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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

Install

install.packages('fMultivar')

Monthly Downloads

1,621

Version

3042.80

License

GPL (>= 2)

Maintainer

Tobias Setz

Last Published

November 16th, 2017

Functions in fMultivar (3042.80)

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