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fBasics (version 4021.92)

Rmetrics - Markets and Basic Statistics

Description

Provides a collection of functions to explore and to investigate basic properties of financial returns and related quantities. The covered fields include techniques of explorative data analysis and the investigation of distributional properties, including parameter estimation and hypothesis testing. Even more there are several utility functions for data handling and management.

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Version

Install

install.packages('fBasics')

Monthly Downloads

33,375

Version

4021.92

License

GPL (>= 2)

Maintainer

Georgi Boshnakov

Last Published

August 8th, 2022

Functions in fBasics (4021.92)

DistributionFits

Parameter Fit of a Distribution
fBasics-package

Portfolio Modelling, Optimization and Backtesting
distCheck

Distribution Check
ghMoments

Generalized Hyperbolic Distribution Moments
ghFit

GH Distribution Fit
fBasicsData

fBasics Data Sets
gh

Generalized Hyperbolic Distribution
ghRobMoments

Robust Moments for the GH
baseMethods

Generic Functions Extensions
gldMode

Generalized Lambda Distribution Mode
ghMode

Generalized Hyperbolic Mode
ghtFit

GHT Distribution Fit
ghSlider

Generalized Hyperbolic Distribution Slider
hyp

Hyperbolic Distribution
hypFit

Fit of a Hyperbolic Distribution
ght

Generalized Hyperbolic Student-t
snig

Standardized Normal Inverse Gaussian Distribution
gldRobMoments

Robust Moments for the GLD
hypRobMoments

Robust Moments for the HYP
nigSlider

nigerbolic Distribution Slider
hypSlider

Hyperbolic Distribution Slider
sght

Standardized generalized hyperbolic Student-t Distribution
ghtMode

Generalized Hyperbolic Student-t Mode
ssdFit

Fit Density Using Smoothing Splines
normRobMoments

Robust Moments for the NORM
nigMode

Normal Inverse Gaussian Mode
ghtMoments

Generalized Hyperbolic Student-t Moments
ghtRobMoments

Robust Moments for the GHT
nigMoments

Moments for the Normal Inverse Gaussian
nigRobMoments

Robust Moments for the NIG
BoxPlot

Time Series Box Plots
nigShapeTriangle

NIG Shape Triangle
kron

Kronecker Product
sgh

Standardized Generalized Hyperbolic Distribution
norm

Matrix Norm
inv

The Inverse of a Matrix
sghFit

Standardized GH Distribution Fit
gld

Generalized Lambda Distribution
gldFit

GH Distribution Fit
fBasics-deprecated

Deprecated Functions in Package fBasics
gridVector

Grid Vector Coordinates
hypMoments

Hyperbolic Distribution Moments
fBasics_reexports

Objects exported from other packages
colVec

Column and Row Vectors
hypMode

Hyperbolic Mode
pdl

Polynomial Distributed Lags
HistogramPlot

Histogram and Density Plots
snigFit

Fit of a Standardized NIG Distribution
ssd

Spline Smoothed Distribution
pascal

Pascal Matrix
nig

Normal Inverse Gaussian Distribution
positiveDefinite

Positive Definite Matrixes
nigFit

Fit of a Normal Inverse Gaussian Distribution
getS4

General S4 Class Extractor Functions
correlationTest

Correlation Tests
ScalingLawPlot

Scaling Law Bahaviour
decor

Functions for decorating plots
vec

Stacking Vectors and Matrixes
sampleLMoments

Sample L-Moments
TimeSeriesPlots

Financial Time Series Plots
acfPlot

Autocorrelation Function Plots
Ids

Set and Retrieve Column/Row Names
rk

The Rank of a Matrix
colorLocator

Color Selection
hilbert

Hilbert Matrix
sampleRobMoments

Robust Moments for the GLD
rowStats

Row Statistics
print

Print Control
linearInterp

Bivariate Linear Interpolation
maxdd

Drawdown Statistics
listIndex

Index File Listing
QuantileQuantilePlots

Quantile-Quantile Plots
StableSlider

Slider GUI for Stable Distribution
tslag

Lagged or Leading Vector/Matrix
tr

Trace of a Matrix
triang

Upper and Lower Triangular Matrixes
akimaInterp

Bivariate Spline Interpolation
NormalityTests

Normality Tests
tsHessian

Two sided approximated Hessian
interactivePlot

Interactive Plot Utility
locationTest

Two Sample Location Tests
BasicStatistics

Basic Time Series Statistics
scaleTest

Two Sample Scale Tests
lcg

Generator for Portable Random Innovations
krigeInterp

Bivariate Krige Interpolation
symbolTable

Table of Symbols
ReturnSeriesGUI

Return Series Plots
ks2Test

Two Sample Kolmogorov--Smirnov Test
fHTEST

Tests Class Representation and Utilities
colorPalette

Color Palettes
colorTable

Table of Colors
listFunctions

Functions Listing
varianceTest

Two Sample Variance Tests
listDescription

Description File Listing
characterTable

Table of Characters
Heaviside

Heaviside and Related Functions