fBasics: Rmetrics - Markets and Basic Statistics

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
https://www.rmetrics.org

View on CRAN

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

Files in this package

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

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