The R package ‘fBasics’ 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.
Package fBasics is part of the Rmetrics suite of R packages and is developed on R-forge at
fBasics.
The root of Rmetrics is at R-forge.
The R package ‘fBasics’ 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.
Package
fBasicsis part of the Rmetrics suite of R packages and is developed on R-forge at fBasics. The root of Rmetrics is at R-forge.Installing fBasics
Install the latest stable version of
fBasicsfrom CRAN:You can install the development version of
fBasicsfrom R-forge:To report bugs visit Rmetrics.
Documentation
You can view the documentation of
fBasicsat fBasicsDoc or download the reference manual of the latest release from CRAN.