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fMultivar (version 3042.80)
Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions
Description
Provides a collection of functions to manage, to investigate and to analyze bivariate and multivariate data sets of financial returns.
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Version
Version
4031.84
4021.83
3042.80.2
3042.80.1
3042.80
3011.78
2152.77
2100.76
290.75
270.74
270.73
260.72
260.71
251.70
240.10068
240.10067
221.10065
220.10063
201.10060
201.10059
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Install
install.packages('fMultivar')
Monthly Downloads
3,034
Version
3042.80
License
GPL (>= 2)
Maintainer
Tobias Setz
Last Published
November 16th, 2017
Functions in fMultivar (3042.80)
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bvdist-t2d
Bivariate Student-t Distribution
bvdist-elliptical2d
Bivariate Elliptical Densities
bvdist-norm2d
Bivariate Normal Distribution
mvdist-msc
Multivariate Skew Cauchy Distribution
bvdist-cauchy2d
Bivariate Cauchy Distribution
mvdist-msnFit
Multivariate Skew Normal Parameter Estimation
mvdist-mscFit
Multivariate Skew Cauchy Parameter Estimation
mvdist-mst
Multivariate Skew Student-t Distribution
mvdist-msn
Multivariate Skew-Normal Distribution
utils-grid2d
Bivariate Density Tools
fMultivar-package
Modelling Multivariate Return Distributions
utils-gridding2d
Bivariate Gridded Data Sets
utils-binning2
Square and Hexagonal Data Binning
mvdist-mstFit
Multivariate Skew Student-t Parameter Estimation
utils-density2d
Bivariate Density Tools
zzz-mvstnorm
Obsolete Functions
zzz-mvnorm
Multivariate Normal Distribution
zzz-mvt
Multivariate Student-t Distribution
utils-integrate2d
Bivariate Integration Tools
utils-adapt
Integrator for multivariate distributions