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.
| Version: | 4052.98 |
| Depends: | R (≥ 2.15.1) |
| Imports: | timeDate,timeSeries (≥ 4021.105), stats, grDevices, graphics, methods, utils,MASS,spatial,gss,stabledist |
| Suggests: | interp,RUnit, tcltk |
| Published: | 2025-12-07 |
| DOI: | 10.32614/CRAN.package.fBasics |
| Author: | Diethelm Wuertz [aut] (original code), Tobias Setz [aut], Yohan Chalabi [aut], Martin Maechler [ctb], CRAN Team [ctb], Georgi N. Boshnakov [cre, aut] |
| Maintainer: | Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| BugReports: | https://r-forge.r-project.org/projects/rmetrics |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://geobosh.github.io/fBasicsDoc/ (doc),https://r-forge.r-project.org/scm/viewvc.php/pkg/fBasics/?root=rmetrics(devel),https://www.rmetrics.org |
| NeedsCompilation: | yes |
| Materials: | README,NEWS,ChangeLog |
| In views: | Distributions,Finance |
| CRAN checks: | fBasics results |