fBasics (3042.89)

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Rmetrics - Markets and Basic Statistics.

https://www.rmetrics.org
http://cran.r-project.org/web/packages/fBasics

Provides a collection of functions to explore and to investigate basic properties of financial returns and related quantities. The covered fields include techniques of explorative data analysis and the investigation of distributional properties, including parameter estimation and hypothesis testing. Even more there are several utility functions for data handling and management.

Maintainer: Tobias Setz
Author(s): Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]

License: GPL (>= 2)

Uses: gss, MASS, spatial, stabledist, timeDate, timeSeries, RUnit, akima
Reverse depends: fArma, fAsianOptions, fAssets, fBonds, fCertificates, fCopulae, fExoticOptions, fExtremes, fGarch, fMultivar, fNonlinear, fOptions, fPortfolio, fRegression, fTrading, fUnitRoots, ig, MetFns, mlDNA, mleur, MVPARTwrap, PerformanceAnalytics, Rmetrics, rsgcc, Statomica, TTAinterfaceTrendAnalysis
Reverse suggests: alphastable, caschrono, cati, fitteR, gmm, lawstat, mlDNA, modeest, PerformanceAnalytics, rattle, stabledist, tweedie

Released over 1 year ago.


10 previous versions

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