fMultivar (3042.80)

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Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions.

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

Provides a collection of functions to manage, to investigate and to analyze bivariate and multivariate data sets of financial returns.

Maintainer: Tobias Setz
Author(s): 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 2 years ago.


5 previous versions

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