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fBasics (version 2160.84)

Rmetrics - Markets and Basic Statistics

Description

Environment for teaching "Financial Engineering and Computational Finance" NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES. Please donate, www.rmetrics.org, to support future activities of the Rmetrics association.

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Version

Install

install.packages('fBasics')

Monthly Downloads

39,329

Version

2160.84

License

GPL (>= 2)

Maintainer

Yohan Chalabi

Last Published

September 14th, 2012

Functions in fBasics (2160.84)

Generalized Hyperbolic Distribution Slider

Distribution Check

DistributionFits

Parameter Fit of a Distribution

Hyperbolic Distribution Moments

Color Selection

General S4 Class Extractor Functions

Two Sample Variance Tests

Moments for the Normal Inverse Gaussian

Robust Moments for the NORM

Two Sample Kolmogorov--Smirnov Test

Generic Functions Extensions

fBasics-package

Portfolio Modelling, Optimization and Backtesting

The Rank of a Matrix

Lagged or Leading Vector/Matrix

GH Distribution Fit

Normality Tests

Fit of a Hyperbolic Distribution

Table of Colors

Robust Moments for the GH

Scaling Law Bahaviour

nigerbolic Distribution Slider

Trace of a Matrix

sampleRobMoments

Robust Moments for the GLD

Table of Symbols

Generator for Portable Random Innovations

Set and Retrieve Column/Row Names

Generalized Hyperbolic Student-t Moments

Fit of a Normal Inverse Gaussian Distribution

nigShapeTriangle

NIG Shape Triangle

BasicStatistics

Basic Time Series Statistics

GH Distribution Fit

Spline Smoothed Distribution

Polynomial Distributed Lags

Two Sample Location Tests

Bivariate Linear Interpolation

Stacking Vectors and Matrixes

GHT Distribution Fit

Generalized Hyperbolic Student-t

Histogram and Density Plots

Drawdown Statistics

Generalized Hyperbolic Distribution Moments

Standardized GH Distribution Fit

Robust Moments for the NIG

Fit of a Stndardized NIG Distribution

Functions Listing

Bivariate Krige Interpolation

Hyperbolic Mode

Robust Moments for the HYP

Generalized Lambda Distribution Mode

TimeSeriesPlots

Financial Time Series Plots

Kronecker Product

QuantileQuantilePlots

Quantile-Quantile Plots

Standardized Generalized Hyperbolic Distribution

Tests Class Representation and Utilities

fBasics-deprecated

Deprecated Functions in Package fBasics

Time Series Box Plots

Standardized generalized hyperbolic Student-t Distribution

correlationTest

Correlation Tests

The Inverse of a Matrix

Bivariate Spline Interpolation

positiveDefinite

Positive Definite Matrixes

Column and Row Vectors

Sample L-Moments

Haviside and Related Functions

Decor Functions

Generalized Lambda Distribution

Robust Moments for the GLD

Slider GUI for Stable Distribution

Fit Density Using Smoothing Splines

ReturnSeriesGUI

Return Series Plots

Generalized Hyperbolic Distribution

Hyperbolic Distribution

Hyperbolic Distribution Slider

listDescription

Description File Listing

Generalized Hyperbolic Mode

interactivePlot

Interactive Plot Utility

Normal Inverse Gaussian Distribution

Normal Inverse Gaussian Mode

Upper and Lower Triangular Matrixes

Two Sample Scale Tests

Autocorrelation Function Plots

Index File Listing

Two sided approximated Hessian

Grid Vector Coordinates

Table of Characters

Robust Moments for the GHT

Generalized Hyperbolic Student-t Mode

Standardized Normal Inverse Gaussian Distribution