fMultivar: Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions
Version 3022.79

Environment for teaching "Financial Engineering and Computational Finance"

Browse man pages Browse package API and functions Browse package files

AuthorRmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication2015-11-10 14:16:48
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3022.79
URL https://www.rmetrics.org
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fMultivar", repos="http://R-Forge.R-project.org")

Man pages

00fMultivar-package: Modelling Multivariate Return Distributions
bvdist-cauchy2d: Bivariate Cauchy Distribution
bvdist-elliptical2d: Bivariate Elliptical Densities
bvdist-norm2d: Bivariate Normal Distribution
bvdist-t2d: Bivariate Student-t Distribution
mvdist-msc: Multivariate Skew Cauchy Distribution
mvdist-mscFit: Multivariate Skew Cauchy Parameter Estimation
mvdist-msn: Multivariate Skew-Normal Distribution
mvdist-msnFit: Multivariate Skew Normal Parameter Estimation
mvdist-mst: Multivariate Skew Student-t Distribution
mvdist-mstFit: Multivariate Skew Student-t Parameter Estimation
utils-adapt: Integrator for multivariate distributions
utils-binning2d: Square and Hexagonal Data Binning
utils-density2d: Bivariate Density Tools
utils-grid2d: Bivariate Density Tools
utils-gridding2d: Bivariate Gridded Data Sets
utils-integrate2d: Bivariate Integration Tools
zzz-mvnorm: Multivariate Normal Distribution
zzz-mvstnorm: Obsolete Functions
zzz-mvt: Multivariate Student-t Distribution

Functions

TInt Source code
TOwen Source code
adapt Man page Source code
cauchy2d Man page
contour.gridData Man page Source code
dcauchy2d Man page Source code
delliptical2d Man page Source code
delliptical2dSlider Source code
density2d Man page Source code
dmvsnorm Man page Source code
dmvst Man page Source code
dnorm2d Man page Source code Source code
dt2d Man page Source code
elliptical2d Man page
fMultivar Man page
fMultivar-package Man page
gfunc2d Source code
grid2d Man page Source code
gridData Man page Source code
hexBinning Man page Source code
hist2d Man page Source code
integrate2d Man page Source code
mnFit Source code
mscFit Man page Source code
msnFit Man page Source code
mstFit Man page Source code
mvFit Man page Source code
mvstnorm Man page
norm2d Man page
onAttach Source code
pcauchy2d Man page Source code
persp.gridData Man page Source code
plot.hexBinning Man page Source code
plot.squareBinning Man page Source code
pmvsnorm Man page Source code
pmvst Man page Source code
pnorm2d Man page Source code Source code
pt2d Man page Source code
rcauchy2d Man page Source code
rmvsnorm Man page Source code
rmvst Man page Source code
rnorm2d Man page Source code Source code
rt2d Man page Source code
squareBinning Man page Source code
t2d Man page
utils-binning2 Man page
utils-gridding2 Man page

Files

ChangeLog
DESCRIPTION
NAMESPACE
NEWS
R
R/bvdist-cauchy2d.R
R/bvdist-elliptical2d.R
R/bvdist-norm2d.R
R/bvdist-t2d.R
R/mvdist-mscFit.R
R/mvdist-msnFit.R
R/mvdist-mstFit.R
R/utils-adapt.R
R/utils-binning2d.R
R/utils-density2d.R
R/utils-grid2d.R
R/utils-gridding2d.R
R/utils-integrate2d.R
R/zzz-mvnorm.R
R/zzz-mvstnorm.R
R/zzz-mvt.R
R/zzz.R
inst
inst/obsolete
inst/obsolete/R
inst/obsolete/R/utils-adapt.R
inst/obsolete/man
inst/obsolete/man/utils-adapt.Rd
inst/obsolete/src
inst/obsolete/src/adapt2.f
inst/obsolete/src/adapt_callback.c
inst/unitTests
inst/unitTests/Makefile
inst/unitTests/runTests.R
inst/unitTests/runit.BivariateBinning.R
inst/unitTests/runit.BivariateDistributions.R
inst/unitTests/runit.BivariateGridding.R
man
man/00fMultivar-package.Rd
man/bvdist-cauchy2d.Rd
man/bvdist-elliptical2d.Rd
man/bvdist-norm2d.Rd
man/bvdist-t2d.Rd
man/mvdist-msc.Rd
man/mvdist-mscFit.Rd
man/mvdist-msn.Rd
man/mvdist-msnFit.Rd
man/mvdist-mst.Rd
man/mvdist-mstFit.Rd
man/utils-adapt.Rd
man/utils-binning2d.Rd
man/utils-density2d.Rd
man/utils-grid2d.Rd
man/utils-gridding2d.Rd
man/utils-integrate2d.Rd
man/zzz-mvnorm.Rd
man/zzz-mvstnorm.Rd
man/zzz-mvt.Rd
tests
tests/doRUnit.R
fMultivar documentation built on May 21, 2017, 12:19 a.m.