Rsafd: Statistical Analysis of Financial Data in R

This package was developed for the book 'Statistical Analysis of Financial Data in R'. It provides the functions and the data sets used in the book...

AuthorRene Carmona <rcarmona@princeton.edu>
Date of publication2014-01-17 18:39:23
MaintainerPaul Hofmarcher <paul.hofmarcher@wu.ac.at>
LicenseGPL-2
Version1.2

View on R-Forge

Functions

AFT.mat Man page
BASKETBALL Man page
bb1.copula Man page
bb2.copula Man page
bb3.copula Man page
bb4.copula Man page
bb5.copula Man page
bb6.copula Man page
bb7.copula Man page
BCofLRet Man page
block.max Man page
CCofLRet Man page
CORNTEMP Man page
CRUDE Man page
dgev Man page
dmvnorm Man page
DUKE.index Man page
eda.shape Man page
ENRON.index Man page
fit.copula Man page
frank.copula Man page
FRWRD Man page
galambos.copula Man page
GermanB041700 Man page
gev Man page
GEYSER Man page
gpd.1p Man page
gpd.1q Man page
gpd.2p Man page
gpd.2q Man page
gpd.cdf Man page
gpd.tail Man page
gumbel.copula Man page
hills Man page
husler.reiss.copula Man page
joe.copula Man page
Kendalls.tau Man page
kimeldorf.sampson.copula Man page
kreg Man page
MORN.mat Man page
normal.copula Man page
normal.mix.copula Man page
pgev Man page
pmvnorm Man page
qgev Man page
rgev Man page
rmvnorm Man page
Rsafd Man page
Rsafd-package Man page
shape.plot Man page
Spearmans.rho Man page
tailplot Man page
tawn.copula Man page
TSTSP Man page
us.bis.yield Man page
UTIL.index Man page
vw Man page

