fBasics

MaRDI QIDQ16681swMATHCRANFDO

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

Last update 7 December 2025

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

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, PACKAGES.rds, 4041.97, 4052.98

Official website http://cran.r-project.org/web/packages/fBasics/

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

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.

Cited in

(76)

• HBSTM
• BLCOP
• jackstrap
• fAssets
• Irescale
• iClick
• fTrading
• StockDistFit
• BRVM
• tseries
• Fourier inference for stochastic volatility models with heavy-tailed innovations
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors
• A simple approach to maximum intractable likelihood estimation
• FitAR
• adephylo
• CCA
• RMetrics
• fArma
• fGarch
• TTR
• Rsundials
• phylobase
• bipartite
• SDMTools
• modeest
• timeDate
• lawstat
• VarianceGamma
• ssfit
• latticist
• RGtk2Extras
• maptree
• DescribeDisplay
• siatclust
• fExtremes
• fracdiff
• MTS
• StableEstim
• normtest
• An introduction to analysis of financial data with R.
• timeSeries
• fCopulae
• fMultivar
• Analysis of integrated and co-integrated time series with R
• mAr
• chron
• its
• fUnitRoots
• dyn
• QuantQuote
• fPortfolio
• FarmSelect
• portes
• ppcc
• Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
• Graphical comparison of normality tests for unimodal distribution data
• Preprocessing of centred logratio transformed density functions using smoothing splines
• Data Mining with Rattle and R. The art of excavating data for knowledge discovery.
• Basics of matrix algebra for statistics with \texttt{R}
• Dynamic Linear Models with R
• sicegar
• Functional and phylogenetic ecology in R
• Robust analogs to the coefficient of variation
• fNonlinear
• Nonparametric density estimation for linear processes with infinite variance
• clinpubr
• SynergyLMM
• CLIC
• tidysummary
• TLIC
• fRegression
• fBonds
• LSMonteCarlo
• neatStats
• distrRmetrics
• ambit

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