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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 |
| DOI: | 10.32614/CRAN.package.fMultivar |
| 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 |
| Reference manual: | fMultivar.pdf |
| 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 depends: | bifurcatingr, fCopulae |
| Reverse imports: | BLCOP, fAssets, latentcor, mixedCCA |
| Reverse suggests: | superb |
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