fMultivar: Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions

Environment for teaching "Financial Engineering and Computational Finance"

Author
Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication
2015-11-10 14:16:48
Maintainer
Tobias Setz <tobias.setz@rmetrics.org>
License
GPL (>= 2)
Version
3022.79
URLs

View on R-Forge

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

Files in this package

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