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fAssets (version 3002.80)

Rmetrics - Assets Selection and Modelling

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fAssets')

Monthly Downloads

830

Version

3002.80

License

GPL (>= 2)

Maintainer

Yohan Chalabi

Last Published

December 17th, 2013

Functions in fAssets (3002.80)

boxPlot

Displays a Box Plot of Assets
treePlot

Assets Tree Plot
assetsMCR

Marginal Contributions to Covariance Risk
assetsQQNormPlot

Normal Quantile-Quantile Plots
assetsOutliers

Detection of Outliers in Asset Sets
covEllipsesPlot

Displays a Covariance Ellipses Plot
assetsFit

Fitting of Multivariate Asset Sets
pairsPlot

Assets Pairs Plot
seriesPlot

Displays Series Plots of Assets.
assetsSim

Simulating Multivariate Asset Sets
starsPlot

Stars Plots of Assets.
assetsPfolio

Risk and Related Measures for Portfolios
similarityPlot

Assets Similarity Plots
histPlot

Histogram Plots of Assets
riskPlots

Assets Risk Plots
assetsLPM

Computation of Lower Partial Moments of Asset Sets
binningPlot

Bivariate Histogram Plots of Assets
assetsTest

Testing Normality of Multivariate Asset Sets
assetsMeanCov

Estimation of Mean and Covariances of Asset Sets
assetsArrange

Rearranging Assets Columnwise
assetsSelect

Selecting Assets from Multivariate Asset Sets
fAssets-package

Assets Modelling
fAssets

fAssets class and methods