Rmetrics - Analysing and Modelling Financial Assets
Assets Risk Plots
Displays Series Plots of Assets.
Assets Similarity Plots
Analysing and Modelling Financial Assets
Rearranging Assets Columnwise
Distance Measures
Computation of Lower Partial Moments of Asset Sets
Estimation of Mean and Covariances of Asset Sets
Modeling Multivariate Asset Sets
Detection of Outliers in Asset Sets
Selecting Assets from Multivariate Asset Sets
Testing Normality of Multivariate Asset Sets
Estimation of Mean and Covariances of Asset Sets
Bivariate Histogram Plots of Assets
Displays a Box Plot of Assets
Displays a Covariance Ellipses Plot
Histogram Plots of Assets
Assets Tree Plot
Assets Pairs Plot
Normal Quantile-Quantile Plots
Stars Plots of Assets.
A collection of functions to manage, to investigate and to analyze data sets of financial assets from different points of view.