CRAN/E | fMultivar

fMultivar

Rmetrics - Modeling of Multivariate Financial Return Distributions

Installation

About

A collection of functions inspired by Venables and Ripley (2002) doi:10.1007/978-0-387-21706-2 and Azzalini and Capitanio (1999) to manage, investigate and analyze bivariate and multivariate data sets of financial returns.

www.rmetrics.org

Key Metrics

Version 4031.84
Published 2023-07-11 288 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks fMultivar results

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Maintainer

Maintainer

Stefan Theussl

Stefan.Theussl@R-Project.org

Authors

Diethelm Wuertz

aut

Tobias Setz

aut

Stefan Theussl

aut / cre

Yohan Chalabi

ctb

Martin Maechler

ctb

CRAN team

ctb

Material

NEWS
ChangeLog
Reference manual
Package source

In Views

Finance

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

fMultivar archive

Imports

fBasics
cubature
mvtnorm
sn
methods
grDevices
graphics
stats

Suggests

RUnit
tcltk

Reverse Depends

bifurcatingr
fCopulae

Reverse Imports

BLCOP
fAssets
latentcor
mixedCCA

Reverse Suggests

superb