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fBasics

Rmetrics - Markets and Basic Statistics

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.

Functions (95)

00fBasics-package

Portfolio Modelling, Optimization and Backtesting

baseMethods

Generic Functions Extensions

data-examples

fBsiscs Data Sets

dist-DistributionFits

Parameter Fit of a Distribution

dist-distCheck

Distribution Check

dist-gh

Generalized Hyperbolic Distribution

dist-ghFit

GH Distribution Fit

dist-ghMode

Generalized Hyperbolic Mode

dist-ghMoments

Generalized Hyperbolic Distribution Moments

dist-ghRobMoments

Robust Moments for the GH

dist-ghSlider

Generalized Hyperbolic Distribution Slider

dist-ght

Generalized Hyperbolic Student-t

dist-ghtFit

GHT Distribution Fit

dist-ghtMode

Generalized Hyperbolic Student-t Mode

dist-ghtMoments

Generalized Hyperbolic Student-t Moments

dist-ghtRobMoments

Robust Moments for the GHT

dist-gld

Generalized Lambda Distribution

dist-gldFit

GH Distribution Fit

dist-gldMode

Generalized Lambda Distribution Mode

dist-gldRobMoments

Robust Moments for the GLD

dist-hyp

Hyperbolic Distribution

dist-hypFit

Fit of a Hyperbolic Distribution

dist-hypMode

Hyperbolic Mode

dist-hypMoments

Hyperbolic Distribution Moments

dist-hypRobMoments

Robust Moments for the HYP

dist-hypSlider

Hyperbolic Distribution Slider

dist-nig

Normal Inverse Gaussian Distribution

dist-nigFit

Fit of a Normal Inverse Gaussian Distribution

dist-nigMode

Normal Inverse Gaussian Mode

dist-nigMoments

Moments for the Normal Inverse Gaussian

dist-nigRobMoments

Robust Moments for the NIG

dist-nigShapeTriangle

NIG Shape Triangle

dist-nigSlider

nigerbolic Distribution Slider

dist-normRobMoments

Robust Moments for the NORM

dist-sgh

Standardized Generalized Hyperbolic Distribution

dist-sghFit

Standardized GH Distribution Fit

dist-sght

Standardized generalized hyperbolic Student-t Distribution

dist-snig

Standardized Normal Inverse Gaussian Distribution

dist-snigFit

Fit of a Stndardized NIG Distribution

dist-ssd

Spline Smoothed Distribution

dist-ssdFit

Fit Density Using Smoothing Splines

fBasics-deprecated

Deprecated Functions in Package fBasics

matrix-colVec

Column and Row Vectors

matrix-gridVector

Grid Vector Coordinates

matrix-hilbert

Hilbert Matrix

matrix-inv

The Inverse of a Matrix

matrix-kron

Kronecker Product

matrix-norm

Matrix Norm

matrix-pascal

Pascal Matrix

matrix-pdl

Polynomial Distributed Lags

matrix-posDefinite

Positive Definite Matrixes

matrix-rk

The Rank of a Matrix

matrix-tr

Trace of a Matrix

matrix-triang

Upper and Lower Triangular Matrixes

matrix-tslag

Lagged or Leading Vector/Matrix

matrix-vech

Stacking Vectors and Matrixes

plot-acfPlot

Autocorrelation Function Plots

plot-boxPlot

Time Series Box Plots

plot-histPlot

Histogram and Density Plots

plot-qqPlot

Quantile-Quantile Plots

plot-returnSeriesGUI

Return Series Plots

plot-scalinglawPlot

Scaling Law Bahaviour

plot-seriesPlot

Financial Time Series Plots

stableSlider

Slider GUI for Stable Distribution

stats-basicStats

Basic Time Series Statistics

stats-interpAkima

Bivariate Spline Interpolation

stats-interpKrige

Bivariate Krige Interpolation

stats-interpLinear

Bivariate Linear Interpolation

stats-maxdd

Drawdown Statistics

stats-rowStats

Row Statistics

stats-sampleLMoments

Robust Moments for the GLD

stats-sampleRobMoments

Sample L-Moments

test-correlationTest

Correlation Tests

test-fHTEST

Tests Class Representation and Utilities

test-ks2Test

Two Sample Kolmogorov–Smirnov Test

test-locationTest

Two Sample Location Tests

test-normalityTests

Normality Tests

test-scaleTest

Two Sample Scale Tests

test-varianceTest

Two Sample Variance Tests

utils-Heaviside

Haviside and Related Functions

utils-characterTable

Table of Characters

utils-colIds

Set and Retrieve Column/Row Names

utils-colorLocator

Color Selection

utils-colorPalette

Color Palettes

utils-colorTable

Table of Colors

utils-decor

Decor Functions

utils-getS4

General S4 Class Extractor Functions

utils-hessian

Two sided approximated Hessian

utils-interactivePlot

Interactive Plot Utility

utils-listDescription

Description File Listing

utils-listFunctions

Functions Listing

utils-listIndex

Index File Listing

utils-printControl

Print Control

utils-randLCG

Generator for Portable Random Innovations

utils-symbolTable

Table of Symbols

fBasics

Rmetrics - Markets and Basic Statistics

v3042.89.1

GPL (>= 2)

Authors

Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] Martin Maechler [ctb]

Initial release

2017-11-12

fBasics

Functions (95)

fBasics

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