The R package 'fBasics' 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.
Package fBasics
is part of the Rmetrics suite of R packages and is developed on R-forge at
fBasics.
The root of Rmetrics is at R-forge.
Installing fBasics
Install the latest stable version of
fBasics
from CRAN:
install.packages("fBasics")
You can install the
development version
of fBasics
from R-forge:
install.packages("fBasics", repos = "http://R-Forge.R-project.org")
To report bugs visit Rmetrics.
Documentation
You can view the documentation of fBasics
at
fBasicsDoc
or download the
reference manual
of the latest release from CRAN.