fBasics: Rmetrics - Markets and Basic Statistics

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Environment for teaching "Financial Engineering and Computational Finance".

Author
Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication
2014-10-29 20:07:26
Maintainer
Tobias Setz <tobias.setz@rmetrics.org>
License
GPL (>= 2)
Version
3011.87
URLs

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