fBasics (2110.79)

Rmetrics - Markets and Basic Statistics.


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, www.rmetrics.org, 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, MetFns, mlDNA, mleur, MVPARTwrap, PerformanceAnalytics, Rmetrics, rsgcc, Statomica, TTAinterfaceTrendAnalysis
Reverse suggests: alphastable, caschrono, cati, fitteR, gmm, lawstat, mlDNA, modeest, PerformanceAnalytics, rattle, stabledist, tweedie

Released almost 10 years ago.