fMultivar: Rmetrics - Modeling of Multivariate Financial Return Distributions

A collection of functions inspired by Venables and Ripley (2002) <doi:10.1007/978-0-387-21706-2> and Azzalini and Capitanio (1999) <arXiv:0911.2093> to manage, investigate and analyze bivariate and multivariate data sets of financial returns.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [aut], Stefan Theussl [aut, cre], Yohan Chalabi [ctb], Martin Maechler [ctb], CRAN team [ctb]
MaintainerStefan Theussl <Stefan.Theussl@R-Project.org>
LicenseGPL (>= 2)
Version4031.84
URL https://www.rmetrics.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fMultivar")

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fMultivar documentation built on July 26, 2023, 5:48 p.m.