fMultivar (Q33941): Difference between revisions
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Rmetrics - Modeling of Multivariate Financial Return Distributions
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | fMultivar |
Rmetrics - Modeling of Multivariate Financial Return Distributions |
Statements
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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expanded from: GPL (≥ 2) (English)
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