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fBasics (version 290.75)

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

290.75

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

August 19th, 2024

Functions in fBasics (290.75)

colVec

Column and Row Vectors
decor

Decor Functions
colorTable

Table of Colors
krigeInterp

Bivariate Krige Interpolation
StableDistribution

Stable Distribution Function
nigShapeTriangle

NIG Shape Triangle
ghSlider

Generalized Hyperbolic Distribution Slider
Ids

Set and Retrieve Column/Row Names
ghtFit

GHT Distribution Fit
listDescription

Description File Listing
listFunctions

Functions Listing
hyp

Hyperbolic Distribution
QuantileQuantilePlots

Quantile-Quantile Plots
sghFit

Standardized GH Distribution Fit
interactivePlot

Interactive Plot Utility
listIndex

Index File Listing
nigSlider

nigerbolic Distribution Slider
hilbert

Hilbert Matrix
baseMethods

Generic Functions Extensions
fBasics-package

Portfolio Modelling, Optimization and Backtesting
scaleTest

Two Sample Scale Tests
snigFit

Fit of a Stndardized NIG Distribution
triang

Upper and Lower Triangular Matrixes
Heaviside

Haviside and Related Functions
fUtilities-package

Utilities and Tools Package
gh

Generalized Hyperbolic Distribution
gridVector

Grid Vector Coordinates
colorLocator

Color Selection
HistogramPlot

Histogram and Density Plots
varianceTest

Two Sample Variance Tests
nig

Normal Inverse Gaussian Distribution
pdl

Polynomial Distributed Lags
getS4

General S4 Class Extractor Functions
NormalityTests

Normality Tests
norm

Matrix Norm
hypSlider

Hyperbolic Distribution Slider
DistributionFits

Parameter Fit of a Distribution
ghFit

GH Distribution Fit
rk

The Rank of a Matrix
ght

Generalized Hyperbolic Student-t
maxdd

Drawdown Statistics
hypFit

Fit of a Hyperbolic Distribution
rowStats

Row Statistics
positiveDefinite

Positive Definite Matrixes
ghMode

Generalized Hyperbolic Mode
BasicStatistics

Basic Time Series Statistics
ScalingLawPlot

Scaling Law Bahaviour
inv

The Inverse of a Matrix
colorPalette

Color Palettes
nigFit

Fit of a Normal Inverse Gaussian Distribution
hypMode

Hyperbolic Mode
snig

Standardized Normal Inverse Gaussian Distribution
print

Print Control
characterTable

Table of Characters
ks2Test

Two Sample Kolmogorov--Smirnov Test
kron

Kronecker Product
correlationTest

Correlation Tests
locationTest

Two Sample Location Tests
tr

Trace of a Matrix
sgh

Standardized Generalized Hyperbolic Distribution
BoxPlot

Time Series Box Plots
acfPlot

Autocorrelation Function Plots
distCheck

Distribution Check
linearInterp

Bivariate Linear Interpolation
lcg

Generator for Portable Random Innovations
fHTEST

Tests Class Representation and Utilities
ReturnSeriesGUI

Return Series Plots
symbolTable

Table of Symbols
tslag

Lagged or Leading Vector/Matrix
akimaInterp

Bivariate Spline Interpolation
pascal

Pascal Matrix
vec

Stacking Vectors and Matrixes
TimeSeriesPlots

Financial Time Series Plots