Package: fAssets 4023.85.9000

Stefan Theussl

fAssets: Rmetrics - Analysing and Modelling Financial Assets

A collection of functions to manage, to investigate and to analyze data sets of financial assets from different points of view.

Authors:Diethelm Wuertz [aut], Tobias Setz [aut], Yohan Chalabi [aut], Stefan Theussl [aut, cre]

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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
fAssets/json (API)

# Install 'fAssets' in R:

install.packages('fAssets', repos = c('https://r-forge.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://r-forge.r-project.org/projects/rmetrics

On CRAN:

5.77 score 1 stars 3 packages 29 scripts 1.5k downloads 67 exports 36 dependencies

Last updated from:6653f85913. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel	OK	135
source / vignettes	OK	217
linux-release	OK	108
macos-release	OK	81
macos-oldrel	OK	97
windows-devel	OK	110
windows-release	OK	81
windows-oldrel	OK	89
wasm-release	OK	79

Exports:.baggedMeanCov .bayesSteinMeanCov .cov.arw .cov.nnve .cov.shrink .donostahMeanCov .ledoitWolfMeanCov .rmtMeanCov .studentMeanCov abcArrange assetsArrange assetsBasicStatsPlot assetsBoxPercentilePlot assetsBoxPlot assetsBoxStatsPlot assetsCorEigenPlot assetsCorgramPlot assetsCorImagePlot assetsCorTestPlot assetsCumulatedPlot assetsDendrogramPlot assetsDist assetsFit assetsHistPairsPlot assetsHistPlot assetsLogDensityPlot assetsLPM assetsMeanCov assetsMomentsPlot assetsNIGFitPlot assetsNIGShapeTrianglePlot assetsOutliers assetsPairsPlot assetsQQNormPlot assetsReturnPlot assetsRiskReturnPlot assetsSelect assetsSeriesPlot assetsSim assetsSLPM assetsStarsPlot assetsTest assetsTreePlot binaryDist braycurtisDist canberraDist corDist covEllipsesPlot euclideanDist getCenterRob getCovRob hclustArrange jaccardDist kendallDist mahalanobisDist manhattanDist maximumDist minkowskiDist mutinfoDist mvenergyTest mvshapiroTest orderArrange pcaArrange sampleArrange sorensenDist spearmanDist statsArrange

Dependencies:boot cli cpp11 cubature DEoptimR ecodist energy fBasics fMultivar glue gsl gss igraph lattice lifecycle magrittr MASS Matrix MatrixModels mnormt mvnormtest mvtnorm numDeriv pkgconfig quantreg Rcpp rlang robustbase sn SparseM spatial stabledist survival timeDate timeSeries vctrs

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Analysing and Modelling Financial Assets	fAssets-package fAssets
Rearranging Assets Columnwise	abcArrange assetsArrange hclustArrange orderArrange pcaArrange sampleArrange statsArrange
Distance Measures	assetsDist binaryDist braycurtisDist canberraDist corDist euclideanDist jaccardDist kendallDist mahalanobisDist manhattanDist maximumDist minkowskiDist mutinfoDist sorensenDist spearmanDist
Computation of Lower Partial Moments of Asset Sets	assetsLPM assetsSLPM
Estimation of Mean and Covariances of Asset Sets	assetsMeanCov getCenterRob getCovRob
Modeling Multivariate Asset Sets	assetsFit assetsSim
Detection of Outliers in Asset Sets	assetsOutliers
Selecting Assets from Multivariate Asset Sets	assetsSelect
Testing Normality of Multivariate Asset Sets	assetsTest mvenergyTest mvshapiroTest
Estimation of Mean and Covariances of Asset Sets	.baggedMeanCov .bayesSteinMeanCov .cov.arw .cov.nnve .cov.shrink .donostahMeanCov .ledoitWolfMeanCov .rmtMeanCov .studentMeanCov
Bivariate Histogram Plots of Assets	assetsHistPairsPlot binningPlot
Displays a Box Plot of Assets	assetsBoxPercentilePlot assetsBoxPlot boxPlot
Displays a Covariance Ellipses Plot	covEllipsesPlot
Histogram Plots of Assets	assetsHistPlot assetsLogDensityPlot histPlot
Assets Tree Plot	assetsTreePlot treePlot
Assets Pairs Plot	assetsCorgramPlot assetsCorImagePlot assetsCorTestPlot assetsPairsPlot pairsPlot
Normal Quantile-Quantile Plots	assetsQQNormPlot
Assets Risk Plots	assetsNIGShapeTrianglePlot assetsRiskReturnPlot seriesPlots
Displays Series Plots of Assets.	assetsCumulatedPlot assetsReturnPlot assetsSeriesPlot seriesPlot
Assets Similarity Plots	assetsCorEigenPlot assetsDendrogramPlot similarityPlot
Stars Plots of Assets.	assetsBasicStatsPlot assetsBoxStatsPlot assetsMomentsPlot assetsNIGFitPlot assetsStarsPlot starsPlot