Files

Rsafd/DESCRIPTION
Rsafd/NAMESPACE
Rsafd/R
Rsafd/R/Copulas.R Rsafd/R/MultivariateFuncs.R Rsafd/R/Regression.R Rsafd/R/VaR.exp.portf.R Rsafd/R/VaR.exp.sim.R Rsafd/R/abscor.R Rsafd/R/axcor.R Rsafd/R/begday.R Rsafd/R/bivd.R Rsafd/R/bns.R Rsafd/R/bscall.R Rsafd/R/der.R Rsafd/R/dgev.R Rsafd/R/dgpd.R Rsafd/R/dmvnorm.R Rsafd/R/eda.shape.R Rsafd/R/empirical.copula.R Rsafd/R/estimate.mix.gev.R Rsafd/R/fit.copula.R Rsafd/R/fns.R Rsafd/R/gev.lmom.R Rsafd/R/gev.ml.R Rsafd/R/gpd.1p.R Rsafd/R/gpd.1q.R Rsafd/R/gpd.2p.R Rsafd/R/gpd.2q.R Rsafd/R/gpd.lmom.R Rsafd/R/gpd.ml.R Rsafd/R/gpd.tail.R Rsafd/R/gpdjoint.1p.R Rsafd/R/gpdjoint.2p.R Rsafd/R/htd.R Rsafd/R/kalman.R Rsafd/R/kdest.R Rsafd/R/kreg.R Rsafd/R/l1fit.R Rsafd/R/localvar.R Rsafd/R/makedate.R Rsafd/R/noon.R Rsafd/R/p2Dnorm.R Rsafd/R/pgev.R Rsafd/R/pgpd.R Rsafd/R/plot.gpd.R Rsafd/R/ploting.position.estimator.LMOM.R Rsafd/R/pmvnorm.R Rsafd/R/qgev.R Rsafd/R/qgpd.R Rsafd/R/qqexp.R Rsafd/R/readindex.R Rsafd/R/rgev.R Rsafd/R/rgpd.R Rsafd/R/sample.LMOM.R Rsafd/R/shape.plot.R Rsafd/R/squarecor.R Rsafd/R/sstl.R Rsafd/R/tailplot.R Rsafd/R/ts.R Rsafd/R/yns.R Rsafd/R/zzz.R
Rsafd/data
Rsafd/data/AFT.mat.rda
Rsafd/data/BASKETBALL.rda
Rsafd/data/BCofLRet.rda
Rsafd/data/CCofLRet.rda
Rsafd/data/CORNTEMP.rda
Rsafd/data/CRUDE.rda
Rsafd/data/DSP.rda
Rsafd/data/DSP500.rda
Rsafd/data/DSPLR.rda
Rsafd/data/DUKE.index.rda
Rsafd/data/DUKE.wer.rda
Rsafd/data/DUKE1.wer.rda
Rsafd/data/DUKE2.wer.rda
Rsafd/data/DukeLR.rda
Rsafd/data/ENRON.index.rda
Rsafd/data/FRWRD.rda
Rsafd/data/GEYSER.rda
Rsafd/data/GermanB041700.rda
Rsafd/data/HOWAREYOU.rda
Rsafd/data/IBM.rda
Rsafd/data/INT.YIELD.rda
Rsafd/data/LIFE.rda
Rsafd/data/M.wer.rda
Rsafd/data/M1.wer.rda
Rsafd/data/M2.wer.rda
Rsafd/data/MID1.rda
Rsafd/data/MIND.rda
Rsafd/data/MORN.mat.rda
Rsafd/data/MSP.rda
Rsafd/data/PCS.rda
Rsafd/data/PPRICE.rda
Rsafd/data/PSPOT.rda
Rsafd/data/ROCK.rda
Rsafd/data/SHAPE.XI.rda
Rsafd/data/SHIP.rda
Rsafd/data/SMORN.mat.rda
Rsafd/data/STRENGTH.rda
Rsafd/data/SUBSP.rda
Rsafd/data/TC.rda
Rsafd/data/TRGSP.rda
Rsafd/data/TRGSP2000.rda
Rsafd/data/TSTSP.rda
Rsafd/data/TSTSP2000.rda
Rsafd/data/USBN041700.rda
Rsafd/data/UTIL.index.rda
Rsafd/data/UTILITIES.rda
Rsafd/data/VINEYARD.rda
Rsafd/data/WSP.rda
Rsafd/data/WSPLRet.rda
Rsafd/data/datalist
Rsafd/data/ethanol.rda
Rsafd/data/hills.rda
Rsafd/data/swap.rda
Rsafd/data/us.bis.yield.rda
Rsafd/data/vw.rda
Rsafd/data/y4nls1.rda
Rsafd/data/y4nls2.rda
Rsafd/man
Rsafd/man/AFT.mat.Rd Rsafd/man/BASKETBALL.Rd Rsafd/man/BCofLRet.Rd Rsafd/man/CORNTEMP.Rd Rsafd/man/CRUDE.Rd Rsafd/man/FRWRD.Rd Rsafd/man/GEYSER.Rd Rsafd/man/GermanB041700.Rd Rsafd/man/Kendalls.tau.Rd Rsafd/man/MORN.mat.Rd Rsafd/man/Rsafd-package.Rd Rsafd/man/Spearmans.rho.Rd Rsafd/man/TSTSP.Rd Rsafd/man/UTIL.index.Rd Rsafd/man/VW.Rd Rsafd/man/block.max.Rd Rsafd/man/dmvnorm.Rd Rsafd/man/eda.shape.Rd Rsafd/man/empirical.copula.Rd Rsafd/man/fit.copula.Rd Rsafd/man/gev.Rd Rsafd/man/gpd.1p.Rd Rsafd/man/gpd.tail.Rd Rsafd/man/hills.Rd Rsafd/man/kreg.Rd Rsafd/man/shape.plot.Rd Rsafd/man/tailplot.Rd Rsafd/man/us.bis.yield.Rd
Rsafd/src
Rsafd/src/Array.h
Rsafd/src/empirfunc.cpp
Rsafd/src/kreg.cpp
Rsafd/test

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

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