Rmetrics - Markets and Basic Statistics
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Documentation for package ‘fBasics’ version 4032.96
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 | Tests for normality |
| akimaInterp | Bivariate Spline Interpolation |
| akimaInterpp | Bivariate Spline Interpolation |
-- B --
| baseMethods | Generic functions extensions |
| basicStats | Basic time series statistics |
| Boxcar | Heaviside and related functions |
| boxL | Functions for decorating plots |
| boxPercentilePlot | Time series box plots |
| boxPlot | Time series box plots |
| box_ | Functions for decorating plots |
-- C --
| Capitalization | fBasics data sets |
| cars2 | fBasics data sets |
| characterTable | Table of characters |
| cmPalette | Color palettes |
| colIds | Set and retrieve column/row names |
| colIds<- | Set and retrieve column/row names |
| colorLocator | Named colors in R |
| colorMatrix | Named colors in R |
| colorPalette | Color palettes |
| colorTable | Table of colors |
| colVec | Column and row vectors |
| copyright | Functions for decorating plots |
| correlationTest | Correlation tests |
| countFunctions | List exported functions in a package |
| cumulatedPlot | Financial time series plots |
| cvmTest | Tests for normality |
-- D --
| dagoTest | Tests for normality |
| decor | Functions for decorating plots |
| Delta | Heaviside and related functions |
| densityPlot | Histogram and density plots |
| dgh | Generalized Hyperbolic Distribution |
| dght | Generalized Hyperbolic Student-t distribution |
| dgld | Generalized Lambda Distribution |
| dhyp | Hyperbolic distribution |
| distCheck | Distribution check |
| DistributionFits | Parametric fit of a distribution |
| divPalette | Color palettes |
| dmaxdd | Drawdown statistics |
| dnig | Normal Inverse Gaussian Distribution |
| DowJones30 | fBasics 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 | fBasics data sets |
| fDISTFIT-class | Class '"fDISTFIT"' |
| fHTEST | Class '"fHTEST"' |
| fHTEST-class | Class '"fHTEST"' |
| focusPalette | Color palettes |
| Ftest | Two sample variance tests |
-- 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 | Heaviside and related functions |
| HedgeFund | fBasics data sets |
| hgrid | Functions for decorating plots |
| hilbert | Hilbert matrix |
| HistogramPlot | Histogram and density plots |
| histPlot | Histogram and density plots |
| hyp | Hyperbolic distribution |
| hypFit | Fit 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 matrices |
-- J --
| jarqueberaTest | Tests for normality |
| jbTest | Tests for normality |
-- K --
| kendallTest | Correlation tests |
| krigeInterp | Bivariate Krige Interpolation |
| kron | Kronecker product |
| ks2Test | Two sample Kolmogorov-Smirnov test |
| ksnormTest | Tests for normality |
-- L --
| lacfPlot | Autocorrelation function plots |
| lcg | Generator for Portable random innovations |
| lillieTest | Tests for normality |
| linearInterp | Bivariate Linear Interpolation |
| linearInterpp | Bivariate Linear Interpolation |
| listFunctions | List exported functions in a package |
| listIndex | List exported functions in a package |
| locationTest | Two sample location tests |
| logDensityPlot | Histogram and density plots |
-- M --
| makePositiveDefinite | Positive definite matrices |
| maxdd | Drawdown statistics |
| maxddStats | Drawdown statistics |
| monoPalette | Color palettes |
| msft.dat | fBasics data sets |
-- N --
| nFit | Parametric 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 | Tests for normality |
| normalTest | Tests for normality |
| normIQR | Robust moments for the Normal distribution |
| normKURT | Robust moments for the Normal distribution |
| normMED | Robust moments for the Normal distribution |
| normRobMoments | Robust moments for the Normal distribution |
| normSKEW | Robust moments for the Normal distribution |
| nyse | fBasics data sets |
-- P --
| pacfPlot | Autocorrelation function plots |
| pascal | Pascal matrix |
| pchiTest | Tests for normality |
| pdl | Polynomial distributed lags |
| pearsonTest | Correlation tests |
| PensionFund | fBasics data sets |
| pgh | Generalized Hyperbolic Distribution |
| pght | Generalized Hyperbolic Student-t distribution |
| pgld | Generalized Lambda Distribution |
| phyp | Hyperbolic distribution |
| pmaxdd | Drawdown statistics |
| pnig | Normal Inverse Gaussian Distribution |
| positiveDefinite | Positive definite matrices |
| print.control | Print control |
| 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 distribution |
| 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 | Heaviside and related functions |
| rampPalette | Color palettes |
| returnPlot | Financial time series plots |
| returnSeriesGUI | Return series plots |
| rgh | Generalized Hyperbolic Distribution |
| rght | Generalized Hyperbolic Student-t distribution |
| 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 behaviour |
| seqPalette | Color palettes |
| seriesPlot | Financial time series plots |
| set.lcgseed | Generator for Portable random innovations |
| sfTest | Tests for normality |
| sgh | Standardized Generalized Hyperbolic Distribution |
| sghFit | Standardized GH distribution fit |
| sght | Standardized generalized hyperbolic Student-t Distribution |
| shapiroTest | Tests for normality |
| show-method | Class '"fDISTFIT"' |
| show-method | Class '"fHTEST"' |
| Sign | Heaviside and related functions |
| snig | Standardized Normal Inverse Gaussian Distribution |
| snigFit | Fit of a Standardized NIG Distribution |
| spearmanTest | Correlation tests |
| ssd | Spline Smoothed Distribution |
| ssdFit | Fit density using smoothing splines |
| stableFit | Parametric fit of a distribution |
| stableSlider | Slider GUI for Stable Distribution |
| stdev | Generic functions extensions |
| stdev.default | Generic functions extensions |
| swissEconomy | fBasics data sets |
| SWXLP | fBasics data sets |
| symbolTable | Table of symbols |
-- T --
| teffectPlot | Autocorrelation function plots |
| termPlot | Generic functions extensions |
| termPlot.default | Generic functions extensions |
| terrainPalette | Color palettes |
| tFit | Parametric fit of a distribution |
| timPalette | Color palettes |
| topoPalette | Color palettes |
| tr | Trace of a matrix |
| Triang | Upper and lower triangular matrices |
| triang | Upper and lower triangular matrices |
| tsHessian | Two sided approximated Hessian |
| tslag | Lagged or leading vector/matrix |
-- U --
| usdthb | fBasics data sets |
-- V --
| varianceTest | Two sample variance tests |
| vec | Stacking vectors and matrices |
| vech | Stacking vectors and matrices |
| vgrid | Functions for decorating plots |
| volatility | Compute volatility |
| volatility.default | Compute volatility |
-- misc --
| .acfPlot | Deprecated functions in package fBasics |
| .contourPlot | Deprecated functions in package fBasics |
| .distCheck | Deprecated functions in package fBasics |
| .firePlot | Deprecated functions in package fBasics |
| .mrlPlot | Deprecated functions in package fBasics |
| .pacfPlot | Deprecated functions in package fBasics |
| .perspPlot | Deprecated functions in package fBasics |
| .plot | Deprecated functions in package fBasics |
| .predict | Deprecated functions in package fBasics |
| .qStableFit | Deprecated functions in package fBasics |
| .residualsPlot | Deprecated functions in package fBasics |
| .responsesPlot | Deprecated functions in package fBasics |
| .sliderMenu | Deprecated functions in package fBasics |
| .unirootNA | Deprecated functions in package fBasics |