fBasics: Rmetrics - Markets and Basic Statistics
Version 3011.87

Environment for teaching "Financial Engineering and Computational Finance".

AuthorRmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication2014-10-29 20:07:26
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3011.87
URL https://www.rmetrics.org
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fBasics")

Popular man pages

00fBasics-package: Portfolio Modelling, Optimization and Backtesting
dist-gld: Generalized Lambda Distribution
dist-nig: Normal Inverse Gaussian Distribution
dist-sghFit: Standardized GH Distribution Fit
dist-snig: Standardized Normal Inverse Gaussian Distribution
matrix-tslag: Lagged or Leading Vector/Matrix
plot-acfPlot: Autocorrelation Function Plots
See all...

All man pages Function index File listing

Man pages

00fBasics-package: Portfolio Modelling, Optimization and Backtesting
baseMethods: Generic Functions Extensions
data-examples: fBsiscs Data Sets
dist-distCheck: Distribution Check
dist-DistributionFits: Parameter Fit of a Distribution
dist-gh: Generalized Hyperbolic Distribution
dist-ghFit: GH Distribution Fit
dist-ghMode: Generalized Hyperbolic Mode
dist-ghMoments: Generalized Hyperbolic Distribution Moments
dist-ghRobMoments: Robust Moments for the GH
dist-ghSlider: Generalized Hyperbolic Distribution Slider
dist-ght: Generalized Hyperbolic Student-t
dist-ghtFit: GHT Distribution Fit
dist-ghtMode: Generalized Hyperbolic Student-t Mode
dist-ghtMoments: Generalized Hyperbolic Student-t Moments
dist-ghtRobMoments: Robust Moments for the GHT
dist-gld: Generalized Lambda Distribution
dist-gldFit: GH Distribution Fit
dist-gldMode: Generalized Lambda Distribution Mode
dist-gldRobMoments: Robust Moments for the GLD
dist-hyp: Hyperbolic Distribution
dist-hypFit: Fit of a Hyperbolic Distribution
dist-hypMode: Hyperbolic Mode
dist-hypMoments: Hyperbolic Distribution Moments
dist-hypRobMoments: Robust Moments for the HYP
dist-hypSlider: Hyperbolic Distribution Slider
dist-nig: Normal Inverse Gaussian Distribution
dist-nigFit: Fit of a Normal Inverse Gaussian Distribution
dist-nigMode: Normal Inverse Gaussian Mode
dist-nigMoments: Moments for the Normal Inverse Gaussian
dist-nigRobMoments: Robust Moments for the NIG
dist-nigShapeTriangle: NIG Shape Triangle
dist-nigSlider: nigerbolic Distribution Slider
dist-normRobMoments: Robust Moments for the NORM
dist-sgh: Standardized Generalized Hyperbolic Distribution
dist-sghFit: Standardized GH Distribution Fit
dist-sght: Standardized generalized hyperbolic Student-t Distribution
dist-snig: Standardized Normal Inverse Gaussian Distribution
dist-snigFit: Fit of a Stndardized NIG Distribution
dist-ssd: Spline Smoothed Distribution
dist-ssdFit: Fit Density Using Smoothing Splines
fBasics-deprecated: Deprecated Functions in Package fBasics
matrix-colVec: Column and Row Vectors
matrix-gridVector: Grid Vector Coordinates
matrix-hilbert: Hilbert Matrix
matrix-inv: The Inverse of a Matrix
matrix-kron: Kronecker Product
matrix-norm: Matrix Norm
matrix-pascal: Pascal Matrix
matrix-pdl: Polynomial Distributed Lags
matrix-posDefinite: Positive Definite Matrixes
matrix-rk: The Rank of a Matrix
matrix-tr: Trace of a Matrix
matrix-triang: Upper and Lower Triangular Matrixes
matrix-tslag: Lagged or Leading Vector/Matrix
matrix-vech: Stacking Vectors and Matrixes
plot-acfPlot: Autocorrelation Function Plots
plot-boxPlot: Time Series Box Plots
plot-histPlot: Histogram and Density Plots
plot-qqPlot: Quantile-Quantile Plots
plot-returnSeriesGUI: Return Series Plots
plot-scalinglawPlot: Scaling Law Bahaviour
plot-seriesPlot: Financial Time Series Plots
stableSlider: Slider GUI for Stable Distribution
stats-basicStats: Basic Time Series Statistics
stats-interpAkima: Bivariate Spline Interpolation
stats-interpKrige: Bivariate Krige Interpolation
stats-interpLinear: Bivariate Linear Interpolation
stats-maxdd: Drawdown Statistics
stats-rowStats: Row Statistics
stats-sampleLMoments: Robust Moments for the GLD
stats-sampleRobMoments: Sample L-Moments
test-correlationTest: Correlation Tests
test-fHTEST: Tests Class Representation and Utilities
test-ks2Test: Two Sample Kolmogorov-Smirnov Test
test-locationTest: Two Sample Location Tests
test-normalityTests: Normality Tests
test-scaleTest: Two Sample Scale Tests
test-varianceTest: Two Sample Variance Tests
utils-characterTable: Table of Characters
utils-colIds: Set and Retrieve Column/Row Names
utils-colorLocator: Color Selection
utils-colorPalette: Color Palettes
utils-colorTable: Table of Colors
utils-decor: Decor Functions
utils-getS4: General S4 Class Extractor Functions
utils-Heaviside: Haviside and Related Functions
utils-hessian: Two sided approximated Hessian
utils-interactivePlot: Interactive Plot Utility
utils-listDescription: Description File Listing
utils-listFunctions: Functions Listing
utils-listIndex: Index File Listing
utils-printControl: Print Control
utils-randLCG: Generator for Portable Random Innovations
utils-symbolTable: Table of Symbols

