fMultivar: Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions

Provides a collection of functions to manage, to investigate and to analyze bivariate and multivariate data sets of financial returns.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fMultivar", repos="")

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fMultivar documentation built on Nov. 17, 2017, 2:19 p.m.