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

Functions

acfPlot Man page
adTest Man page
akimaInterp Man page
akimaInterpp Man page
baseMethods Man page
basicStats Man page
box_ Man page
Boxcar Man page
boxL Man page
boxPercentilePlot Man page
boxPlot Man page
Capitalization Man page
cars2 Man page
characterTable Man page
cmPalette Man page
colIds Man page
colIds<- Man page
colorLocator Man page
colorMatrix Man page
colorPalette Man page
colorTable Man page
colVec Man page
copyright Man page
correlationTest Man page
countFunctions Man page
cumulatedPlot Man page
cvmTest Man page
dagoTest Man page
decor Man page
Delta Man page
densityPlot Man page
dgh Man page
dght Man page
dgld Man page
dhyp Man page
distCheck Man page
DistributionFits Man page
divPalette Man page
dmaxdd Man page
dnig Man page
DowJones30 Man page
drawdownPlot Man page
dsgh Man page
dsght Man page
dsnig Man page
dssd Man page
dstable Man page
fBasics Man page
fBasicsData Man page
fBasics-deprecated Man page
fBasics-package Man page
fDISTFIT Man page
fDISTFIT-class Man page
fHTEST Man page
fHTEST-class Man page
focusPalette Man page
getArgs Man page
getCall Man page
getCall,ANY-method Man page
getDescription Man page
get.lcgseed Man page
getModel Man page
getModel.default Man page
getS4 Man page
getSlot Man page
getTitle Man page
gh Man page
ghFit Man page
ghIQR Man page
ghKurt Man page
ghKURT Man page
ghMean Man page
ghMED Man page
ghMode Man page
ghMoments Man page
ghMoments Man page
ghRobMoments Man page
ghSkew Man page
ghSKEW Man page
ghSlider Man page
ghtFit Man page
ghtFit Man page
ghtIQR Man page
ghtKurt Man page
ghtKURT Man page
ghtMean Man page
ghtMED Man page
ghtMode Man page
ghtMoments Man page
ghtMoments Man page
ghtRobMoments Man page
ghtSkew Man page
ghtSKEW Man page
ghtVar Man page
ghVar Man page
gld Man page
gldFit Man page
gldIQR Man page
gldKURT Man page
gldMED Man page
gldMode Man page
gldRobMoments Man page
gldSKEW Man page
greyPalette Man page
gridVector Man page
heatPalette Man page
Heaviside Man page
HedgeFund Man page
.HedgeFund1 Man page
.HedgeFund2 Man page
hgrid Man page
hilbert Man page
histPlot Man page
hyp Man page
hypFit Man page
hypIQR Man page
hypKurt Man page
hypKURT Man page
hypMean Man page
hypMED Man page
hypMode Man page
hypMoments Man page
hypMoments Man page
hypRobMoments Man page
hypSkew Man page
hypSKEW Man page
hypSlider Man page
hypVar Man page
Ids Man page
interactivePlot Man page
inv Man page
isPositiveDefinite Man page
jarqueberaTest Man page
jbTest Man page
kendallTest Man page
krigeInterp Man page
kron Man page
ks2Test Man page
ksnormTest Man page
lacfPlot Man page
lcg Man page
lillieTest Man page
linearInterp Man page
linearInterpp Man page
listDescription Man page
listFunctions Man page
listIndex Man page
locationTest Man page
logDensityPlot Man page
makePositiveDefinite Man page
maxdd Man page
maxddStats Man page
monoPalette Man page
msft.dat Man page
nFit Man page
nig Man page
nigFit Man page
nigIQR Man page
nigKurt Man page
nigKURT Man page
nigMean Man page
nigMED Man page
nigMode Man page
nigMoments Man page
nigRobMoments Man page
nigShapeTriangle Man page
nigSkew Man page
nigSKEW Man page
nigSlider Man page
nigVar Man page
norm2 Man page
NormalityTests Man page
normalTest Man page
normIQR Man page
normKURT Man page
normMED Man page
normRobMoments Man page
normSKEW Man page
nyse Man page
pacfPlot Man page
pascal Man page
pchiTest Man page
pdl Man page
pearsonTest Man page
PensionFund Man page
pgh Man page
pght Man page
pgld Man page
phyp Man page
pmaxdd Man page
pnig Man page
positiveDefinite Man page
print Man page
print.control Man page
print.fDISTFIT Man page
psgh Man page
psght Man page
psnig Man page
pssd Man page
pstable Man page
qgh Man page
qght Man page
qgld Man page
qhyp Man page
qnig Man page
qqghtPlot Man page
qqgldPlot Man page
qqnigPlot Man page
qqnormPlot Man page
qsgh Man page
qsght Man page
qsnig Man page
qssd Man page
qstable Man page
qualiPalette Man page
rainbowPalette Man page
Ramp Man page
rampPalette Man page
returnPlot Man page
returnSeriesGUI Man page
rgh Man page
rght Man page
rgld Man page
rhyp Man page
rk Man page
rmaxdd Man page
rnig Man page
rnorm.lcg Man page
rowAvgs Man page
rowIds Man page
rowIds<- Man page
rowKurtosis Man page
rowMaxs Man page
rowMeans Man page
rowMins Man page
rowProds Man page
rowQuantiles Man page
rowSds Man page
rowSkewness Man page
rowStats Man page
rowStdevs Man page
rowSums Man page
rowVars Man page
rowVec Man page
rsgh Man page
rsght Man page
rsnig Man page
rssd Man page
rstable Man page
rt.lcg Man page
runif.lcg Man page
sampleIQR Man page
sampleKURT Man page
sampleLmoments Man page
sampleLMoments Man page
sampleMED Man page
sampleRobMoments Man page
sampleSKEW Man page
scaleTest Man page
scalinglawPlot Man page
scalinglawPlot Man page
seqPalette Man page
seriesPlot Man page
set.lcgseed Man page
sfTest Man page
sgh Man page
sghFit Man page
sght Man page
shapiroTest Man page
show,fDISTFIT-method Man page
show.fHTEST Man page
show,fHTEST-method Man page
Sign Man page
snig Man page
snigFit Man page
spearmanTest Man page
ssd Man page
ssdFit Man page
stableFit Man page
stableMode Man page
stableSlider Man page
stdev Man page
stdev.default Man page
swissEconomy Man page
SWXLP Man page
symbolTable Man page
teffectPlot Man page
termPlot Man page
termPlot.default Man page
terrainPalette Man page
tFit Man page
timPalette Man page
topoPalette Man page
tr Man page
triang Man page
Triang Man page
tsHessian Man page
tslag Man page
usdthb Man page
varianceTest Man page
vec Man page
vech Man page
vgrid Man page
volatility Man page
volatility.default Man page

Files

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

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

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

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