Functions

Files

inst
inst/unitTests
inst/unitTests/runit.plot.R
inst/unitTests/Makefile
inst/unitTests/runit.HyperbolicDistribution.R
inst/unitTests/runit.NormalityTests.R
inst/unitTests/runit.StylizedFacts.R
inst/unitTests/runit.Heaviside.R
inst/unitTests/runit.subStars.R
inst/unitTests/runit.matrixAddon.R
inst/unitTests/runit.description.R
inst/unitTests/runit.linearInterp.R
inst/unitTests/runit.decor.R
inst/unitTests/runit.listDescription.R
inst/unitTests/runit.subPlot.R
inst/unitTests/runit.print.R
inst/unitTests/runit.symbolTable.R
inst/unitTests/runit.fHTEST.R
inst/unitTests/runit.baseMethods.R
inst/unitTests/runit.Sys.putenv.R
inst/unitTests/runit.colorTable.R
inst/unitTests/runit.julian.R
inst/unitTests/runit.sliderMenu.R
inst/unitTests/runit.krigeInterp.R
inst/unitTests/runit.distCheck.R
inst/unitTests/runit.akimaInterp.R
inst/unitTests/runit.listFunctions.R
inst/unitTests/runit.ReturnSeriesBasics.R
inst/unitTests/runit.rgb.R
inst/unitTests/runit.unitrootNA.R
inst/unitTests/runit.interactivePlot.R
inst/unitTests/runit.getS4.R
inst/unitTests/runit.colStats.R
inst/unitTests/runit.DistributionFits.R
inst/unitTests/runit.characterTable.R
inst/unitTests/runit.lcg.R
inst/unitTests/runit.colorLocator.R
inst/unitTests/runit.listIndex.R
inst/unitTests/HeavisideSlider.R
inst/unitTests/runit.skewness.R
inst/unitTests/runTests.R
inst/unitTests/runit.asPOSIXlt.R
inst/unitTests/runit.TwoSampleTests.R
inst/unitTests/runit.kurtosis.R
inst/unitTests/runit.rowStats.R
inst/unitTests/runit.as.matrix.ts.R
inst/unitTests/runit.JarqueBeraPValues.R
inst/unitTests/runit.gridVector.R
inst/unitTests/runit.colorPalette.R
tests
tests/doRUnit.R
src
src/Makevars
src/gld.c
src/nig.c
NAMESPACE
data
data/DowJones30.csv
data/swissEconomy.R
data/nyse.csv
data/HedgeFund.R
data/Capitalization.R
data/usdthb.csv
data/cars2.csv
data/SWXLP.csv
data/PensionFund.csv
data/msft.dat.csv
R
R/utils-listIndex.R
R/stats-sampleLmoments.R
R/matrix-tslag.R
R/utils-colIds.R
R/gui-hypSlider.R
R/dist-ghMoments.R
R/dist-normFit.R
R/gui-HeavisideSlider.R
R/dist-sght.R
R/test-ks2Test.R
R/dist-ghMode.R
R/utils-interactivePlot.R
R/builtin-gelGmm.R
R/matrix-tr.R
