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.


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install.packages("fBasics")

3042.89 by Tobias Setz, 2 years ago


https://www.rmetrics.org


Browse source code at https://github.com/cran/fBasics


Authors: Diethelm Wuertz [aut] , Tobias Setz [cre] , Yohan Chalabi [ctb] Martin Maechler [ctb]


Documentation:   PDF Manual  


Task views: Probability Distributions, Empirical Finance


GPL (>= 2) license


Imports stats, grDevices, graphics, methods, utils, MASS, spatial, gss, stabledist

Depends on timeDate, timeSeries

Suggests akima, RUnit, tcltk


Imported by BLCOP, FarmSelect, JFE, MARX, MTS, StableEstim, SuperPCA, Wrapped, iClick, lefse, modeest, sicegar.

Depended on by HBSTM, LSMonteCarlo, distrRmetrics, fAsianOptions, fAssets, fBonds, fCertificates, fCopulae, fExoticOptions, fExtremes, fGarch, fMultivar, fNonlinear, fOptions, fPortfolio, fRegression, fTrading, fUnitRoots, rsgcc.

Suggested by alphastable, caschrono, fitteR, lawstat, mlDNA, rattle, stabledist.


See at CRAN