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fAssets (version 4023.85)
Rmetrics - Analysing and Modelling Financial Assets
Description
A collection of functions to manage, to investigate and to analyze data sets of financial assets from different points of view.
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Version
Version
4023.85
3042.84
3011.83
3011.82
3003.81-1
3002.80
2110.79
2100.78
2100.77
2100.76
290.75
280.74
280.73
260.72
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Install
install.packages('fAssets')
Monthly Downloads
2,076
Version
4023.85
License
GPL (>= 2)
Maintainer
Stefan Theussl
Last Published
April 24th, 2023
Functions in fAssets (4023.85)
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assets-distance
Distance Measures
builtin
Estimation of Mean and Covariances of Asset Sets
assets-outliers
Detection of Outliers in Asset Sets
assets-lpm
Computation of Lower Partial Moments of Asset Sets
assets-selection
Selecting Assets from Multivariate Asset Sets
assets-arrange
Rearranging Assets Columnwise
fAssets-package
Analysing and Modelling Financial Assets
plot-binning
Bivariate Histogram Plots of Assets
plot-risk
Assets Risk Plots
plot-stars
Stars Plots of Assets.
plot-series
Displays Series Plots of Assets.
plot-ellipses
Displays a Covariance Ellipses Plot
plot-pairs
Assets Pairs Plot
plot-boxplot
Displays a Box Plot of Assets
plot-hist
Histogram Plots of Assets
plot-mst
Assets Tree Plot
plot-qqplot
Normal Quantile-Quantile Plots
plot-similarity
Assets Similarity Plots
assets-testing
Testing Normality of Multivariate Asset Sets
assets-meancov
Estimation of Mean and Covariances of Asset Sets
assets-modeling
Modeling Multivariate Asset Sets