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fBasics (version 2110.79)

Rmetrics - Markets and Basic Statistics

Description

Environment for teaching "Financial Engineering and Computational Finance" NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE. THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES, AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES. Please donate, www.rmetrics.org, to support future activities of the Rmetrics association.

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Version

Install

install.packages('fBasics')

Monthly Downloads

39,329

Version

2110.79

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

February 8th, 2010

Functions in fBasics (2110.79)

hypMode

Hyperbolic Mode
tr

Trace of a Matrix
nig

Normal Inverse Gaussian Distribution
baseMethods

Generic Functions Extensions
ScalingLawPlot

Scaling Law Bahaviour
ks2Test

Two Sample Kolmogorov--Smirnov Test
ghSlider

Generalized Hyperbolic Distribution Slider
nigSlider

nigerbolic Distribution Slider
snigFit

Fit of a Stndardized NIG Distribution
HistogramPlot

Histogram and Density Plots
gh

Generalized Hyperbolic Distribution
nigMoments

Moments for the Normal Inverse Gaussian
gld

Generalized Lambda Distribution
akimaInterp

Bivariate Spline Interpolation
ReturnSeriesGUI

Return Series Plots
listDescription

Description File Listing
sgh

Standardized Generalized Hyperbolic Distribution
interactivePlot

Interactive Plot Utility
norm

Matrix Norm
kron

Kronecker Product
colorTable

Table of Colors
hypMoments

Hyperbolic Distribution Moments
linearInterp

Bivariate Linear Interpolation
NormalityTests

Normality Tests
vec

Stacking Vectors and Matrixes
correlationTest

Correlation Tests
listIndex

Index File Listing
fBasics-package

Portfolio Modelling, Optimization and Backtesting
pdl

Polynomial Distributed Lags
nigFit

Fit of a Normal Inverse Gaussian Distribution
hypFit

Fit of a Hyperbolic Distribution
ghMoments

Generalized Hyperbolic Distribution Moments
decor

Decor Functions
nigShapeTriangle

NIG Shape Triangle
krigeInterp

Bivariate Krige Interpolation
gridVector

Grid Vector Coordinates
pascal

Pascal Matrix
ssdFit

Fit Density Using Smoothing Splines
ghtMode

Generalized Hyperbolic Student-t Mode
distCheck

Distribution Check
rk

The Rank of a Matrix
colorPalette

Color Palettes
Ids

Set and Retrieve Column/Row Names
varianceTest

Two Sample Variance Tests
colorLocator

Color Selection
tslag

Lagged or Leading Vector/Matrix
ghtFit

GHT Distribution Fit
colVec

Column and Row Vectors
ghFit

GH Distribution Fit
gldRobMoments

Robust Moments for the GLD
fHTEST

Tests Class Representation and Utilities
lcg

Generator for Portable Random Innovations
locationTest

Two Sample Location Tests
nigMode

Normal Inverse Gaussian Mode
ghtMoments

Generalized Hyperbolic Student-t Moments
inv

The Inverse of a Matrix
symbolTable

Table of Symbols
nigRobMoments

Robust Moments for the GLD
StableMode

Mode of the Stable Distribution Function
hypSlider

Hyperbolic Distribution Slider
QuantileQuantilePlots

Quantile-Quantile Plots
sampleLMoments

Sample L-Moments
acfPlot

Autocorrelation Function Plots
characterTable

Table of Characters
sampleRobMoments

Robust Moments for the GLD
ghMode

Generalized Hyperbolic Mode
hilbert

Hilbert Matrix
StableDistribution

Stable Distribution Function
listFunctions

Functions Listing
positiveDefinite

Positive Definite Matrixes
triang

Upper and Lower Triangular Matrixes
maxdd

Drawdown Statistics
BoxPlot

Time Series Box Plots
rowStats

Row Statistics
scaleTest

Two Sample Scale Tests
BasicStatistics

Basic Time Series Statistics
DistributionFits

Parameter Fit of a Distribution
ght

Generalized Hyperbolic Student-t
gldFit

GH Distribution Fit
ssd

Spline Smoothed Distribution
snig

Standardized Normal Inverse Gaussian Distribution
print

Print Control
hyp

Hyperbolic Distribution
sghFit

Standardized GH Distribution Fit
TimeSeriesPlots

Financial Time Series Plots
Heaviside

Haviside and Related Functions
getS4

General S4 Class Extractor Functions