fBasics: Rmetrics - Markets and Basic Statistics

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.

Version: 3010.86
Depends: stats, MASS, methods, timeDate, timeSeries (≥ 2100.84)
Imports: stabledist, gss
Suggests: akima, spatial, RUnit, tcltk
Published: 2013-05-01
Author: Diethelm Wuertz and Rmetrics core team members, uses code builtin from the following R contributed packages: gmm from Pierre Chauss, gld from Robert King, gss from Chong Gu, nortest from Juergen Gross, HyperbolicDist from David Scott, sandwich from Thomas Lumley and Achim Zeileis, fortran/C code from Kersti Aas and akima (0.5-1: R code under GPL) from Albrecht Gebhardt
Maintainer: Yohan Chalabi <yohan.chalabi at rmetrics.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.rmetrics.org
NeedsCompilation: yes
Materials: ChangeLog
In views: Distributions, Finance
CRAN checks: fBasics results


Reference manual: fBasics.pdf
Package source: fBasics_3010.86.tar.gz
MacOS X binary: fBasics_3010.86.tgz
Windows binary: fBasics_3010.86.zip
Old sources: fBasics archive

Reverse dependencies:

Reverse depends: distrRmetrics, fArma, fAsianOptions, fAssets, fBonds, fCertificates, fCopulae, fExoticOptions, fExtremes, fGarch, fMultivar, fNonlinear, fOptions, fPortfolio, fRegression, fTrading, fUnitRoots, HBSTM, LSMonteCarlo, rsgcc
Reverse imports: MVPARTwrap, StableEstim, TTAinterfaceTrendAnalysis
Reverse suggests: caschrono, lawstat, mlDNA, modeest, rattle, stabledist