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fBasics (version 4021.93)

Rmetrics - Markets and Basic Statistics

Description

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.

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Version

Install

install.packages('fBasics')

Monthly Downloads

41,248

Version

4021.93

License

GPL (>= 2)

Last Published

October 20th, 2022

Functions in fBasics (4021.93)

gh

Generalized Hyperbolic Distribution
baseMethods

Generic functions extensions
ghRobMoments

Robust Moments for the GH
distCheck

Distribution check
DistributionFits

Parametric fit of a distribution
ghMode

Generalized Hyperbolic Mode
fBasics-package

Portfolio modelling, optimization and backtesting
ghSlider

Generalized Hyperbolic Distribution Slider
ghtRobMoments

Robust Moments for the GHT
gld

Generalized Lambda Distribution
ghtFit

GHT distribution fit
ghFit

GH Distribution Fit
fBasicsData

fBasics data sets
ghMoments

Generalized Hyperbolic Distribution Moments
gldMode

Generalized Lambda Distribution Mode
ghtMoments

Generalized Hyperbolic Student-t Moments
ghtMode

Generalized Hyperbolic Student-t Mode
gldRobMoments

Robust Moments for the GLD
nigMode

Normal Inverse Gaussian Mode
gldFit

GH Distribution Fit
hypMoments

Hyperbolic distribution moments
nigRobMoments

Robust Moments for the NIG
hypRobMoments

Robust moments for the HYP
hypMode

Hyperbolic mode
ght

Generalized Hyperbolic Student-t
hyp

Hyperbolic distribution
hypFit

Fit a Hyperbolic distribution
nigMoments

Moments for the Normal Inverse Gaussian
normRobMoments

Robust moments for the Normal distribution
sgh

Standardized Generalized Hyperbolic Distribution
fDISTFIT-class

Class "fDISTFIT"
sghFit

Standardized GH distribution fit
hypSlider

Hyperbolic distribution slider
fBasics_reexports

Objects exported from other packages
nigSlider

nigerbolic Distribution Slider
ssdFit

Fit density using smoothing splines
nigFit

Fit of a Normal Inverse Gaussian Distribution
norm

Matrix norm
pascal

Pascal matrix
nig

Normal Inverse Gaussian Distribution
fBasics-deprecated

Deprecated functions in package fBasics
colVec

Column and row vectors
snig

Standardized Normal Inverse Gaussian Distribution
sght

Standardized generalized hyperbolic Student-t Distribution
fHTEST-class

Class "fHTEST"
pdl

Polynomial distributed lags
vec

Stacking vectors and matrices
acfPlot

Autocorrelation function plots
positiveDefinite

Positive definite matrices
QuantileQuantilePlots

Quantile-Quantile plots
BasicStatistics

Basic time series statistics
StableSlider

Slider GUI for Stable Distribution
hilbert

Hilbert matrix
snigFit

Fit of a Standardized NIG Distribution
rk

The rank of a matrix
TimeSeriesPlots

Financial time series plots
ScalingLawPlot

Scaling law behaviour
ssd

Spline Smoothed Distribution
gridVector

Grid vector coordinates
nigShapeTriangle

NIG Shape Triangle
krigeInterp

Bivariate Krige Interpolation
akimaInterp

Bivariate Spline Interpolation
linearInterp

Bivariate Linear Interpolation
tr

Trace of a matrix
BoxPlot

Time series box plots
maxdd

Drawdown statistics
correlationTest

Correlation tests
sampleLMoments

Sample L-moments
kron

Kronecker product
ReturnSeriesGUI

Return series plots
NormalityTests

Normality tests
inv

The inverse of a matrix
scaleTest

Two sample scale tests
tsHessian

Two sided approximated Hessian
getS4

General S4 Class Extractor Functions
colorTable

Table of colors
decor

Functions for decorating plots
print

Print control
Heaviside

Heaviside and related functions
varianceTest

Two sample variance tests
tslag

Lagged or leading vector/matrix
triang

Upper and lower triangular matrices
lcg

Generator for Portable random innovations
colorPalette

Color palettes
HistogramPlot

Histogram and density plots
rowStats

Row statistics
sampleRobMoments

Robust moments for the GLD
colorLocator

Color selection
locationTest

Two sample location tests
characterTable

Table of characters
ks2Test

Two sample Kolmogorov-Smirnov test
Ids

Set and retrieve column/row names
symbolTable

Table of symbols
interactivePlot

Interactive Plot Utility
listFunctions

List exported functions in a package