Rmetrics - Markets and Basic Statistics
fBasics data sets
Distribution check
Fit normal, Student-t and stable distributions
Generalized Hyperbolic Distribution
GH Distribution Fit
Generalized Hyperbolic Mode
Generalized Hyperbolic Distribution Moments
Hyperbolic distribution slider
Lagged or leading vector/matrix
Portfolio modelling, optimization and backtesting
Generic functions extensions
Robust Moments for the GH
Generalized Hyperbolic Distribution Slider
Generalized Hyperbolic Student-t distribution
GHT distribution fit
Generalized Hyperbolic Student-t Mode
Stacking vectors and matrices
Generalized Hyperbolic Student-t Moments
Robust Moments for the GHT
Generalized Lambda Distribution
GH Distribution Fit
Generalized Lambda Distribution Mode
Autocorrelation function plots
Robust Moments for the GLD
Hyperbolic distribution
Fit a hyperbolic distribution
Hyperbolic mode
Hyperbolic distribution moments
Robust moments for the HYP
Normal Inverse Gaussian Distribution
Fit of a Normal Inverse Gaussian Distribution
Normal Inverse Gaussian Mode
Moments for the Normal Inverse Gaussian
Robust Moments for the NIG
NIG Shape Triangle
nigerbolic Distribution Slider
Robust moments for the Normal distribution
Standardized Generalized Hyperbolic Distribution
Standardized GH distribution fit
Standardized generalized hyperbolic Student-t Distribution
Standardized Normal Inverse Gaussian Distribution
Fit of a Standardized NIG Distribution
Spline Smoothed Distribution
Fit density using smoothing splines
Deprecated functions in package fBasics
Objects exported from other packages
Drawdown statistics
Class "fDISTFIT"
Class "fHTEST"
Column and row vectors
Grid vector coordinates
Hilbert matrix
The inverse of a matrix
Kronecker product
Matrix norm
Pascal matrix
Polynomial distributed lags
Positive definite matrices
The rank of a matrix
Trace of a matrix
Upper and lower triangular matrices
Time series box plots
Histogram and density plots
Quantile-Quantile plots
Return series plots
Scaling law behaviour
Financial time series plots
Slider GUI for Stable Distribution
Basic time series statistics
Bivariate Spline Interpolation
Bivariate Krige Interpolation
Bivariate Linear Interpolation
Row statistics
Robust moments for the GLD
Sample L-moments
Correlation tests
Two sample Kolmogorov-Smirnov test
Two sample location tests
Tests for normality
Two sample scale tests
Two sample variance tests
Table of characters
Set and retrieve column/row names
Named colors in R
Color palettes
Table of colors
Functions for decorating plots
General S4 Class Extractor Functions
Heaviside and related functions
Two sided approximated Hessian
Interactive Plot Utility
List exported functions in a package
Print control
Generator for Portable random innovations
Table of symbols
Compute volatility
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.
Useful links