R: Rmetrics - Markets and Basic Statistics

# Rmetrics - Markets and Basic Statistics

## Documentation for package ‘fBasics’ version 4041.97

- DESCRIPTION file.
- Package NEWS.

## Help Pages

A B C D F G H I J K L M N P Q R S T U V misc

fBasics-package | Portfolio modelling, optimization and backtesting

## -- A --

acfPlot | Autocorrelation function plots
adTest | Tests for normality
akimaInterp | Bivariate Spline Interpolation
akimaInterpp | Bivariate Spline Interpolation

## -- B --

baseMethods | Generic functions extensions
basicStats | Basic time series statistics
Boxcar | Heaviside and related functions
boxL | Functions for decorating plots
boxPercentilePlot | Time series box plots
boxPlot | Time series box plots
box_ | Functions for decorating plots

## -- C --

Capitalization | fBasics data sets
cars2 | fBasics data sets
characterTable | Table of characters
cmPalette | Color palettes
colIds | Set and retrieve column/row names
colIds<- | Set and retrieve column/row names
colorLocator | Named colors in R
colorMatrix | Named colors in R
colorPalette | Color palettes
colorTable | Table of colors
colVec | Column and row vectors
copyright | Functions for decorating plots
correlationTest | Correlation tests
countFunctions | List exported functions in a package
cumulatedPlot | Financial time series plots
cvmTest | Tests for normality

## -- D --

dagoTest | Tests for normality
decor | Functions for decorating plots
Delta | Heaviside and related functions
densityPlot | Histogram and density plots
dgh | Generalized Hyperbolic Distribution
dght | Generalized Hyperbolic Student-t distribution
dgld | Generalized Lambda Distribution
dhyp | Hyperbolic distribution
distCheck | Distribution check
DistributionFits | Fit normal, Student-t and stable distributions
divPalette | Color palettes
dmaxdd | Drawdown statistics
dnig | Normal Inverse Gaussian Distribution
DowJones30 | fBasics data sets
drawdownPlot | Financial time series plots
dsgh | Standardized Generalized Hyperbolic Distribution
dsght | Standardized generalized hyperbolic Student-t Distribution
dsnig | Standardized Normal Inverse Gaussian Distribution
dssd | Spline Smoothed Distribution

## -- F --

fBasics | Portfolio modelling, optimization and backtesting
fBasics-deprecated | Deprecated functions in package fBasics
fBasicsData | fBasics data sets
fDISTFIT-class | Class '"fDISTFIT"'
fHTEST | Class '"fHTEST"'
fHTEST-class | Class '"fHTEST"'
focusPalette | Color palettes
Ftest | Two sample variance tests

## -- G --

get.lcgseed | Generator for Portable random innovations
getArgs | General S4 Class Extractor Functions
getCall | General S4 Class Extractor Functions
getCall-method | General S4 Class Extractor Functions
getDescription | General S4 Class Extractor Functions
getModel | General S4 Class Extractor Functions
getModel.default | General S4 Class Extractor Functions
getS4 | General S4 Class Extractor Functions
getSlot | General S4 Class Extractor Functions
getTitle | General S4 Class Extractor Functions
gh | Generalized Hyperbolic Distribution
ghFit | GH Distribution Fit
ghIQR | Robust Moments for the GH
ghKURT | Robust Moments for the GH
ghKurt | Generalized Hyperbolic Distribution Moments
ghMean | Generalized Hyperbolic Distribution Moments
ghMED | Robust Moments for the GH
ghMode | Generalized Hyperbolic Mode
ghMoments | Generalized Hyperbolic Distribution Moments
ghRobMoments | Robust Moments for the GH
ghSKEW | Robust Moments for the GH
ghSkew | Generalized Hyperbolic Distribution Moments
ghSlider | Generalized Hyperbolic Distribution Slider
ghtFit | GHT distribution fit
ghtIQR | Robust Moments for the GHT
ghtKURT | Robust Moments for the GHT
ghtKurt | Generalized Hyperbolic Student-t Moments
ghtMean | Generalized Hyperbolic Student-t Moments
ghtMED | Robust Moments for the GHT
ghtMode | Generalized Hyperbolic Student-t Mode
ghtMoments | Generalized Hyperbolic Student-t Moments
ghtRobMoments | Robust Moments for the GHT
ghtSKEW | Robust Moments for the GHT
ghtSkew | Generalized Hyperbolic Student-t Moments
ghtVar | Generalized Hyperbolic Student-t Moments
ghVar | Generalized Hyperbolic Distribution Moments
gld | Generalized Lambda Distribution
gldFit | GH Distribution Fit
gldIQR | Robust Moments for the GLD
gldKURT | Robust Moments for the GLD
gldMED | Robust Moments for the GLD
gldMode | Generalized Lambda Distribution Mode
gldRobMoments | Robust Moments for the GLD
gldSKEW | Robust Moments for the GLD
greyPalette | Color palettes
gridVector | Grid vector coordinates

