Package: fBasics 4041.97
Georgi N. Boshnakov
fBasics: Rmetrics - Markets and Basic Statistics
Provides a collection of functions to explore and to investigate basic properties of financial returns and related quantities. The covered fields include techniques of explorative data analysis and the investigation of distributional properties, including parameter estimation and hypothesis testing. Even more there are several utility functions for data handling and management.
Authors:
fBasics_4041.97.tar.gz
fBasics_4041.97.tar.gz(r-4.5-noble)fBasics_4041.97.tar.gz(r-4.4-noble)
fBasics_4041.97.tgz(r-4.4-emscripten)fBasics_4041.97.tgz(r-4.3-emscripten)
fBasics.pdf |fBasics.html✨
fBasics/json (API)
NEWS
| # Install 'fBasics' in R: |
| install.packages('fBasics', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/geobosh/fbasicsdoc/issues
- Capitalization - FBasics data sets
- DowJones30 - FBasics data sets
- HedgeFund - FBasics data sets
- PensionFund - FBasics data sets
- SWXLP - FBasics data sets
- cars2 - FBasics data sets
- msft.dat - FBasics data sets
- nyse - FBasics data sets
- swissEconomy - FBasics data sets
- usdthb - FBasics data sets
Last updated 3 months agofrom:150d3507c4. Checks:OK: 2. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 31 2024 |
| R-4.5-linux-x86_64 | OK | Oct 31 2024 |
Exports:.acfPlot.contourPlot.distCheck.firePlot.mrlPlot.pacfPlot.perspPlot.plot.predict.qStableFit.residualsPlot.responsesPlot.sliderMenu.unirootNAacfPlotadTestakimaInterpakimaInterppas.timeSeriesbasicStatsbox_BoxcarboxLboxPercentilePlotboxPlotcharacterTablecmPalettecolIdscolIds<-colorLocatorcolorMatrixcolorTablecolVeccopyrightcorrelationTestcountFunctionscumulatedPlotcvmTestdagoTestdecorDeltadensityPlotdghdghtdglddhypdistCheckdivPalettedmaxdddnigdrawdownPlotdsghdsghtdsnigdssdfocusPaletteget.lcgseedgetArgsgetDescriptiongetModelgetSlotgetTitleghFitghIQRghKurtghKURTghMeanghMEDghModeghMomentsghSkewghSKEWghSliderghtFitghtIQRghtKurtghtKURTghtMeanghtMEDghtModeghtMomentsghtSkewghtSKEWghtVarghVargldFitgldIQRgldKURTgldMEDgldModegldSKEWgreyPalettegridVectorheatPaletteHeavisidehgridhilberthistPlothypFithypIQRhypKurthypKURThypMeanhypMEDhypModehypMomentshypSkewhypSKEWhypSliderhypVarinteractivePlotinvisPositiveDefinitejarqueberaTestjbTestkendallTestkrigeInterpkronks2TestksnormTestkurtosislacfPlotlillieTestlinearInterplinearInterpplistFunctionslistIndexlocationTestlogDensityPlotmakePositiveDefinitemaxddStatsmonoPalettenFitnigFitnigIQRnigKurtnigKURTnigMeannigMEDnigModenigMomentsnigShapeTrianglenigSkewnigSKEWnigSlidernigVarnorm2normalTestnormIQRnormKURTnormMEDnormSKEWpacfPlotpascalpchiTestpdlpearsonTestpghpghtpgldphyppmaxddpnigpsghpsghtpsnigpssdqghqghtqgldqhypqnigqqghtPlotqqgldPlotqqnigPlotqqnormPlotqsghqsghtqsnigqssdqualiPaletterainbowPaletteRamprampPalettereturnPlotreturnsreturnSeriesGUIrghrghtrgldrhyprkrmaxddrnigrnorm.lcgrowAvgsrowIdsrowIds<-rowKurtosisrowMaxsrowMinsrowProdsrowQuantilesrowSdsrowSkewnessrowStatsrowStdevsrowVarsrowVecrsghrsghtrsnigrssdrt.lcgrunif.lcgsampleIQRsampleKURTsampleLmomentssampleMEDsampleSKEWscaleTestscalinglawPlotseqPaletteseriesPlotset.lcgseedsfTestsghFitshapiroTestshowSignskewnesssnigFitspearmanTestssdFitstableFitstableSliderstdevsymbolTableteffectPlottermPlotterrainPalettetFittimeSeriestimPalettetopoPalettetrtriangTriangtsHessiantslagvarianceTestvecvechvgridvolatility
