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fBasics (version 3011.87)

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

3011.87

License

GPL (>= 2)

Maintainer

Tobias Setz

Last Published

October 29th, 2014

Functions in fBasics (3011.87)

ghtMode

Generalized Hyperbolic Student-t Mode

hypRobMoments

Robust Moments for the HYP

nigMode

Normal Inverse Gaussian Mode

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

Spline Smoothed Distribution

locationTest

Two Sample Location Tests

snig

Standardized Normal Inverse Gaussian Distribution

Generalized Hyperbolic Student-t Moments

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

Trace of a Matrix

positiveDefinite

Positive Definite Matrixes

nig

Normal Inverse Gaussian Distribution

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 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

Haviside and Related Functions