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:Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [aut], Martin Maechler [ctb], CRAN Team [ctb], Georgi N. Boshnakov [cre, aut]

fBasics_4041.97.tar.gz
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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'))

Peer review:

Bug tracker:https://github.com/geobosh/fbasicsdoc/issues

Pkgdown:https://geobosh.github.io

Datasets:

9.56 score 2 stars 128 packages 1.2k scripts 40k downloads 19 mentions 255 exports 6 dependencies

Last updated 4 months agofrom:150d3507c4. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 31 2024
R-4.5-linux-x86_64OKOct 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 pageTopics
Portfolio modelling, optimization and backtestingfBasics-package fBasics
Autocorrelation function plotsacfPlot lacfPlot pacfPlot teffectPlot
Bivariate Spline InterpolationakimaInterp akimaInterpp
Generic functions extensionsbaseMethods stdev stdev.default termPlot termPlot.default
Basic time series statisticsbasicStats
Time series box plotsboxPercentilePlot boxPlot
Table of characterscharacterTable
Named colors in RcolorLocator colorMatrix
Color palettescmPalette colorPalette divPalette focusPalette greyPalette heatPalette monoPalette qualiPalette rainbowPalette rampPalette seqPalette terrainPalette timPalette topoPalette
Table of colorscolorTable
Column and row vectorscolVec rowVec
Correlation testscorrelationTest kendallTest pearsonTest spearmanTest
Functions for decorating plotsboxL box_ copyright decor hgrid vgrid
Distribution checkdistCheck
Fit normal, Student-t and stable distributionsDistributionFits 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 setsCapitalization 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 FunctionsgetArgs getCall getCall,ANY-method getDescription getModel getModel.default getS4 getSlot getTitle
Generalized Hyperbolic Distributiondgh gh pgh qgh rgh
GH Distribution FitghFit
Generalized Hyperbolic ModeghMode
Generalized Hyperbolic Distribution MomentsghKurt ghMean ghMoments ghSkew ghVar
Robust Moments for the GHghIQR ghKURT ghMED ghRobMoments ghSKEW
Generalized Hyperbolic Distribution SliderghSlider
Generalized Hyperbolic Student-t distributiondght pght qght rght
GHT distribution fitghtFit
Generalized Hyperbolic Student-t ModeghtMode
Generalized Hyperbolic Student-t MomentsghtKurt ghtMean ghtMoments ghtSkew ghtVar
Robust Moments for the GHTghtIQR ghtKURT ghtMED ghtRobMoments ghtSKEW
Generalized Lambda Distributiondgld gld pgld qgld rgld
GH Distribution FitgldFit
Generalized Lambda Distribution ModegldMode
Robust Moments for the GLDgldIQR gldKURT gldMED gldRobMoments gldSKEW
Grid vector coordinatesgridVector
Heaviside and related functionsBoxcar Delta Heaviside Ramp Sign
Hilbert matrixhilbert
Histogram and density plotsdensityPlot HistogramPlot histPlot logDensityPlot
Hyperbolic distributiondhyp hyp phyp qhyp rhyp
Fit a hyperbolic distributionhypFit
Hyperbolic modehypMode
Hyperbolic distribution momentshypKurt hypMean hypMoments hypSkew hypVar
Robust moments for the HYPhypIQR hypKURT hypMED hypRobMoments hypSKEW
Hyperbolic distribution sliderhypSlider
Set and retrieve column/row namescolIds colIds<- Ids rowIds rowIds<-
Interactive Plot UtilityinteractivePlot
The inverse of a matrixinv
Bivariate Krige InterpolationkrigeInterp
Kronecker productkron
Two sample Kolmogorov-Smirnov testks2Test
Generator for Portable random innovationsget.lcgseed lcg rnorm.lcg rt.lcg runif.lcg set.lcgseed
Bivariate Linear InterpolationlinearInterp linearInterpp
List exported functions in a packagecountFunctions listFunctions listIndex
Two sample location testslocationTest
Drawdown statisticsdmaxdd maxdd maxddStats pmaxdd rmaxdd
Normal Inverse Gaussian Distributiondnig nig pnig qnig rnig
Fit of a Normal Inverse Gaussian DistributionnigFit
Normal Inverse Gaussian ModenigMode
Moments for the Normal Inverse GaussiannigKurt nigMean nigMoments nigSkew nigVar
Robust Moments for the NIGnigIQR nigKURT nigMED nigRobMoments nigSKEW
NIG Shape TrianglenigShapeTriangle
nigerbolic Distribution SlidernigSlider
Matrix normnorm2
Tests for normalityadTest cvmTest dagoTest jarqueberaTest jbTest ksnormTest lillieTest NormalityTests normalTest pchiTest sfTest shapiroTest
Robust moments for the Normal distributionnormIQR normKURT normMED normRobMoments normSKEW
Pascal matrixpascal
Polynomial distributed lagspdl
Positive definite matricesisPositiveDefinite makePositiveDefinite positiveDefinite
Print controlprint.control
Quantile-Quantile plotsqqghtPlot qqgldPlot qqnigPlot qqnormPlot
Return series plotsreturnSeriesGUI
The rank of a matrixrk
Row statisticsrowAvgs rowKurtosis rowMaxs rowMins rowProds rowQuantiles rowSds rowSkewness rowStats rowStdevs rowVars
Sample L-momentssampleLMoments sampleLmoments
Robust moments for the GLDsampleIQR sampleKURT sampleMED sampleRobMoments sampleSKEW
Two sample scale testsscaleTest
Scaling law behaviourscalinglawPlot
Standardized Generalized Hyperbolic Distributiondsgh psgh qsgh rsgh sgh
Standardized GH distribution fitsghFit
Standardized generalized hyperbolic Student-t Distributiondsght psght qsght rsght sght
Standardized Normal Inverse Gaussian Distributiondsnig psnig qsnig rsnig snig
Fit of a Standardized NIG DistributionsnigFit
Spline Smoothed Distributiondssd pssd qssd rssd ssd
Fit density using smoothing splinesssdFit
Slider GUI for Stable DistributionstableSlider
Table of symbolssymbolTable
Financial time series plotscumulatedPlot drawdownPlot returnPlot seriesPlot
Trace of a matrixtr
Upper and lower triangular matricesTriang triang
Two sided approximated HessiantsHessian
Lagged or leading vector/matrixtslag
Two sample variance testsFtest varianceTest
Stacking vectors and matricesvec vech
Compute volatilityvolatility volatility.default