fMultivar (3011.78)

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Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions.

Environment for teaching "Financial Engineering and Computational Finance"

Maintainer: Tobias Setz
Author(s): Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre] Yohan Chalabi [ctb]

License: GPL (>= 2)

Uses: cubature, fBasics, mvtnorm, sn, timeDate, timeSeries, RUnit, akima, spatial
Reverse depends: fCopulae, fRegression, Rmetrics, StVAR

Released about 3 years ago.

4 previous versions



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