fMultivar (Q33941): Difference between revisions

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Property / last update
18 July 2022
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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.
Property / description: 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. / rank
 
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Property / author: Diethelm Wuertz / rank
 
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Property / author: Tobias Setz / rank
 
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Property / author: Stefan Theussl / rank
 
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Property / copyright license: GNU General Public License, version 2.0 / rank
 
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Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
 
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edition/version: expanded from: GPL (≥ 2) (English)
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Property / cites work: Statistical Applications of the Multivariate Skew Normal Distribution / rank
 
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links / mardi / namelinks / mardi / name
 

Latest revision as of 19:16, 21 March 2024

Rmetrics - Modeling of Multivariate Financial Return Distributions
Language Label Description Also known as
English
fMultivar
Rmetrics - Modeling of Multivariate Financial Return Distributions

    Statements

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    4021.83
    18 July 2022
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    201.10059
    20 April 2005
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    201.10060
    18 May 2005
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    220.10063
    2 November 2005
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    221.10065
    22 February 2006
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    240.10067
    13 October 2006
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    240.10068
    22 October 2006
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    251.70
    10 July 2007
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    260.71
    2 October 2007
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    260.72
    8 October 2007
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    270.73
    23 October 2008
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    270.74
    27 October 2008
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    290.75
    16 April 2009
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    2100.76
    29 October 2012
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    2152.77
    7 November 2012
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    3011.78
    6 September 2014
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    3042.80.1
    7 March 2020
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    3042.80.2
    17 June 2022
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    3042.80
    16 November 2017
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    4031.84
    11 July 2023
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    0 references
    11 July 2023
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    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.
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