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fBasics (version 2100.78)

Rmetrics - Markets and Basic Statistics

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fBasics')

Monthly Downloads

39,329

Version

2100.78

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

September 28th, 2009

Functions in fBasics (2100.78)

Ids

Set and Retrieve Column/Row Names
ghSlider

Generalized Hyperbolic Distribution Slider
nigFit

Fit of a Normal Inverse Gaussian Distribution
ght

Generalized Hyperbolic Student-t
sgh

Standardized Generalized Hyperbolic Distribution
listFunctions

Functions Listing
hypFit

Fit of a Hyperbolic Distribution
characterTable

Table of Characters
nigSlider

nigerbolic Distribution Slider
correlationTest

Correlation Tests
HistogramPlot

Histogram and Density Plots
QuantileQuantilePlots

Quantile-Quantile Plots
snigFit

Fit of a Stndardized NIG Distribution
fHTEST

Tests Class Representation and Utilities
fUtilities-package

Utilities and Tools Package
akimaInterp

Bivariate Spline Interpolation
triang

Upper and Lower Triangular Matrixes
acfPlot

Autocorrelation Function Plots
StableDistribution

Stable Distribution Function
lcg

Generator for Portable Random Innovations
linearInterp

Bivariate Linear Interpolation
hyp

Hyperbolic Distribution
inv

The Inverse of a Matrix
nigShapeTriangle

NIG Shape Triangle
positiveDefinite

Positive Definite Matrixes
BasicStatistics

Basic Time Series Statistics
hilbert

Hilbert Matrix
baseMethods

Generic Functions Extensions
Heaviside

Haviside and Related Functions
ghMode

Generalized Hyperbolic Mode
symbolTable

Table of Symbols
BoxPlot

Time Series Box Plots
sghFit

Standardized GH Distribution Fit
krigeInterp

Bivariate Krige Interpolation
tr

Trace of a Matrix
pdl

Polynomial Distributed Lags
listDescription

Description File Listing
NormalityTests

Normality Tests
print

Print Control
TimeSeriesPlots

Financial Time Series Plots
fBasics-package

Portfolio Modelling, Optimization and Backtesting
nig

Normal Inverse Gaussian Distribution
norm

Matrix Norm
varianceTest

Two Sample Variance Tests
interactivePlot

Interactive Plot Utility
decor

Decor Functions
kron

Kronecker Product
scaleTest

Two Sample Scale Tests
listIndex

Index File Listing
colVec

Column and Row Vectors
hypSlider

Hyperbolic Distribution Slider
distCheck

Distribution Check
hypMode

Hyperbolic Mode
rk

The Rank of a Matrix
rowStats

Row Statistics
gridVector

Grid Vector Coordinates
tslag

Lagged or Leading Vector/Matrix
ReturnSeriesGUI

Return Series Plots
gh

Generalized Hyperbolic Distribution
pascal

Pascal Matrix
colorLocator

Color Selection
DistributionFits

Parameter Fit of a Distribution
colorPalette

Color Palettes
ghtFit

GHT Distribution Fit
colorTable

Table of Colors
ghFit

GH Distribution Fit
getS4

General S4 Class Extractor Functions
locationTest

Two Sample Location Tests
snig

Standardized Normal Inverse Gaussian Distribution
ks2Test

Two Sample Kolmogorov--Smirnov Test
maxdd

Drawdown Statistics
ScalingLawPlot

Scaling Law Bahaviour
vec

Stacking Vectors and Matrixes