R/test-fHTEST.R
R/gui-sliderMenu.R
R/test-varianceTest.R
R/builtin-posdefCorpcor.R
R/stats-sampleRobMoments.R
R/utils-listDescription.R
R/plot-counts.R
R/builtin-kweightsSandwhich.R
R/dist-fDISTFIT.R
R/dist-gh.R
R/test-jbLM.R
R/dist-hyp.R
R/gui-stableSlider.R
R/plot.R
R/utils-hessian.R
R/builtin-ssdenGss.R
R/utils-unitrootNA.R
R/matrix-hilbert.R
R/utils-baseMethods.R
R/dist-gldFit.R
R/dist-ghtMode.R
R/dist-ghRobMoments.R
R/plot-subStars.R
R/dist-ghtMoments.R
R/dist-sgh.R
R/plot-varpie.R
R/utils-symbolTable.R
R/dist-hypMoments.R
R/gui-ghSlider.R
R/utils-listFunctions.R
R/gui-stylizedFacts.R
R/gui-returnSeries.R
R/utils-as.matrix.ts.R
R/matrix-posDefinite.R
R/utils-characterTable.R
R/dist-distErrors.R
R/dist-snigFit.R
R/builtin-glGld.R
R/plot-histPlot.R
R/utils-randLCG.R
R/test-scaleTest.R
R/dist-nigRobMoments.R
R/test-normalityTest.R
R/stats-interpKrige.R
R/matrix-rk.R
R/dist-gldRobMoments.R
R/utils-decor.R
R/dist-gldMode.R
R/utils-colorPalettes.R
R/plot-seriesPlot.R
R/stats-interpLinear.R
R/builtin-gmmGmm.R
R/test-jbTable.R
R/matrix-gridVector.R
R/matrix-vech.R
R/00fBasics-Package.R
R/test-jbALM.R
R/dist-ght.R
R/plot-subPlot.R
R/stats-basicStats.R
R/dist-hypMode.R
R/plot-boxPlot.R
R/dist-ssd.R
R/stats-maxdd.R
R/matrix-norm.R
R/utils-colorLocator.R
R/matrix-colVec.R
R/dist-normRobMoments.R
R/utils-Heaviside.R
R/gui-nigSlider.R
R/stats-rowStats.R
R/plot-qqPlot.R
R/dist-stableFit.R
R/dist-snig.R
R/builtin-testNortest.R
R/dist-ssdFit.R
R/dist-nigMoments.R
R/dist-hypRobMoments.R
R/matrix-pdl.R
R/matrix-pascal.R
R/utils-getS4.R
R/builtin-varpieA2R.R
R/dist-gld.R
R/dist-tFit.R
R/plot-scalinglawPlot.R
R/dist-sghFit.R
R/matrix-kron.R
R/test-locationTest.R
R/utils-colorTable.R
R/dist-distCheck.R
R/dist-ghtFit.R
R/dist-norm.R
R/stats-interpAkima.R
R/dist-nig.R
R/matrix-triang.R
R/builtin-hypHyperbolicDist.R
R/dist-ghtRobMoments.R
R/zzz.R
R/utils-printControl.R
R/dist-nigMode.R
R/utils-colorRGB.R
R/utils-recessionLines.R
R/plot-acfPlot.R
R/dist-hypFit.R
R/dist-nigFit.R
R/dist-ghFit.R
R/matrix-inv.R
R/dist-distPlot.R
R/test-correlationTest.R
MD5
DESCRIPTION
ChangeLog
man
man/matrix-tslag.Rd
man/matrix-posDefinite.Rd
