fBasics: Rmetrics - Markets and Basic Statistics
Version 3042.89

Provides a collection of functions to explore and to investigate basic properties of financial returns and related quantities. The covered fields include techniques of explorative data analysis and the investigation of distributional properties, including parameter estimation and hypothesis testing. Even more there are several utility functions for data handling and management.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]
Date of publication2017-11-17 12:09:09 UTC
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
URL https://www.rmetrics.org
Package repositoryView on CRAN
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fBasics documentation built on Nov. 18, 2017, 4:05 a.m.