fMultivar (Q33941): Difference between revisions

← Older edit

@@ Property / last update @@
-July 2022Timestamp +2022-07-18T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-07-18T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 18 July 2022 / rank @@
-Normal rank
@@ Property / imports @@
-mvtnorm
@@ Property / imports: mvtnorm / rank @@
-Normal rank
@@ Property / imports @@
-sn
@@ Property / imports: sn / rank @@
-Normal rank
@@ Property / imports @@
-grDevices
@@ Property / imports: grDevices / rank @@
-Normal rank
@@ Property / software version identifier @@
+.10059
@@ Property / software version identifier: 201.10059 / rank @@
+Normal rank
@@ Property / software version identifier: 201.10059 / qualifier @@
+publication date: 20 April 2005Timestamp +2005-04-20T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2005-04-20T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.10060
@@ Property / software version identifier: 201.10060 / rank @@
+Normal rank
@@ Property / software version identifier: 201.10060 / qualifier @@
+publication date: 18 May 2005Timestamp +2005-05-18T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2005-05-18T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.10063
@@ Property / software version identifier: 220.10063 / rank @@
+Normal rank
@@ Property / software version identifier: 220.10063 / qualifier @@
+publication date: 2 November 2005Timestamp +2005-11-02T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2005-11-02T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.10065
@@ Property / software version identifier: 221.10065 / rank @@
+Normal rank
@@ Property / software version identifier: 221.10065 / qualifier @@
+publication date: 22 February 2006Timestamp +2006-02-22T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2006-02-22T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.10067
@@ Property / software version identifier: 240.10067 / rank @@
+Normal rank
@@ Property / software version identifier: 240.10067 / qualifier @@
+publication date: 13 October 2006Timestamp +2006-10-13T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2006-10-13T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.10068
@@ Property / software version identifier: 240.10068 / rank @@
+Normal rank
@@ Property / software version identifier: 240.10068 / qualifier @@
+publication date: 22 October 2006Timestamp +2006-10-22T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2006-10-22T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.70
@@ Property / software version identifier: 251.70 / rank @@
+Normal rank
@@ Property / software version identifier: 251.70 / qualifier @@
+publication date: 10 July 2007Timestamp +2007-07-10T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2007-07-10T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.71
@@ Property / software version identifier: 260.71 / rank @@
+Normal rank
@@ Property / software version identifier: 260.71 / qualifier @@
+publication date: 2 October 2007Timestamp +2007-10-02T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2007-10-02T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.72
@@ Property / software version identifier: 260.72 / rank @@
+Normal rank
@@ Property / software version identifier: 260.72 / qualifier @@
+publication date: 8 October 2007Timestamp +2007-10-08T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2007-10-08T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.73
@@ Property / software version identifier: 270.73 / rank @@
+Normal rank
@@ Property / software version identifier: 270.73 / qualifier @@
+publication date: 23 October 2008Timestamp +2008-10-23T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2008-10-23T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.74
@@ Property / software version identifier: 270.74 / rank @@
+Normal rank
@@ Property / software version identifier: 270.74 / qualifier @@
+publication date: 27 October 2008Timestamp +2008-10-27T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2008-10-27T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.75
@@ Property / software version identifier: 290.75 / rank @@
+Normal rank
@@ Property / software version identifier: 290.75 / qualifier @@
+publication date: 16 April 2009Timestamp +2009-04-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2009-04-16T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.76
@@ Property / software version identifier: 2100.76 / rank @@
+Normal rank
@@ Property / software version identifier: 2100.76 / qualifier @@
+publication date: 29 October 2012Timestamp +2012-10-29T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2012-10-29T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.77
@@ Property / software version identifier: 2152.77 / rank @@
+Normal rank
@@ Property / software version identifier: 2152.77 / qualifier @@
+publication date: 7 November 2012Timestamp +2012-11-07T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2012-11-07T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.78
@@ Property / software version identifier: 3011.78 / rank @@
+Normal rank
@@ Property / software version identifier: 3011.78 / qualifier @@
