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.

The R package 'fBasics' 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.

Package fBasics is part of the Rmetrics suite of R packages and is developed on R-forge at fBasics. The root of Rmetrics is at R-forge.

Installing fBasics

Install the latest stable version of fBasics from CRAN:

install.packages("fBasics")

You can install the development version of fBasics from R-forge:

install.packages("fBasics", repos = "http://R-Forge.R-project.org")

To report bugs visit Rmetrics.

Documentation

You can view the documentation of fBasics at fBasicsDoc or download the reference manual of the latest release from CRAN.