Rmetrics - Modeling of Multivariate Financial Return Distributions


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Documentation for package ‘fMultivar’ version 4031.84

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fMultivar-package Modelling Multivariate Return Distributions
adapt Integrator for multivariate distributions
cauchy2d Bivariate Cauchy Distribution
contour.gridData Bivariate Gridded Data Sets
dcauchy2d Bivariate Cauchy Distribution
delliptical2d Bivariate Elliptical Densities
density2d Bivariate Density Tools
dmsc Multivariate Skew Cauchy Distribution
dmsn Multivariate Skew-Normal Distribution
dmst Multivariate Skew Student-t Distribution
dmvnorm Multivariate Normal Distribution
dmvsnorm Obsolete Functions
dmvst Obsolete Functions
dmvt Multivariate Student-t Distribution
dnorm2d Bivariate Normal Distribution
dt2d Bivariate Student-t Distribution
elliptical2d Bivariate Elliptical Densities
fMultivar Modelling Multivariate Return Distributions
grid2d Bivariate Density Tools
gridData Bivariate Gridded Data Sets
hexBinning Square and Hexagonal Data Binning
hist2d Bivariate Density Tools
integrate2d Bivariate Integration Tools
mscFit Multivariate Skew Cauchy Parameter Estimation
msnFit Multivariate Skew Normal Parameter Estimation
mstFit Multivariate Skew Student-t Parameter Estimation
mvFit Obsolete Functions
mvstnorm Obsolete Functions
norm2d Bivariate Normal Distribution
pcauchy2d Bivariate Cauchy Distribution
persp.gridData Bivariate Gridded Data Sets
plot.hexBinning Square and Hexagonal Data Binning
plot.squareBinning Square and Hexagonal Data Binning
pmsc Multivariate Skew Cauchy Distribution
pmsn Multivariate Skew-Normal Distribution
pmst Multivariate Skew Student-t Distribution
pmvnorm Multivariate Normal Distribution
pmvsnorm Obsolete Functions
pmvst Obsolete Functions
pmvt Multivariate Student-t Distribution
pnorm2d Bivariate Normal Distribution
pt2d Bivariate Student-t Distribution
qmvnorm Multivariate Normal Distribution
rcauchy2d Bivariate Cauchy Distribution
rmsc Multivariate Skew Cauchy Distribution
rmsn Multivariate Skew-Normal Distribution
rmst Multivariate Skew Student-t Distribution
rmvnorm Multivariate Normal Distribution
rmvsnorm Obsolete Functions
rmvst Obsolete Functions
rmvt Multivariate Student-t Distribution
rnorm2d Bivariate Normal Distribution
rt2d Bivariate Student-t Distribution
squareBinning Square and Hexagonal Data Binning
t2d Bivariate Student-t Distribution
utils-binning2 Square and Hexagonal Data Binning
utils-gridding2 Bivariate Gridded Data Sets