Rmetrics - Analysing and Modelling Financial Assets

Provides a collection of functions to manage, to investigate and to analyze data sets of financial assets from different points of view.


Reference manual

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3042.84 by Tobias Setz, 4 years ago


Browse source code at https://github.com/cran/fAssets

Authors: Diethelm Wuertz [aut] , Tobias Setz [cre] , Yohan Chalabi [ctb]

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL (>= 2) license

Imports fMultivar, robustbase, MASS, sn, ecodist, mvnormtest, energy, grDevices, graphics, stats

Depends on timeDate, timeSeries, fBasics

Suggests methods, mnormt, RUnit

Depended on by fPortfolio.

Suggested by JFE.

See at CRAN