Rmetrics - Markets and Basic Statistics
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Documentation for package ‘fBasics’ version 3042.89
Help Pages
A B C D F G H I J K L M N P Q R S T U V misc
| fBasics-package | Portfolio Modelling, Optimization and Backtesting |
-- A --
| acfPlot | Autocorrelation Function Plots |
| adTest | Normality Tests |
| akimaInterp | Bivariate Spline Interpolation |
| akimaInterpp | Bivariate Spline Interpolation |
-- B --
| baseMethods | Generic Functions Extensions |
| basicStats | Basic Time Series Statistics |
| Boxcar | Haviside and Related Functions |
| boxL | Decor Functions |
| boxPercentilePlot | Time Series Box Plots |
| boxPlot | Time Series Box Plots |
| box_ | Decor Functions |
-- C --
| Capitalization | fBsiscs Data Sets |
| cars2 | fBsiscs Data Sets |
| characterTable | Table of Characters |
| cmPalette | Color Palettes |
| colIds | Set and Retrieve Column/Row Names |
| colIds<- | Set and Retrieve Column/Row Names |
| colorLocator | Color Selection |
| colorMatrix | Color Selection |
| colorPalette | Color Palettes |
| colorTable | Table of Colors |
| colVec | Column and Row Vectors |
| copyright | Decor Functions |
| correlationTest | Correlation Tests |
| countFunctions | Functions Listing |
| cumulatedPlot | Financial Time Series Plots |
| cvmTest | Normality Tests |
-- D --
| dagoTest | Normality Tests |
| decor | Decor Functions |
| Delta | Haviside and Related Functions |
| densityPlot | Histogram and Density Plots |
| dgh | Generalized Hyperbolic Distribution |
| dght | Generalized Hyperbolic Student-t |
| dgld | Generalized Lambda Distribution |
| dhyp | Hyperbolic Distribution |
| distCheck | Distribution Check |
| DistributionFits | Parameter Fit of a Distribution |
| divPalette | Color Palettes |
| dmaxdd | Drawdown Statistics |
| dnig | Normal Inverse Gaussian Distribution |
| DowJones30 | fBsiscs Data Sets |
| drawdownPlot | Financial Time Series Plots |
| dsgh | Standardized Generalized Hyperbolic Distribution |
| dsght | Standardized generalized hyperbolic Student-t Distribution |
| dsnig | Standardized Normal Inverse Gaussian Distribution |
| dssd | Spline Smoothed Distribution |
-- F --
| fBasics | Portfolio Modelling, Optimization and Backtesting |
| fBasics-deprecated | Deprecated Functions in Package fBasics |
| fBasicsData | fBsiscs Data Sets |
| fDISTFIT | Parameter Fit of a Distribution |
| fDISTFIT-class | Parameter Fit of a Distribution |
| fHTEST | Tests Class Representation and Utilities |
| fHTEST-class | Tests Class Representation and Utilities |
| focusPalette | Color Palettes |
-- G --
| get.lcgseed | Generator for Portable Random Innovations |
| getArgs | General S4 Class Extractor Functions |
| getCall | General S4 Class Extractor Functions |
| getCall-method | General S4 Class Extractor Functions |
| getDescription | General S4 Class Extractor Functions |
| getModel | General S4 Class Extractor Functions |
| getModel.default | General S4 Class Extractor Functions |
| getS4 | General S4 Class Extractor Functions |
| getSlot | General S4 Class Extractor Functions |
| getTitle | General S4 Class Extractor Functions |
| gh | Generalized Hyperbolic Distribution |
| ghFit | GH Distribution Fit |
| ghIQR | Robust Moments for the GH |
| ghKURT | Robust Moments for the GH |
| ghKurt | Generalized Hyperbolic Distribution Moments |
| ghMean | Generalized Hyperbolic Distribution Moments |
| ghMED | Robust Moments for the GH |
| ghMode | Generalized Hyperbolic Mode |
| ghMoments | Generalized Hyperbolic Distribution Moments |
| ghRobMoments | Robust Moments for the GH |
| ghSKEW | Robust Moments for the GH |
| ghSkew | Generalized Hyperbolic Distribution Moments |
| ghSlider | Generalized Hyperbolic Distribution Slider |
| ghtFit | GHT Distribution Fit |
| ghtIQR | Robust Moments for the GHT |
| ghtKURT | Robust Moments for the GHT |
| ghtKurt | Generalized Hyperbolic Student-t Moments |
| ghtMean | Generalized Hyperbolic Student-t Moments |
| ghtMED | Robust Moments for the GHT |
| ghtMode | Generalized Hyperbolic Student-t Mode |
| ghtMoments | Generalized Hyperbolic Student-t Moments |
| ghtRobMoments | Robust Moments for the GHT |
| ghtSKEW | Robust Moments for the GHT |
| ghtSkew | Generalized Hyperbolic Student-t Moments |
| ghtVar | Generalized Hyperbolic Student-t Moments |
