The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

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) <doi:10.48550/arXiv.0911.2093> to manage, investigate and analyze bivariate and multivariate data sets of financial returns.

Version: 4031.84
Imports: fBasics, cubature, mvtnorm, sn, methods, grDevices, graphics, stats
Suggests: RUnit, tcltk
Published: 2023-07-11
Author: Diethelm Wuertz [aut], Tobias Setz [aut], Stefan Theussl [aut, cre], Yohan Chalabi [ctb], Martin Maechler [ctb], CRAN team [ctb]
Maintainer: Stefan Theussl <Stefan.Theussl at R-Project.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.rmetrics.org
NeedsCompilation: no
Materials: NEWS ChangeLog
In views: Finance
CRAN checks: fMultivar results

Documentation:

Reference manual: fMultivar.pdf

Downloads:

Package source: fMultivar_4031.84.tar.gz
Windows binaries: r-devel: fMultivar_4031.84.zip, r-release: fMultivar_4031.84.zip, r-oldrel: fMultivar_4031.84.zip
macOS binaries: r-release (arm64): fMultivar_4031.84.tgz, r-oldrel (arm64): fMultivar_4031.84.tgz, r-release (x86_64): fMultivar_4031.84.tgz, r-oldrel (x86_64): fMultivar_4031.84.tgz
Old sources: fMultivar archive

Reverse dependencies:

Reverse depends: bifurcatingr, fCopulae
Reverse imports: BLCOP, fAssets, latentcor, mixedCCA
Reverse suggests: superb

Linking:

Please use the canonical form https://CRAN.R-project.org/package=fMultivar to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.