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fMultivar (version 4031.84)

Rmetrics - Modeling of Multivariate Financial Return Distributions

Description

A collection of functions inspired by Venables and Ripley (2002) and Azzalini and Capitanio (1999) to manage, investigate and analyze bivariate and multivariate data sets of financial returns.

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Version

Install

install.packages('fMultivar')

Monthly Downloads

2,419

Version

4031.84

License

GPL (>= 2)

Maintainer

Stefan Theussl

Last Published

July 11th, 2023

Functions in fMultivar (4031.84)

fMultivar-package

Modelling Multivariate Return Distributions
mvdist-msnFit

Multivariate Skew Normal Parameter Estimation
bvdist-cauchy2d

Bivariate Cauchy Distribution
zzz-mvstnorm

Obsolete Functions
zzz-mvt

Multivariate Student-t Distribution
bvdist-t2d

Bivariate Student-t Distribution
mvdist-mst

Multivariate Skew Student-t Distribution
utils-grid2d

Bivariate Density Tools
utils-gridding2d

Bivariate Gridded Data Sets
mvdist-msc

Multivariate Skew Cauchy Distribution
utils-integrate2d

Bivariate Integration Tools
zzz-mvnorm

Multivariate Normal Distribution
bvdist-elliptical2d

Bivariate Elliptical Densities
bvdist-norm2d

Bivariate Normal Distribution
utils-binning2

Square and Hexagonal Data Binning
utils-density2d

Bivariate Density Tools
mvdist-mscFit

Multivariate Skew Cauchy Parameter Estimation
mvdist-msn

Multivariate Skew-Normal Distribution
mvdist-mstFit

Multivariate Skew Student-t Parameter Estimation
utils-adapt

Integrator for multivariate distributions