fMultivar: Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions

Environment for teaching "Financial Engineering and Computational Finance"

Install the latest version of this package by entering the following in R:
install.packages("fMultivar")
AuthorRmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre] Yohan Chalabi [ctb]
Date of publication2014-09-06 17:55:56
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3011.78
https://www.rmetrics.org

View on CRAN

Functions

adapt Man page
cauchy2d Man page
contour.gridData Man page
dcauchy2d Man page
delliptical2d Man page
density2d Man page
dmvsnorm Man page
dmvst Man page
dnorm2d Man page
dt2d Man page
elliptical2d Man page
fMultivar Man page
fMultivar-package Man page
grid2d Man page
gridData Man page
hexBinning Man page
hist2d Man page
integrate2d Man page
mscFit Man page
msnFit Man page
mstFit Man page
mvFit Man page
mvstnorm Man page
norm2d Man page
pcauchy2d Man page
persp.gridData Man page
plot.hexBinning Man page
plot.squareBinning Man page
pmvsnorm Man page
pmvst Man page
pnorm2d Man page
pt2d Man page
rcauchy2d Man page
rmvsnorm Man page
rmvst Man page
rnorm2d Man page
rt2d Man page
squareBinning Man page
t2d Man page
utils-binning2 Man page
utils-gridding2 Man page

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

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

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