Rmetrics - Modeling of Multivariate Financial Return Distributions
Modelling Multivariate Return Distributions
Bivariate Cauchy Distribution
Bivariate Elliptical Densities
Bivariate Normal Distribution
Bivariate Student-t Distribution
Multivariate Skew Cauchy Distribution
Multivariate Skew Cauchy Parameter Estimation
Multivariate Skew-Normal Distribution
Multivariate Skew Normal Parameter Estimation
Multivariate Skew Student-t Distribution
Multivariate Skew Student-t Parameter Estimation
Integrator for multivariate distributions
Square and Hexagonal Data Binning
Bivariate Density Tools
Bivariate Density Tools
Bivariate Gridded Data Sets
Bivariate Integration Tools
Multivariate Normal Distribution
Obsolete Functions
Multivariate Student-t Distribution
A collection of functions inspired by Venables and Ripley (2002) <doi:10.1007/978-0-387-21706-2> and Azzalini and Capitanio (1999) <arXiv:0911.2093> to manage, investigate and analyze bivariate and multivariate data sets of financial returns.