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fAssets (version 280.73)
Rmetrics - Assets Selection and Modelling
Description
Environment for teaching "Financial Engineering and Computational Finance"
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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
Install
install.packages('fAssets')
Monthly Downloads
1,508
Version
280.73
License
GPL (>= 2)
Maintainer
Rmetrics Team
Last Published
April 24th, 2023
Functions in fAssets (280.73)
Search all functions
assetsStats
Assets Statistics
seriesPlot
Assets Series Plots
starsPlot
Assets Stars Plots
covEllipsesPlot
Covariance Ellipses Plot
boxPlot
Assets Box Plots
VaRModelling
Value-at-Risk Measures for Portfolios
AssetsTests
Testing Multivariate Asset Sets
AssetsModelling
Modelling of Multivariate Asset Sets
pairsPlot
Assets Pairs Plot
LowerPartialMoments
Estimation of Lower Partial Moments of Asset Sets
similarityPlot
Assets Similarity Plots
AssetsSelection
Selecting Assets from Multivariate Asset Sets
assetsMeanCov
Estimation of Mean and Covariances of Asset Sets