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.

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Description file content

Package
fBasics
Title
Rmetrics - Markets and Basic Statistics
Date
2017-11-12
Version
3042.89
Author
Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]
Maintainer
Tobias Setz
Description
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.
Depends
R (>= 2.15.1), timeDate, timeSeries
Imports
stats, grDevices, graphics, methods, utils, MASS, spatial, gss, stabledist
ImportsNote
akima not in Imports because of non-GPL licence.
Suggests
akima, RUnit, tcltk
LazyData
yes
License
GPL (>= 2)
Encoding
UTF-8
URL
NeedsCompilation
yes
Packaged
2017-11-17 06:26:29 UTC; Tobias Setz
Repository
CRAN
Date/Publication
2017-11-17 12:09:09 UTC

install.packages('fBasics')

3042.89

a year ago

https://www.rmetrics.org

Tobias Setz

GPL (>= 2)

Depends on

R (>= 2.15.1), timeDate, timeSeries

Imports

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

Suggests

akima, RUnit, tcltk

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