Other packages > Find by keyword >

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]
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 03 Apr. 2025.
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
Downloads during the last 30 days
03/0403/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/3104/01Downloads for fMultivar2030405060708090100110120130140150TrendBars

Today's Hot Picks in Authors and Packages

jointDiag  
Joint Approximate Diagonalization of a Set of Square Matrices
Different algorithms to perform approximate joint diagonalization of a finite set of square matrice ...
Download / Learn more Package Citations See dependency  
automl  
Deep Learning with Metaheuristic
Fits from simple regression to highly customizable deep neural networks either with gradient descen ...
Download / Learn more Package Citations See dependency  
RZooRoH  
Partitioning of Individual Autozygosity into Multiple Homozygous-by-Descent Classes
Functions to identify Homozygous-by-Descent (HBD) segments associated with runs of homozygosity (ROH ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
RobustANOVA  
Robust One-Way ANOVA Tests under Heteroscedasticity and Nonnormality
Robust tests (RW, RPB and RGF) are provided for testing the equality of several long-tailed symmetri ...
Download / Learn more Package Citations See dependency  
RPMG  
Graphical User Interface (GUI) for Interactive R Analysis Sessions
Really Poor Man's Graphical User Interface, used to create interactive R analysis sessions with simp ...
Download / Learn more Package Citations See dependency  

23,990

R Packages

207,311

Dependencies

64,809

Author Associations

23,991

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA