed packages: gmm from Pierre Chauss, gld from Robert King, gss from Chong Gu, nortest from Juergen Gross, HyperbolicDist from David Scott, sandwich from Thomas Lumley and Achim Zeileis, and fortran/C code from Kersti Aas.
License: GPL (>= 2)
Uses: MASS, timeDate, timeSeries, RUnit, akima, spatial
Reverse depends: fArma, fAsianOptions, fAssets, fBonds, fCertificates, fCopulae, fExoticOptions, fExtremes, fGarch, fMultivar, fNonlinear, fOptions, fPortfolio, fRegression, fTrading, fUnitRoots, ig, mleur, MVPARTwrap, PerformanceAnalytics, Rmetrics, rsgcc, TTAinterfaceTrendAnalysis
Reverse suggests: caschrono, gmm, lawstat, modeest, PerformanceAnalytics, rattle, stabledist, tweedie
Released over 3 years ago.