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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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4032.96
4031.95
4022.94
4021.93
4021.92
3042.89.2
3011.87
3010.86
2160.85
2160.84
2160.83
2160.81
2110.79
2100.78
2100.77
290.76
290.75
280.74
280.73
260.72
260.71
251.70
240.10068.1
240.10067
221.10065
220.10063
201.10060
201.10059
200.10058
191.10057
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Install
install.packages('fBasics')
Monthly Downloads
36,178
Version
3011.87
License
GPL (>= 2)
Maintainer
Tobias Setz
Last Published
October 29th, 2014
Functions in fBasics (3011.87)
Search functions
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