fBasics: Rmetrics - Markets and Basic Statistics

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: 4021.92
Depends: R (≥ 2.15.1)
Imports: timeDate, timeSeries, stats, grDevices, graphics, methods, utils, MASS, spatial, gss, stabledist
Suggests: interp, RUnit, tcltk
Published: 2022-08-08
Author: Diethelm Wuertz [aut] (original code), Tobias Setz [aut], Yohan Chalabi [aut], Martin Maechler ORCID iD [ctb], CRAN Team [ctb], Georgi N. Boshnakov [cre, ctb]
Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>
BugReports: https://r-forge.r-project.org/projects/rmetrics
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://r-forge.r-project.org/scm/viewvc.php/pkg/fBasics/?root=rmetrics )devel), https://www.rmetrics.org
NeedsCompilation: yes
Materials: NEWS ChangeLog
In views: Distributions, Finance
CRAN checks: fBasics results

Documentation:

Reference manual: fBasics.pdf

Downloads:

Package source: fBasics_4021.92.tar.gz
Windows binaries: r-devel: fBasics_3042.89.2.zip, r-release: fBasics_4021.92.zip, r-oldrel: fBasics_3042.89.2.zip
macOS binaries: r-release (arm64): fBasics_3042.89.2.tgz, r-oldrel (arm64): fBasics_3042.89.2.tgz, r-release (x86_64): fBasics_3042.89.2.tgz, r-oldrel (x86_64): fBasics_3042.89.2.tgz
Old sources: fBasics archive

Reverse dependencies:

Reverse depends: deltaGseg, distrRmetrics, fAssets, fBonds, fCopulae, fNonlinear, fPortfolio, fRegression, fTrading, HBSTM, LSMonteCarlo
Reverse imports: BLCOP, ChIPseqR, FarmSelect, fExtremes, fGarch, fMultivar, fUnitRoots, iClick, Irescale, jackstrap, modeest, MTS, neatStats, sfaR, sicegar, StableEstim
Reverse suggests: alphastable, cati, fitteR, ForeCA, JFE, lawstat, rattle, stabledist

Linking:

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