+publication date: 6 September 2014Timestamp +2014-09-06T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2014-09-06T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.80.1
@@ Property / software version identifier: 3042.80.1 / rank @@
+Normal rank
@@ Property / software version identifier: 3042.80.1 / qualifier @@
+publication date: 7 March 2020Timestamp +2020-03-07T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-03-07T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.80.2
@@ Property / software version identifier: 3042.80.2 / rank @@
+Normal rank
@@ Property / software version identifier: 3042.80.2 / qualifier @@
+publication date: 17 June 2022Timestamp +2022-06-17T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-06-17T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.80
@@ Property / software version identifier: 3042.80 / rank @@
+Normal rank
@@ Property / software version identifier: 3042.80 / qualifier @@
+publication date: 16 November 2017Timestamp +2017-11-16T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2017-11-16T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.84
@@ Property / software version identifier: 4031.84 / rank @@
+Normal rank
@@ Property / software version identifier: 4031.84 / qualifier @@
+publication date: 11 July 2023Timestamp +2023-07-11T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-07-11T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update @@
+July 2023Timestamp +2023-07-11T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-07-11T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 11 July 2023 / rank @@
+Normal rank
@@ 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.
+Normal rank
@@ Property / author @@
+Diethelm Wuertz
@@ Property / author: Diethelm Wuertz / rank @@
+Normal rank
@@ Property / author @@
+Tobias Setz
@@ Property / author: Tobias Setz / rank @@
+Normal rank
@@ Property / author @@
+Stefan Theussl
@@ Property / author: Stefan Theussl / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
+edition/version: expanded from: GPL (≥ 2) (English)
@@ Property / imports @@
+fBasics
@@ Property / imports: fBasics / rank @@
+Normal rank
@@ Property / imports @@
+cubature
@@ Property / imports: cubature / rank @@
+Normal rank
@@ Property / imports @@
+mvtnorm
@@ Property / imports: mvtnorm / rank @@
+Normal rank
@@ Property / imports @@
+sn
@@ Property / imports: sn / rank @@
+Normal rank
@@ Property / imports @@
+methods
@@ Property / imports: methods / rank @@
+Normal rank
@@ Property / imports @@
+grDevices
@@ Property / imports: grDevices / rank @@
+Normal rank
@@ Property / imports @@
+graphics
@@ Property / imports: graphics / rank @@
+Normal rank
@@ Property / imports @@
+stats
@@ Property / imports: stats / rank @@
+Normal rank
@@ Property / cites work @@
+Modern Applied Statistics with S
@@ Property / cites work: Modern Applied Statistics with S / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Applications of the Multivariate Skew Normal Distribution
+Normal rank
@@ Property / source code repository @@
+https://github.com/cran/fMultivar
@@ Property / source code repository: https://github.com/cran/fMultivar / rank @@
+Normal rank
@@ Property / Software Heritage ID @@
+swh:1:snp:ef9d712fd1efb588612c8eb8c250649940eb63f0
+Normal rank
+source code repository: https://github.com/cran/fMultivar
+point in time: 26 July 2023Timestamp +2023-07-26T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-07-26T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ links / mardi / name / links / mardi / name @@
+Software:33941

Latest revision as of 20:16, 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

0 references

0 references

software version identifier

4021.83

publication date

18 July 2022

0 references

201.10059

publication date

20 April 2005

0 references

201.10060

publication date

18 May 2005

0 references

220.10063

publication date

2 November 2005

0 references

221.10065

publication date

22 February 2006

0 references

240.10067

publication date

13 October 2006

0 references

240.10068

publication date

22 October 2006

0 references

251.70

publication date

10 July 2007

0 references

260.71

publication date

2 October 2007

0 references

260.72

publication date

8 October 2007

0 references

270.73

publication date

23 October 2008

0 references

270.74

publication date

27 October 2008

0 references

290.75

publication date

16 April 2009

0 references

2100.76

publication date

29 October 2012

0 references

2152.77

publication date

7 November 2012

0 references

3011.78

publication date

6 September 2014

0 references

3042.80.1

publication date

7 March 2020

0 references

3042.80.2

publication date

17 June 2022

0 references

3042.80

publication date

16 November 2017

0 references

4031.84

publication date

11 July 2023

0 references

0 references

0 references

0 references

MaRDI software profile

0 references

last update

11 July 2023

0 references

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.

0 references

0 references

0 references

0 references

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0