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Package 'Fbasics' Package ‘fBasics’ March 7, 2020 Title Rmetrics - Markets and Basic Statistics Date 2017-11-12 Version 3042.89.1 Author Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb] Maintainer Tobias Setz <[email protected]> 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. Depends R (>= 2.15.1), timeDate, timeSeries Imports stats, grDevices, graphics, methods, utils, MASS, spatial, gss, stabledist ImportsNote akima not in Imports because of non-GPL licence. Suggests akima, RUnit, tcltk LazyData yes License GPL (>= 2) Encoding UTF-8 URL https://www.rmetrics.org NeedsCompilation yes Repository CRAN Date/Publication 2020-03-07 11:06:10 UTC 1 2 R topics documented: R topics documented: fBasics-package . .4 acfPlot . 13 akimaInterp . 15 baseMethods . 17 BasicStatistics . 18 BoxPlot . 19 characterTable . 20 colorLocator . 20 colorPalette . 21 colorTable . 25 colVec . 25 correlationTest . 26 decor . 28 distCheck . 29 DistributionFits . 29 fBasics-deprecated . 31 fBasicsData . 32 fHTEST . 34 getS4 . 35 gh.............................................. 36 ghFit . 38 ghMode . 40 ghMoments . 41 ghRobMoments . 42 ghSlider . 43 ght.............................................. 44 ghtFit . 45 ghtMode . 46 ghtMoments . 47 ghtRobMoments . 48 gld.............................................. 49 gldFit . 51 gldMode . 52 gldRobMoments . 53 gridVector . 54 Heaviside . 55 hilbert . 56 HistogramPlot . 57 hyp ............................................. 59 hypFit . 61 hypMode . 62 hypMoments . 63 hypRobMoments . 65 hypSlider . 66 Ids.............................................. 66 interactivePlot . 67 R topics documented: 3 inv.............................................. 68 krigeInterp . 69 kron............................................. 70 ks2Test . 71 lcg.............................................. 72 linearInterp . 74 listDescription . 75 listFunctions . 76 listIndex . 76 locationTest . 77 maxdd . 79 nig.............................................. 81 nigFit . 82 nigMode . 84 nigMoments . 85 nigRobMoments . 86 nigShapeTriangle . 87 nigSlider . 88 norm............................................. 89 NormalityTests . 90 normRobMoments . 94 pascal . 95 pdl.............................................. 96 positiveDefinite . 97 print . 97 QuantileQuantilePlots . 98 ReturnSeriesGUI . 100 rk .............................................. 100 rowStats . 101 sampleLMoments . 103 sampleRobMoments . 103 scaleTest . 104 ScalingLawPlot . 106 sgh.............................................. 108 sghFit . 109 sght ............................................. 110 snig ............................................. 112 snigFit . 113 ssd.............................................. 114 ssdFit . 116 StableSlider . 117 symbolTable . 117 TimeSeriesPlots . 118 tr............................................... 120 triang . 120 tsHessian . 121 tslag . 122 varianceTest . 122 4 fBasics-package vec.............................................. 124 Index 126 fBasics-package Portfolio Modelling, Optimization and Backtesting Description The Rmetrics "fBasics" package is 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 distribu- tional properties, including parameter estimation and hypothesis testing. Evenmore there are several utility functions for data handling and managemnet. Details Package: \tab fBasics\cr Type: \tab Package\cr Date: \tab 2014\cr License: \tab.
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