fBasics v3011.87

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by Tobias Setz

Rmetrics - Markets and Basic Statistics

Environment for teaching "Financial Engineering and Computational Finance".

Functions in fBasics

Name Description
ghtMode Generalized Hyperbolic Student-t Mode
hypRobMoments Robust Moments for the HYP
nigMode Normal Inverse Gaussian Mode
rk The Rank of a Matrix
fBasicsData fBsiscs Data Sets
gld Generalized Lambda Distribution
distCheck Distribution Check
ght Generalized Hyperbolic Student-t
gridVector Grid Vector Coordinates
gldRobMoments Robust Moments for the GLD
akimaInterp Bivariate Spline Interpolation
sgh Standardized Generalized Hyperbolic Distribution
hypFit Fit of a Hyperbolic Distribution
baseMethods Generic Functions Extensions
ghRobMoments Robust Moments for the GH
acfPlot Autocorrelation Function Plots
hilbert Hilbert Matrix
ghFit GH Distribution Fit
ssd Spline Smoothed Distribution
locationTest Two Sample Location Tests
snig Standardized Normal Inverse Gaussian Distribution
rowStats Row Statistics
ReturnSeriesGUI Return Series Plots
ghtMoments Generalized Hyperbolic Student-t Moments
gh Generalized Hyperbolic Distribution
fBasics-package Portfolio Modelling, Optimization and Backtesting
StableSlider Slider GUI for Stable Distribution
ghMode Generalized Hyperbolic Mode
DistributionFits Parameter Fit of a Distribution
pdl Polynomial Distributed Lags
krigeInterp Bivariate Krige Interpolation
nigMoments Moments for the Normal Inverse Gaussian
NormalityTests Normality Tests
fHTEST Tests Class Representation and Utilities
inv The Inverse of a Matrix
hypMode Hyperbolic Mode
vec Stacking Vectors and Matrixes
ghSlider Generalized Hyperbolic Distribution Slider
ghMoments Generalized Hyperbolic Distribution Moments
nigSlider nigerbolic Distribution Slider
hypSlider Hyperbolic Distribution Slider
ghtFit GHT Distribution Fit
nigRobMoments Robust Moments for the NIG
correlationTest Correlation Tests
normRobMoments Robust Moments for the NORM
tslag Lagged or Leading Vector/Matrix
gldMode Generalized Lambda Distribution Mode
nigFit Fit of a Normal Inverse Gaussian Distribution
pascal Pascal Matrix
snigFit Fit of a Stndardized NIG Distribution
decor Decor Functions
ssdFit Fit Density Using Smoothing Splines
ScalingLawPlot Scaling Law Bahaviour
listDescription Description File Listing
hypMoments Hyperbolic Distribution Moments
sampleLMoments Sample L-Moments
TimeSeriesPlots Financial Time Series Plots
tsHessian Two sided approximated Hessian
fBasics-deprecated Deprecated Functions in Package fBasics
ks2Test Two Sample Kolmogorov--Smirnov Test
hyp Hyperbolic Distribution
nigShapeTriangle NIG Shape Triangle
scaleTest Two Sample Scale Tests
triang Upper and Lower Triangular Matrixes
tr Trace of a Matrix
positiveDefinite Positive Definite Matrixes
nig Normal Inverse Gaussian Distribution
listIndex Index File Listing
characterTable Table of Characters
varianceTest Two Sample Variance Tests
sghFit Standardized GH Distribution Fit
colorPalette Color Palettes
Ids Set and Retrieve Column/Row Names
kron Kronecker Product
sampleRobMoments Robust Moments for the GLD
norm Matrix Norm
lcg Generator for Portable Random Innovations
HistogramPlot Histogram and Density Plots
BasicStatistics Basic Time Series Statistics
BoxPlot Time Series Box Plots
symbolTable Table of Symbols
getS4 General S4 Class Extractor Functions
QuantileQuantilePlots Quantile-Quantile Plots
print Print Control
linearInterp Bivariate Linear Interpolation
colorTable Table of Colors
sght Standardized generalized hyperbolic Student-t Distribution
ghtRobMoments Robust Moments for the GHT
maxdd Drawdown Statistics
colVec Column and Row Vectors
interactivePlot Interactive Plot Utility
colorLocator Color Selection
listFunctions Functions Listing
gldFit GH Distribution Fit
Heaviside Haviside and Related Functions
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Date 2014-10-29
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.
LazyData yes
License GPL (>= 2)
URL https://www.rmetrics.org
Packaged 2014-10-29 17:34:48 UTC; Tobi
NeedsCompilation yes
Repository CRAN
Date/Publication 2014-10-29 20:07:26

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