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fMultivar  

Rmetrics - Modeling of Multivariate Financial Return Distributions
View on CRAN: Click here


Download and install fMultivar package within the R console
Install from CRAN:
install.packages("fMultivar")

Install from Github:
library("remotes")
install_github("cran/fMultivar")

Install by package version:
library("remotes")
install_version("fMultivar", "4031.84")



Attach the package and use:
library("fMultivar")
Maintained by
Stefan Theussl
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2005-04-20
Latest Update: 2023-07-11
Description:
A collection of functions inspired by Venables and Ripley (2002) and Azzalini and Capitanio (1999) to manage, investigate and analyze bivariate and multivariate data sets of financial returns.
How to cite:
Stefan Theussl (2005). fMultivar: Rmetrics - Modeling of Multivariate Financial Return Distributions. R package version 4031.84, https://cran.r-project.org/web/packages/fMultivar. Accessed 04 Jun. 2026.
Previous versions and publish date:
201.10059 (2005-04-20 10:06), 201.10060 (2005-05-18 17:45), 220.10063 (2005-11-02 22:41), 221.10065 (2006-02-22 18:51), 240.10067 (2006-10-13 13:14), 240.10068 (2006-10-22 21:08), 251.70 (2007-07-10 11:22), 260.71 (2007-10-02 13:18), 260.72 (2007-10-08 21:58), 270.73 (2008-10-23 18:53), 270.74 (2008-10-27 20:44), 290.75 (2009-04-16 09:00), 2100.76 (2012-10-29 08:58), 2152.77 (2012-11-07 13:32), 3011.78 (2014-09-06 17:55), 3042.80.1 (2020-03-07 12:06), 3042.80.2 (2022-06-17 10:15), 3042.80 (2017-11-16 22:52), 4021.83 (2022-07-18 13:30)
Other packages that cited fMultivar R package
View fMultivar citation profile
Other R packages that fMultivar depends, imports, suggests or enhances
Complete documentation for fMultivar
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