Dependencies:gssMASSspatialstabledisttimeDatetimeSeries
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Portfolio modelling, optimization and backtesting | fBasics-package fBasics |
| Autocorrelation function plots | acfPlot lacfPlot pacfPlot teffectPlot |
| Bivariate Spline Interpolation | akimaInterp akimaInterpp |
| Generic functions extensions | baseMethods stdev stdev.default termPlot termPlot.default |
| Basic time series statistics | basicStats |
| Time series box plots | boxPercentilePlot boxPlot |
| Table of characters | characterTable |
| Named colors in R | colorLocator colorMatrix |
| Color palettes | cmPalette colorPalette divPalette focusPalette greyPalette heatPalette monoPalette qualiPalette rainbowPalette rampPalette seqPalette terrainPalette timPalette topoPalette |
| Table of colors | colorTable |
| Column and row vectors | colVec rowVec |
| Correlation tests | correlationTest kendallTest pearsonTest spearmanTest |
| Functions for decorating plots | boxL box_ copyright decor hgrid vgrid |
| Distribution check | distCheck |
| Fit normal, Student-t and stable distributions | DistributionFits nFit stableFit tFit |
| Deprecated functions in package fBasics | .acfPlot .contourPlot .distCheck .firePlot .mrlPlot .pacfPlot .perspPlot .plot .predict .qStableFit .residualsPlot .responsesPlot .sliderMenu .unirootNA fBasics-deprecated |
| fBasics data sets | Capitalization cars2 DowJones30 fBasicsData HedgeFund msft.dat nyse PensionFund swissEconomy SWXLP usdthb |
| Class '"fDISTFIT"' | fDISTFIT-class show,fDISTFIT-method |
| Class '"fHTEST"' | fHTEST fHTEST-class show,fHTEST-method |
| General S4 Class Extractor Functions | getArgs getCall getCall,ANY-method getDescription getModel getModel.default getS4 getSlot getTitle |
| Generalized Hyperbolic Distribution | dgh gh pgh qgh rgh |
| GH Distribution Fit | ghFit |
| Generalized Hyperbolic Mode | ghMode |
| Generalized Hyperbolic Distribution Moments | ghKurt ghMean ghMoments ghSkew ghVar |
| Robust Moments for the GH | ghIQR ghKURT ghMED ghRobMoments ghSKEW |
| Generalized Hyperbolic Distribution Slider | ghSlider |
| Generalized Hyperbolic Student-t distribution | dght pght qght rght |
| GHT distribution fit | ghtFit |
| Generalized Hyperbolic Student-t Mode | ghtMode |
| Generalized Hyperbolic Student-t Moments | ghtKurt ghtMean ghtMoments ghtSkew ghtVar |
| Robust Moments for the GHT | ghtIQR ghtKURT ghtMED ghtRobMoments ghtSKEW |
| Generalized Lambda Distribution | dgld gld pgld qgld rgld |
| GH Distribution Fit | gldFit |
| Generalized Lambda Distribution Mode | gldMode |
| Robust Moments for the GLD | gldIQR gldKURT gldMED gldRobMoments gldSKEW |
| Grid vector coordinates | gridVector |
| Heaviside and related functions | Boxcar Delta Heaviside Ramp Sign |
| Hilbert matrix | hilbert |
| Histogram and density plots | densityPlot HistogramPlot histPlot logDensityPlot |
| Hyperbolic distribution | dhyp hyp phyp qhyp rhyp |
| Fit a hyperbolic distribution | hypFit |
| Hyperbolic mode | hypMode |
| Hyperbolic distribution moments | hypKurt hypMean hypMoments hypSkew hypVar |
| Robust moments for the HYP | hypIQR hypKURT hypMED hypRobMoments hypSKEW |
| Hyperbolic distribution slider | hypSlider |
| Set and retrieve column/row names | colIds colIds<- Ids rowIds rowIds<- |
| Interactive Plot Utility | interactivePlot |
| The inverse of a matrix | inv |
| Bivariate Krige Interpolation | krigeInterp |
| Kronecker product | kron |
| Two sample Kolmogorov-Smirnov test | ks2Test |
| Generator for Portable random innovations | get.lcgseed lcg rnorm.lcg rt.lcg runif.lcg set.lcgseed |
| Bivariate Linear Interpolation | linearInterp linearInterpp |
| List exported functions in a package | countFunctions listFunctions listIndex |
| Two sample location tests | locationTest |
| Drawdown statistics | dmaxdd maxdd maxddStats pmaxdd rmaxdd |
| Normal Inverse Gaussian Distribution | dnig nig pnig qnig rnig |
| Fit of a Normal Inverse Gaussian Distribution | nigFit |
| Normal Inverse Gaussian Mode | nigMode |
| Moments for the Normal Inverse Gaussian | nigKurt nigMean nigMoments nigSkew nigVar |
| Robust Moments for the NIG | nigIQR nigKURT nigMED nigRobMoments nigSKEW |
| NIG Shape Triangle | nigShapeTriangle |
| nigerbolic Distribution Slider | nigSlider |
| Matrix norm | norm2 |
| Tests for normality | adTest cvmTest dagoTest jarqueberaTest jbTest ksnormTest lillieTest NormalityTests normalTest pchiTest sfTest shapiroTest |
| Robust moments for the Normal distribution | normIQR normKURT normMED normRobMoments normSKEW |
| Pascal matrix | pascal |
| Polynomial distributed lags | pdl |
| Positive definite matrices | isPositiveDefinite makePositiveDefinite positiveDefinite |
| Print control | print.control |
| Quantile-Quantile plots | qqghtPlot qqgldPlot qqnigPlot qqnormPlot |
| Return series plots | returnSeriesGUI |
| The rank of a matrix | rk |
| Row statistics | rowAvgs rowKurtosis rowMaxs rowMins rowProds rowQuantiles rowSds rowSkewness rowStats rowStdevs rowVars |
| Sample L-moments | sampleLMoments sampleLmoments |
| Robust moments for the GLD | sampleIQR sampleKURT sampleMED sampleRobMoments sampleSKEW |
| Two sample scale tests | scaleTest |
| Scaling law behaviour | scalinglawPlot |
| Standardized Generalized Hyperbolic Distribution | dsgh psgh qsgh rsgh sgh |
| Standardized GH distribution fit | sghFit |
| Standardized generalized hyperbolic Student-t Distribution | dsght psght qsght rsght sght |
| Standardized Normal Inverse Gaussian Distribution | dsnig psnig qsnig rsnig snig |
| Fit of a Standardized NIG Distribution | snigFit |
| Spline Smoothed Distribution | dssd pssd qssd rssd ssd |
| Fit density using smoothing splines | ssdFit |
| Slider GUI for Stable Distribution | stableSlider |
| Table of symbols | symbolTable |
| Financial time series plots | cumulatedPlot drawdownPlot returnPlot seriesPlot |
| Trace of a matrix | tr |
| Upper and lower triangular matrices | Triang triang |
| Two sided approximated Hessian | tsHessian |
| Lagged or leading vector/matrix | tslag |
| Two sample variance tests | Ftest varianceTest |
| Stacking vectors and matrices | vec vech |
| Compute volatility | volatility volatility.default |