fBasics: Rmetrics - Markets and Basic Statistics

Environment for teaching "Financial Engineering and Computational Finance" NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES. Please donate, www.rmetrics.org, to support future activities of the Rmetrics association.

Version: 2110.79
Depends: R (≥ 2.6.0), MASS, methods, timeDate, timeSeries (≥ 2100.84)
Suggests: akima, spatial, RUnit, tcltk
Published: 2010-02-08
Author: Diethelm Wuertz and Rmetrics core team members, uses code builtin from the following R contributed packages: gmm from Pierre Chauss, gld from Robert King, gss from Chong Gu, nortest from Juergen Gross, HyperbolicDist from David Scott, sandwich from Thomas Lumley and Achim Zeileis, and fortran/C code from Kersti Aas.
Maintainer: Rmetrics Core Team <Rmetrics-core at r-project.org>
License: GPL (≥ 2)
URL: http://www.rmetrics.org
In views: Distributions, Finance
CRAN checks: fBasics results

Downloads:

Package source: fBasics_2110.79.tar.gz
MacOS X binary: fBasics_2100.78.tgz
Windows binary: fBasics_2110.79.zip
Reference manual: fBasics.pdf
News/ChangeLog:ChangeLog
Old sources: fBasics archive

Reverse dependencies:

Reverse depends: fArma, fAsianOptions, fAssets, fBonds, fCopulae, fExoticOptions, fExtremes, fGarch, fMultivar, fNonlinear, fOptions, fPortfolio, fRegression, fTrading, fUnitRoots
Reverse imports: ChIPseqR
Reverse suggests: gmm, lawstat, modeest, rattle, tweedie