| ghVar | Generalized Hyperbolic Distribution Moments |
| gld | Generalized Lambda Distribution |
| gldFit | GH Distribution Fit |
| gldIQR | Robust Moments for the GLD |
| gldKURT | Robust Moments for the GLD |
| gldMED | Robust Moments for the GLD |
| gldMode | Generalized Lambda Distribution Mode |
| gldRobMoments | Robust Moments for the GLD |
| gldSKEW | Robust Moments for the GLD |
| greyPalette | Color Palettes |
| gridVector | Grid Vector Coordinates |
-- H --
| heatPalette | Color Palettes |
| Heaviside | Haviside and Related Functions |
| HedgeFund | fBsiscs Data Sets |
| hgrid | Decor Functions |
| hilbert | Hilbert Matrix |
| histPlot | Histogram and Density Plots |
| hyp | Hyperbolic Distribution |
| hypFit | Fit of a Hyperbolic Distribution |
| hypIQR | Robust Moments for the HYP |
| hypKURT | Robust Moments for the HYP |
| hypKurt | Hyperbolic Distribution Moments |
| hypMean | Hyperbolic Distribution Moments |
| hypMED | Robust Moments for the HYP |
| hypMode | Hyperbolic Mode |
| hypMoments | Hyperbolic Distribution Moments |
| hypRobMoments | Robust Moments for the HYP |
| hypSKEW | Robust Moments for the HYP |
| hypSkew | Hyperbolic Distribution Moments |
| hypSlider | Hyperbolic Distribution Slider |
| hypVar | Hyperbolic Distribution Moments |
-- I --
| Ids | Set and Retrieve Column/Row Names |
| interactivePlot | Interactive Plot Utility |
| inv | The Inverse of a Matrix |
| isPositiveDefinite | Positive Definite Matrixes |
-- J --
| jarqueberaTest | Normality Tests |
| jbTest | Normality Tests |
-- K --
| kendallTest | Correlation Tests |
| krigeInterp | Bivariate Krige Interpolation |
| kron | Kronecker Product |
| ks2Test | Two Sample Kolmogorov-Smirnov Test |
| ksnormTest | Normality Tests |
-- L --
| lacfPlot | Autocorrelation Function Plots |
| lcg | Generator for Portable Random Innovations |
| lillieTest | Normality Tests |
| linearInterp | Bivariate Linear Interpolation |
| linearInterpp | Bivariate Linear Interpolation |
| listDescription | Description File Listing |
| listFunctions | Functions Listing |
| listIndex | Index File Listing |
| locationTest | Two Sample Location Tests |
| logDensityPlot | Histogram and Density Plots |
-- M --
| makePositiveDefinite | Positive Definite Matrixes |
| maxdd | Drawdown Statistics |
| maxddStats | Drawdown Statistics |
| monoPalette | Color Palettes |
| msft.dat | fBsiscs Data Sets |
-- N --
| nFit | Parameter Fit of a Distribution |
| nig | Normal Inverse Gaussian Distribution |
| nigFit | Fit of a Normal Inverse Gaussian Distribution |
| nigIQR | Robust Moments for the NIG |
| nigKURT | Robust Moments for the NIG |
| nigKurt | Moments for the Normal Inverse Gaussian |
| nigMean | Moments for the Normal Inverse Gaussian |
| nigMED | Robust Moments for the NIG |
| nigMode | Normal Inverse Gaussian Mode |
| nigMoments | Moments for the Normal Inverse Gaussian |
| nigRobMoments | Robust Moments for the NIG |
| nigShapeTriangle | NIG Shape Triangle |
| nigSKEW | Robust Moments for the NIG |
| nigSkew | Moments for the Normal Inverse Gaussian |
| nigSlider | nigerbolic Distribution Slider |
| nigVar | Moments for the Normal Inverse Gaussian |
| norm2 | Matrix Norm |
| NormalityTests | Normality Tests |
| normalTest | Normality Tests |
| normIQR | Robust Moments for the NORM |
| normKURT | Robust Moments for the NORM |
| normMED | Robust Moments for the NORM |
| normRobMoments | Robust Moments for the NORM |
| normSKEW | Robust Moments for the NORM |
| nyse | fBsiscs Data Sets |
-- P --
| pacfPlot | Autocorrelation Function Plots |
| pascal | Pascal Matrix |
| pchiTest | Normality Tests |
| pdl | Polynomial Distributed Lags |
| pearsonTest | Correlation Tests |
| PensionFund | fBsiscs Data Sets |
| pgh | Generalized Hyperbolic Distribution |
| pght | Generalized Hyperbolic Student-t |
| pgld | Generalized Lambda Distribution |
| phyp | Hyperbolic Distribution |
| pmaxdd | Drawdown Statistics |
| pnig | Normal Inverse Gaussian Distribution |
| positiveDefinite | Positive Definite Matrixes |
| Print Control | |
| print.control | Print Control |
| print.fDISTFIT | Parameter Fit of a Distribution |
| psgh | Standardized Generalized Hyperbolic Distribution |
| psght | Standardized generalized hyperbolic Student-t Distribution |
| psnig | Standardized Normal Inverse Gaussian Distribution |
| pssd | Spline Smoothed Distribution |