man/dist-hypMode.Rd
man/utils-colorLocator.Rd
man/dist-ghtRobMoments.Rd
man/stats-basicStats.Rd
man/dist-sght.Rd
man/plot-returnSeriesGUI.Rd
man/matrix-colVec.Rd
man/matrix-tr.Rd
man/utils-randLCG.Rd
man/fBasics-deprecated.Rd
man/00fBasics-package.Rd
man/test-scaleTest.Rd
man/utils-colorTable.Rd
man/stats-sampleLMoments.Rd
man/dist-DistributionFits.Rd
man/utils-printControl.Rd
man/test-ks2Test.Rd
man/dist-hypMoments.Rd
man/matrix-vech.Rd
man/test-normalityTests.Rd
man/utils-listIndex.Rd
man/matrix-inv.Rd
man/matrix-pdl.Rd
man/dist-sgh.Rd
man/matrix-pascal.Rd
man/utils-colorPalette.Rd
man/test-locationTest.Rd
man/matrix-triang.Rd
man/dist-nig.Rd
man/dist-ghFit.Rd
man/dist-nigRobMoments.Rd
man/utils-Heaviside.Rd
man/utils-colIds.Rd
man/stats-sampleRobMoments.Rd
man/test-correlationTest.Rd
man/utils-listFunctions.Rd
man/dist-ghtFit.Rd
man/utils-interactivePlot.Rd
man/utils-getS4.Rd
man/dist-gh.Rd
man/dist-ghMode.Rd
man/matrix-rk.Rd
man/dist-nigMode.Rd
man/dist-ghRobMoments.Rd
man/dist-normRobMoments.Rd
man/dist-hypSlider.Rd
man/dist-ghMoments.Rd
man/dist-snigFit.Rd
man/utils-decor.Rd
man/stats-interpLinear.Rd
man/utils-listDescription.Rd
man/matrix-hilbert.Rd
man/dist-gldMode.Rd
man/dist-ghtMode.Rd
man/baseMethods.Rd
man/test-fHTEST.Rd
man/utils-characterTable.Rd
man/dist-hypFit.Rd
man/utils-symbolTable.Rd
man/dist-gldFit.Rd
man/dist-nigFit.Rd
man/dist-nigMoments.Rd
man/stats-rowStats.Rd
man/stats-maxdd.Rd
man/stableSlider.Rd
man/matrix-kron.Rd
man/plot-scalinglawPlot.Rd
man/plot-seriesPlot.Rd
man/data-examples.Rd
man/dist-hyp.Rd
man/dist-sghFit.Rd
man/dist-ssd.Rd
man/dist-gld.Rd
man/matrix-gridVector.Rd
man/dist-hypRobMoments.Rd
man/dist-ghtMoments.Rd
man/dist-ghSlider.Rd
man/matrix-norm.Rd
man/plot-qqPlot.Rd
man/stats-interpKrige.Rd
man/plot-histPlot.Rd
man/utils-hessian.Rd
man/dist-ght.Rd
man/dist-ssdFit.Rd
man/plot-boxPlot.Rd
man/dist-distCheck.Rd
man/test-varianceTest.Rd
man/dist-gldRobMoments.Rd
man/stats-interpAkima.Rd
man/dist-snig.Rd
man/dist-nigSlider.Rd
man/dist-nigShapeTriangle.Rd
man/plot-acfPlot.Rd
fBasics documentation built on May 20, 2017, 5:31 a.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.