Package: fMultivar 4031.84

fMultivar: Rmetrics - Modeling of Multivariate Financial Return Distributions

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.

Authors:Diethelm Wuertz [aut], Tobias Setz [aut], Stefan Theussl [aut, cre], Yohan Chalabi [ctb], Martin Maechler [ctb], CRAN team [ctb]

fMultivar_4031.84.tar.gz
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manual.pdf |manual.html✨
card.svg |card.png
fMultivar/json (API)
NEWS

# Install 'fMultivar' in R:
install.packages('fMultivar', repos = c('https://theussl.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.73 score 9 packages 111 scripts 1.8k downloads 1 mentions 32 exports 19 dependencies

Last updated from:a30fb77872. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK125
source / vignettesOK138
linux-release-x86_64OK126
macos-release-arm64OK147
macos-oldrel-arm64OK128
windows-develOK106
windows-releaseOK72
windows-oldrelOK80
wasm-releaseOK102

Exports:adaptcontour.gridDatadcauchy2ddelliptical2ddensity2ddmvsnormdmvstdnorm2ddt2dgrid2dgridDatahexBinninghist2dintegrate2dmscFitmsnFitmstFitmvFitpcauchy2dpersp.gridDataplot.hexBinningplot.squareBinningpmvsnormpmvstpnorm2dpt2drcauchy2drmvsnormrmvstrnorm2drt2dsquareBinning

Dependencies:cubaturefBasicsgsslatticeMASSMatrixMatrixModelsmnormtmvtnormnumDerivquantregRcppsnSparseMspatialstabledistsurvivaltimeDatetimeSeries

Readme and manuals

Help Manual

Help pageTopics
Modelling Multivariate Return DistributionsfMultivar-package fMultivar
Bivariate Cauchy Distributioncauchy2d dcauchy2d pcauchy2d rcauchy2d
Bivariate Elliptical Densitiesdelliptical2d elliptical2d
Bivariate Normal Distributiondnorm2d norm2d pnorm2d rnorm2d
Bivariate Student-t Distributiondt2d pt2d rt2d t2d
Multivariate Skew Cauchy Distributiondmsc pmsc rmsc
Multivariate Skew Cauchy Parameter EstimationmscFit
Multivariate Skew-Normal Distributiondmsn pmsn rmsn
Multivariate Skew Normal Parameter EstimationmsnFit
Multivariate Skew Student-t Distributiondmst pmst rmst
Multivariate Skew Student-t Parameter EstimationmstFit
Integrator for multivariate distributionsadapt
Square and Hexagonal Data BinninghexBinning plot.hexBinning plot.squareBinning squareBinning utils-binning2
Bivariate Density Toolsdensity2d hist2d
Bivariate Density Toolsgrid2d
Bivariate Gridded Data Setscontour.gridData gridData persp.gridData utils-gridding2
Bivariate Integration Toolsintegrate2d
Multivariate Normal Distributiondmvnorm pmvnorm qmvnorm rmvnorm
Obsolete Functionsdmvsnorm dmvst mvFit mvstnorm pmvsnorm pmvst rmvsnorm rmvst
Multivariate Student-t Distributiondmvt pmvt rmvt