-- Q --
| qgh | Generalized Hyperbolic Distribution |
| qght | Generalized Hyperbolic Student-t |
| qgld | Generalized Lambda Distribution |
| qhyp | Hyperbolic Distribution |
| qnig | Normal Inverse Gaussian Distribution |
| qqghtPlot | Quantile-Quantile Plots |
| qqgldPlot | Quantile-Quantile Plots |
| qqnigPlot | Quantile-Quantile Plots |
| qqnormPlot | Quantile-Quantile Plots |
| qsgh | Standardized Generalized Hyperbolic Distribution |
| qsght | Standardized generalized hyperbolic Student-t Distribution |
| qsnig | Standardized Normal Inverse Gaussian Distribution |
| qssd | Spline Smoothed Distribution |
| qualiPalette | Color Palettes |
-- R --
| rainbowPalette | Color Palettes |
| Ramp | Haviside and Related Functions |
| rampPalette | Color Palettes |
| returnPlot | Financial Time Series Plots |
| returnSeriesGUI | Return Series Plots |
| rgh | Generalized Hyperbolic Distribution |
| rght | Generalized Hyperbolic Student-t |
| rgld | Generalized Lambda Distribution |
| rhyp | Hyperbolic Distribution |
| rk | The Rank of a Matrix |
| rmaxdd | Drawdown Statistics |
| rnig | Normal Inverse Gaussian Distribution |
| rnorm.lcg | Generator for Portable Random Innovations |
| rowAvgs | Row Statistics |
| rowIds | Set and Retrieve Column/Row Names |
| rowIds<- | Set and Retrieve Column/Row Names |
| rowKurtosis | Row Statistics |
| rowMaxs | Row Statistics |
| rowMins | Row Statistics |
| rowProds | Row Statistics |
| rowQuantiles | Row Statistics |
| rowSds | Row Statistics |
| rowSkewness | Row Statistics |
| rowStats | Row Statistics |
| rowStdevs | Row Statistics |
| rowVars | Row Statistics |
| rowVec | Column and Row Vectors |
| rsgh | Standardized Generalized Hyperbolic Distribution |
| rsght | Standardized generalized hyperbolic Student-t Distribution |
| rsnig | Standardized Normal Inverse Gaussian Distribution |
| rssd | Spline Smoothed Distribution |
| rt.lcg | Generator for Portable Random Innovations |
| runif.lcg | Generator for Portable Random Innovations |
-- S --
| sampleIQR | Robust Moments for the GLD |
| sampleKURT | Robust Moments for the GLD |
| sampleLMoments | Sample L-Moments |
| sampleLmoments | Sample L-Moments |
| sampleMED | Robust Moments for the GLD |
| sampleRobMoments | Robust Moments for the GLD |
| sampleSKEW | Robust Moments for the GLD |
| scaleTest | Two Sample Scale Tests |
| scalinglawPlot | Scaling Law Bahaviour |
| seqPalette | Color Palettes |
| seriesPlot | Financial Time Series Plots |
| set.lcgseed | Generator for Portable Random Innovations |
| sfTest | Normality Tests |
| sgh | Standardized Generalized Hyperbolic Distribution |
| sghFit | Standardized GH Distribution Fit |
| sght | Standardized generalized hyperbolic Student-t Distribution |
| shapiroTest | Normality Tests |
| show-method | Parameter Fit of a Distribution |
| show-method | Tests Class Representation and Utilities |
| Sign | Haviside and Related Functions |
| snig | Standardized Normal Inverse Gaussian Distribution |
| snigFit | Fit of a Stndardized NIG Distribution |
| spearmanTest | Correlation Tests |
| ssd | Spline Smoothed Distribution |
| ssdFit | Fit Density Using Smoothing Splines |
| stableFit | Parameter Fit of a Distribution |
| stableSlider | Slider GUI for Stable Distribution |
| stdev | Generic Functions Extensions |
| stdev.default | Generic Functions Extensions |
| swissEconomy | fBsiscs Data Sets |
| SWXLP | fBsiscs Data Sets |
| symbolTable | Table of Symbols |
-- T --
| teffectPlot | Autocorrelation Function Plots |
| termPlot | Generic Functions Extensions |
| termPlot.default | Generic Functions Extensions |
| terrainPalette | Color Palettes |
| tFit | Parameter Fit of a Distribution |
| timPalette | Color Palettes |
| topoPalette | Color Palettes |
| tr | Trace of a Matrix |
| Triang | Upper and Lower Triangular Matrixes |
| triang | Upper and Lower Triangular Matrixes |
| tsHessian | Two sided approximated Hessian |
| tslag | Lagged or Leading Vector/Matrix |
-- U --
| usdthb | fBsiscs Data Sets |
-- V --
| varianceTest | Two Sample Variance Tests |
| vec | Stacking Vectors and Matrixes |
| vech | Stacking Vectors and Matrixes |
| vgrid | Decor Functions |
| volatility | Generic Functions Extensions |
| volatility.default | Generic Functions Extensions |
-- misc --
| .HedgeFund1 | fBsiscs Data Sets |
| .HedgeFund2 | fBsiscs Data Sets |