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fBasics (version 280.73)

Rmetrics - Markets and Basic Statistics

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fBasics')

Monthly Downloads

34,809

Version

280.73

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

August 19th, 2024

Functions in fBasics (280.73)

fUtilities-package

Utilities and Tools Package
colorLocator

Color Selection
getS4

General S4 Class Extractor Functions
colVec

Column and Row Vectors
decor

Decor Functions
hypSlider

Hyperbolic Distribution Slider
gh

Generalized Hyperbolic Distribution
akimaInterp

Bivariate Spline Interpolation
triang

Upper and Lower Triangular Matrixes
ghFit

GH Distribution Fit
nig

Normal Inverse Gaussian Distribution
norm

Matrix Norm
TimeSeriesPlots

Financial Time Series Plots
characterTable

Table of Characters
listFunctions

Functions Listing
correlationTest

Correlation Tests
ghSlider

Generalized Hyperbolic Distribution Slider
hypMode

Hyperbolic Mode
HistogramPlot

Histogram and Density Plots
listIndex

Index File Listing
DistributionFits

Parameter Fit of a Distribution
baseMethods

Generic Functions Extensions
colorPalette

Color Palettes
hypFit

Fit of a Hyperbolic Distribution
varianceTest

Two Sample Variance Tests
symbolTable

Table of Symbols
StableDistribution

Stable Distribution Function
ScalingLawPlot

Scaling Law Bahaviour
hyp

Hyperbolic Distribution
ght

Generalized Hyperbolic Student-t
Heaviside

Haviside and Related Functions
acfPlot

Autocorrelation Function Plots
NormalityTests

Normality Tests
inv

The Inverse of a Matrix
scaleTest

Two Sample Scale Tests
ghtFit

GHT Distribution Fit
ghMode

Generalized Hyperbolic Mode
BasicStatistics

Basic Time Series Statistics
locationTest

Two Sample Location Tests
colorTable

Table of Colors
ks2Test

Two Sample Kolmogorov--Smirnov Test
fHTEST

Tests Class Representation and Utilities
kron

Kronecker Product
distCheck

Distribution Check
interactivePlot

Interactive Plot Utility
positiveDefinite

Positive Definite Matrixes
hilbert

Hilbert Matrix
nigSlider

nigerbolic Distribution Slider
rk

The Rank of a Matrix
nigShapeTriangle

NIG Shape Triangle
gridVector

Grid Vector Coordinates
maxdd

Drawdown Statistics
pdl

Polynomial Distributed Lags
tr

Trace of a Matrix
krigeInterp

Bivariate Krige Interpolation
tslag

Lagged or Leading Vector/Matrix
lcg

Generator for Portable Random Innovations
pascal

Pascal Matrix
QuantileQuantilePlots

Quantile-Quantile Plots
ReturnSeriesGUI

Return Series Plots
rowStats

Row Statistics
fBasics-package

Portfolio Modelling, Optimization and Backtesting
linearInterp

Bivariate Linear Interpolation
print

Print Control
vec

Stacking Vectors and Matrixes
Ids

Set and Retrieve Column/Row Names
BoxPlot

Time Series Box Plots
listDescription

Description File Listing