fBasics

Rmetrics - Markets and Basic Statistics

Diethelm Wuertz, Tobias Setz, Yohan Chalabi, Georgi N. Boshnakov

Last update: 3 November 2023

Software version identifier: 4022.94, 191.10057, 200.10058, 201.10059, 201.10060, 220.10063, 221.10065, 240.10067, 240.10068.1, 251.70, 260.71, 260.72, 280.73, 280.74, 290.75, 290.76, 2100.77, 2100.78, 2110.79, 2160.81, 2160.83, 2160.84, 2160.85, 3010.86, 3011.87, 3042.89.1, 3042.89.2, 3042.89, 4021.92, 4021.93, 4031.95, 4032.96

Source code repository: https://github.com/cran/fBasics

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Description

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.