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: 3042.89
Depends: R (≥ 2.15.1), timeDate, timeSeries
Imports: stats, grDevices, graphics, methods, utils, MASS, spatial, gss, stabledist
Suggests: akima, RUnit, tcltk
Published: 2017-11-17
Author: Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]
Maintainer: Tobias Setz <tobias.setz at live.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.rmetrics.org
NeedsCompilation: yes
Materials: ChangeLog
In views: Distributions, Finance
CRAN checks: fBasics results


Reference manual: fBasics.pdf
Package source: fBasics_3042.89.tar.gz
Windows binaries: r-devel: fBasics_3042.89.zip, r-release: fBasics_3042.89.zip, r-oldrel: fBasics_3042.89.zip
OS X binaries: r-release: fBasics_3042.89.tgz, r-oldrel: fBasics_3042.89.tgz
Old sources: fBasics archive

Reverse dependencies:

Reverse depends: distrRmetrics, fArma, fAsianOptions, fAssets, fBonds, fCertificates, fCopulae, fExoticOptions, fExtremes, fGarch, fMultivar, fNonlinear, fOptions, fPortfolio, fRegression, fTrading, fUnitRoots, HBSTM, LSMonteCarlo, rsgcc
Reverse imports: BLCOP, FarmSelect, iClick, JFE, lefse, MARX, sicegar, StableEstim, userfriendlyscience, Wrapped
Reverse suggests: caschrono, cati, fitteR, lawstat, mlDNA, modeest, rattle, stabledist


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