fMultivar: Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions

Provides a collection of functions to manage, to investigate and to analyze bivariate and multivariate data sets of financial returns.

Version: 3042.80
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics
Imports: cubature, mvtnorm, sn, methods, grDevices, graphics, stats
Suggests: spatial, RUnit, tcltk, akima
Published: 2017-11-16
Author: Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz at live.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.rmetrics.org
NeedsCompilation: no
Materials: NEWS ChangeLog
In views: Finance
CRAN checks: fMultivar results

Downloads:

Reference manual: fMultivar.pdf
Package source: fMultivar_3042.80.tar.gz
Windows binaries: r-devel: fMultivar_3042.80.zip, r-devel-gcc8: fMultivar_3042.80.zip, r-release: fMultivar_3042.80.zip, r-oldrel: fMultivar_3042.80.zip
OS X binaries: r-release: fMultivar_3042.80.tgz, r-oldrel: fMultivar_3042.80.tgz
Old sources: fMultivar archive

Reverse dependencies:

Reverse depends: fCopulae
Reverse imports: BLCOP, fAssets

Linking:

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