Man pages for fBasics
Rmetrics - Markets and Basic Statistics
| 00fBasics-package | Portfolio modelling, optimization and backtesting |
| baseMethods | Generic functions extensions |
| data-examples | fBasics data sets |
| dist-distCheck | Distribution check |
| dist-DistributionFits | Fit normal, Student-t and stable distributions |
| 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 distribution |
| 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 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 Normal distribution |
| 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 Standardized NIG Distribution |
| dist-ssd | Spline Smoothed Distribution |
| dist-ssdFit | Fit density using smoothing splines |
| fBasics-deprecated | Deprecated functions in package fBasics |
| fBasics-reexports | Objects exported from other packages |
| fDISTFIT-class | Class '"fDISTFIT"' |
| fHTEST-class | Class '"fHTEST"' |
| 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 matrices |
| matrix-rk | The rank of a matrix |
| matrix-tr | Trace of a matrix |
| matrix-triang | Upper and lower triangular matrices |
| matrix-tslag | Lagged or leading vector/matrix |
| matrix-vech | Stacking vectors and matrices |
| 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 behaviour |
| 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-ks2Test | Two sample Kolmogorov-Smirnov test |
| test-locationTest | Two sample location tests |
| test-normalityTests | Tests for normality |
| 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 | Named colors in R |
| utils-colorPalette | Color palettes |
| utils-colorTable | Table of colors |
| utils-decor | Functions for decorating plots |
| utils-getS4 | General S4 Class Extractor Functions |
| utils-Heaviside | Heaviside and related functions |
| utils-hessian | Two sided approximated Hessian |
| utils-interactivePlot | Interactive Plot Utility |
| utils-listFunctions | List exported functions in a package |
| utils-printControl | Print control |
| utils-randLCG | Generator for Portable random innovations |
| utils-symbolTable | Table of symbols |
| volatility | Compute volatility |
