fBasics: Rmetrics - Markets and Basic Statistics
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.
Version:
4041.97
Depends:
R (≥ 2.15.1)
Imports:
timeDate,
timeSeries (≥ 4021.105), stats, grDevices, graphics, methods, utils,
MASS,
spatial,
gss,
stabledist
Published:
2024年08月19日
Author:
Diethelm Wuertz [aut] (original code),
Tobias Setz [aut],
Yohan Chalabi [aut],
Martin Maechler
ORCID iD
[ctb],
CRAN Team [ctb],
Georgi N. Boshnakov [cre, aut]
Maintainer:
Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>
NeedsCompilation:
yes
Documentation:
Downloads:
Reverse dependencies:
Reverse depends:
boodd,
deltaGseg,
distrRmetrics,
fAssets,
fBonds,
fCopulae,
fNonlinear,
fPortfolio,
fTrading,
HBSTM,
LSMonteCarlo
Reverse imports:
ambit,
BLCOP,
ChIPseqR,
CLIC,
clinpubr,
fExtremes,
fGarch,
fMultivar,
fRegression,
fUnitRoots,
iClick,
Irescale,
jackstrap,
modeest,
MTS,
neatStats,
sicegar,
StableEstim,
StockDistFit,
SynergyLMM,
tidysummary,
TLIC
Linking:
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https://CRAN.R-project.org/package=fBasics
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