fMultivar: Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions

Provides a collection of functions to manage, to investigate and to analyze bivariate and multivariate data sets of financial returns.

Version: 3042.80.1
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics
Imports: cubature, mvtnorm, sn, methods, grDevices, graphics, stats
Suggests: spatial, RUnit, tcltk, akima
Published: 2020-03-07
Author: Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS ChangeLog
In views: Finance
CRAN checks: fMultivar results


Reference manual: fMultivar.pdf


Package source: fMultivar_3042.80.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): fMultivar_3042.80.1.tgz, r-release (x86_64): fMultivar_3042.80.1.tgz, r-oldrel: fMultivar_3042.80.1.tgz
Old sources: fMultivar archive

Reverse dependencies:

Reverse depends: fCopulae
Reverse imports: BLCOP, fAssets, latentcor, mixedCCA
Reverse suggests: superb


Please use the canonical form to link to this page.