Provides a collection of functions to manage, to investigate and to analyze bivariate and multivariate data sets of financial returns.
Version: | 3042.80.1 |
Depends: | R (≥ 2.15.1), timeDate, timeSeries, fBasics |
Imports: | cubature, mvtnorm, sn, methods, grDevices, graphics, stats |
Suggests: | spatial, RUnit, tcltk, akima |
Published: | 2020-03-07 |
Author: | Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb] |
Maintainer: | Tobias Setz <tobias.setz at live.com> |
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_3042.80.1.tar.gz |
Windows binaries: | r-devel: fMultivar_3042.80.1.zip, r-release: fMultivar_3042.80.1.zip, r-oldrel: fMultivar_3042.80.1.zip |
macOS binaries: | r-release (arm64): fMultivar_3042.80.1.tgz, r-oldrel (arm64): fMultivar_3042.80.1.tgz, r-release (x86_64): fMultivar_3042.80.1.tgz, r-oldrel (x86_64): fMultivar_3042.80.1.tgz |
Old sources: | fMultivar archive |
Reverse depends: | fCopulae |
Reverse imports: | BLCOP, fAssets, latentcor, mixedCCA |
Reverse suggests: | superb |
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