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

Install

install.packages('fAssets')

Monthly Downloads

1,322

Version

4023.85

License

GPL (>= 2)

Maintainer

Stefan Theussl

Last Published

April 24th, 2023

Functions in fAssets (4023.85)

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