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fAssets (version 3003.81-1)

Rmetrics - Analysing and Modelling Financial Assets

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fAssets')

Monthly Downloads

1,322

Version

3003.81-1

License

GPL (>= 2)

Maintainer

Tobias Setz

Last Published

August 4th, 2014

Functions in fAssets (3003.81-1)

assets-outliers

Detection of Outliers in Asset Sets
assets-arrange

Rearranging Assets Columnwise
assets-meancov

Estimation of Mean and Covariances of Asset Sets
plot-pairs

Assets Pairs Plot
plot-stars

Stars Plots of Assets.
plot-hist

Histogram Plots of Assets
fAssets-package

Analysing and Modelling Financial Assets
plot-mst

Assets Tree Plot
fAssets

fAssets class and methods
plot-qqplot

Normal Quantile-Quantile Plots
assets-selection

Selecting Assets from Multivariate Asset Sets
assets-modeling

Modeling of Multivariate Asset Sets
plot-boxplot

Displays a Box Plot of Assets
plot-ellipses

Displays a Covariance Ellipses Plot
assets-distance

Distance Measures
plot-series

Displays Series Plots of Assets.
assets-portfolio

Risk and Related Measures for Portfolios
plot-similarity

Assets Similarity Plots
assets-mcr

Marginal Contributions to Covariance Risk
assets-lpm

Computation of Lower Partial Moments of Asset Sets
plot-risk

Assets Risk Plots
assets-testing

Testing Normality of Multivariate Asset Sets
plot-binning

Bivariate Histogram Plots of Assets