Package: fAssets 4023.85.9000
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:
fAssets_4023.85.9000.tar.gz
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fAssets_4023.85.9000.tgz(r-4.4-any)fAssets_4023.85.9000.tgz(r-4.3-any)
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fAssets.pdf |fAssets.html✨
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
Last updated 4 days agofrom:28a8bc75d8. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Sep 04 2024 |
R-4.5-win | OK | Sep 04 2024 |
R-4.5-linux | OK | Sep 04 2024 |
R-4.4-win | OK | Sep 04 2024 |
R-4.4-mac | OK | Sep 04 2024 |
R-4.3-win | OK | Sep 04 2024 |
R-4.3-mac | OK | Sep 04 2024 |
Exports:.baggedMeanCov.bayesSteinMeanCov.cov.arw.cov.nnve.cov.shrink.donostahMeanCov.ledoitWolfMeanCov.rmtMeanCov.studentMeanCovabcArrangeassetsArrangeassetsBasicStatsPlotassetsBoxPercentilePlotassetsBoxPlotassetsBoxStatsPlotassetsCorEigenPlotassetsCorgramPlotassetsCorImagePlotassetsCorTestPlotassetsCumulatedPlotassetsDendrogramPlotassetsDistassetsFitassetsHistPairsPlotassetsHistPlotassetsLogDensityPlotassetsLPMassetsMeanCovassetsMomentsPlotassetsNIGFitPlotassetsNIGShapeTrianglePlotassetsOutliersassetsPairsPlotassetsQQNormPlotassetsReturnPlotassetsRiskReturnPlotassetsSelectassetsSeriesPlotassetsSimassetsSLPMassetsStarsPlotassetsTestassetsTreePlotbinaryDistbraycurtisDistcanberraDistcorDistcovEllipsesPloteuclideanDistgetCenterRobgetCovRobhclustArrangejaccardDistkendallDistmahalanobisDistmanhattanDistmaximumDistminkowskiDistmutinfoDistmvenergyTestmvshapiroTestorderArrangepcaArrangesampleArrangesorensenDistspearmanDiststatsArrange
Dependencies:bootclicpp11cubatureDEoptimRecodistenergyfBasicsfMultivargluegslgssigraphlatticelifecyclemagrittrMASSMatrixMatrixModelsmnormtmvnormtestmvtnormnumDerivpkgconfigquantregRcpprlangrobustbasesnSparseMspatialstabledistsurvivaltimeDatetimeSeriesvctrs
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 |