fBasics

swMATH4508CRANfBasicsMaRDI QIDQ16681FDOQ16681

Rmetrics - Markets and Basic Statistics

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

Last update: 3 November 2023

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

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

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 (41)

• Graphical comparison of normality tests for unimodal distribution data
• Functional and Phylogenetic Ecology in R
• Preprocessing of centred logratio transformed density functions using smoothing splines
• A simple approach to maximum intractable likelihood estimation
• Nonparametric density estimation for linear processes with infinite variance
• Fourier inference for stochastic volatility models with heavy-tailed innovations
• Data Mining with Rattle and R
• Dynamic Linear Models with R
• fGarch
• modeest
• fExtremes
• MTS
• StableEstim
• fCopulae
• fMultivar
• fRegression
• fBonds
• fUnitRoots
• fPortfolio
• FarmSelect
• fAssets
• Title not available (Why is that?)
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors
• LSMonteCarlo
• sicegar
• Robust analogs to the coefficient of variation
• fNonlinear
• neatStats
• distrRmetrics
• ambit
• HBSTM
• An introduction to analysis of financial data with R.
• Pairs trading with a mean-reverting jump–diffusion model on high-frequency data
• BLCOP
• jackstrap
• Irescale
• iClick
• Title not available (Why is that?)
• fTrading
• BRVM
• StockDistFit

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