Provides a collection of functions to
explore and to investigate basic properties of financial returns
and related quantities.
The covered fields include techniques of explorative data analysis
and the investigation of distributional properties, including
parameter estimation and hypothesis testing. Even more there are
several utility functions for data handling and management.
| Version: |
3042.89.1 |
| Depends: |
R (≥ 2.15.1), timeDate, timeSeries |
| Imports: |
stats, grDevices, graphics, methods, utils, MASS, spatial, gss, stabledist |
| Suggests: |
akima, RUnit, tcltk |
| Published: |
2020-03-07 |
| Author: |
Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb]
Martin Maechler [ctb] |
| Maintainer: |
Tobias Setz <tobias.setz at live.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://www.rmetrics.org |
| NeedsCompilation: |
yes |
| Materials: |
ChangeLog |
| In views: |
Distributions, Finance |
| CRAN checks: |
fBasics results |