fMultivar: Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions

Environment for teaching "Financial Engineering and Computational Finance"

Version: 3011.78
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics
Imports: cubature, mvtnorm, sn
Suggests: methods, spatial, RUnit, tcltk, akima
Published: 2014-09-06
Author: Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre] Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz at rmetrics.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.rmetrics.org
NeedsCompilation: no
Materials: NEWS ChangeLog
In views: Finance
CRAN checks: fMultivar results

Downloads:

Reference manual: fMultivar.pdf
Package source: fMultivar_3011.78.tar.gz
Windows binaries: r-devel: fMultivar_3011.78.zip, r-release: fMultivar_3011.78.zip, r-oldrel: fMultivar_3011.78.zip
OS X El Capitan binaries: r-release: fMultivar_3011.78.tgz
OS X Mavericks binaries: r-oldrel: fMultivar_3011.78.tgz
Old sources: fMultivar archive

Reverse dependencies:

Reverse depends: fCopulae
Reverse imports: BLCOP, fAssets

Linking:

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