## -- H --

heatPalette | Color palettes
Heaviside | Heaviside and related functions
HedgeFund | fBasics data sets
hgrid | Functions for decorating plots
hilbert | Hilbert matrix
HistogramPlot | Histogram and density plots
histPlot | Histogram and density plots
hyp | Hyperbolic distribution
hypFit | Fit a hyperbolic distribution
hypIQR | Robust moments for the HYP
hypKURT | Robust moments for the HYP
hypKurt | Hyperbolic distribution moments
hypMean | Hyperbolic distribution moments
hypMED | Robust moments for the HYP
hypMode | Hyperbolic mode
hypMoments | Hyperbolic distribution moments
hypRobMoments | Robust moments for the HYP
hypSKEW | Robust moments for the HYP
hypSkew | Hyperbolic distribution moments
hypSlider | Hyperbolic distribution slider
hypVar | Hyperbolic distribution moments

## -- I --

Ids | Set and retrieve column/row names
interactivePlot | Interactive Plot Utility
inv | The inverse of a matrix
isPositiveDefinite | Positive definite matrices

## -- J --

jarqueberaTest | Tests for normality
jbTest | Tests for normality

## -- K --

kendallTest | Correlation tests
krigeInterp | Bivariate Krige Interpolation
kron | Kronecker product
ks2Test | Two sample Kolmogorov-Smirnov test
ksnormTest | Tests for normality

## -- L --

lacfPlot | Autocorrelation function plots
lcg | Generator for Portable random innovations
lillieTest | Tests for normality
linearInterp | Bivariate Linear Interpolation
linearInterpp | Bivariate Linear Interpolation
listFunctions | List exported functions in a package
listIndex | List exported functions in a package
locationTest | Two sample location tests
logDensityPlot | Histogram and density plots

## -- M --

makePositiveDefinite | Positive definite matrices
maxdd | Drawdown statistics
maxddStats | Drawdown statistics
monoPalette | Color palettes
msft.dat | fBasics data sets

## -- N --

nFit | Fit normal, Student-t and stable distributions
nig | Normal Inverse Gaussian Distribution
nigFit | Fit of a Normal Inverse Gaussian Distribution
nigIQR | Robust Moments for the NIG
nigKURT | Robust Moments for the NIG
nigKurt | Moments for the Normal Inverse Gaussian
nigMean | Moments for the Normal Inverse Gaussian
nigMED | Robust Moments for the NIG
nigMode | Normal Inverse Gaussian Mode
nigMoments | Moments for the Normal Inverse Gaussian
nigRobMoments | Robust Moments for the NIG
nigShapeTriangle | NIG Shape Triangle
nigSKEW | Robust Moments for the NIG
nigSkew | Moments for the Normal Inverse Gaussian
nigSlider | nigerbolic Distribution Slider
nigVar | Moments for the Normal Inverse Gaussian
norm2 | Matrix norm
NormalityTests | Tests for normality
normalTest | Tests for normality
normIQR | Robust moments for the Normal distribution
normKURT | Robust moments for the Normal distribution
normMED | Robust moments for the Normal distribution
normRobMoments | Robust moments for the Normal distribution
normSKEW | Robust moments for the Normal distribution
nyse | fBasics data sets

## -- P --

pacfPlot | Autocorrelation function plots
pascal | Pascal matrix
pchiTest | Tests for normality
pdl | Polynomial distributed lags
pearsonTest | Correlation tests
PensionFund | fBasics data sets
pgh | Generalized Hyperbolic Distribution
pght | Generalized Hyperbolic Student-t distribution
pgld | Generalized Lambda Distribution
phyp | Hyperbolic distribution
pmaxdd | Drawdown statistics
pnig | Normal Inverse Gaussian Distribution
positiveDefinite | Positive definite matrices
print.control | Print control
psgh | Standardized Generalized Hyperbolic Distribution
psght | Standardized generalized hyperbolic Student-t Distribution
psnig | Standardized Normal Inverse Gaussian Distribution
pssd | Spline Smoothed Distribution

## -- Q --

qgh | Generalized Hyperbolic Distribution
qght | Generalized Hyperbolic Student-t distribution
qgld | Generalized Lambda Distribution
qhyp | Hyperbolic distribution
qnig | Normal Inverse Gaussian Distribution
qqghtPlot | Quantile-Quantile plots
qqgldPlot | Quantile-Quantile plots
qqnigPlot | Quantile-Quantile plots
qqnormPlot | Quantile-Quantile plots
qsgh | Standardized Generalized Hyperbolic Distribution
qsght | Standardized generalized hyperbolic Student-t Distribution
qsnig | Standardized Normal Inverse Gaussian Distribution
qssd | Spline Smoothed Distribution
qualiPalette | Color palettes

## -- R --

rainbowPalette | Color palettes
Ramp | Heaviside and related functions
rampPalette | Color palettes
returnPlot | Financial time series plots
returnSeriesGUI | Return series plots
rgh | Generalized Hyperbolic Distribution
rght | Generalized Hyperbolic Student-t distribution
rgld | Generalized Lambda Distribution
rhyp | Hyperbolic distribution
rk | The rank of a matrix
rmaxdd | Drawdown statistics
rnig | Normal Inverse Gaussian Distribution
rnorm.lcg | Generator for Portable random innovations
rowAvgs | Row statistics
rowIds | Set and retrieve column/row names
rowIds<- | Set and retrieve column/row names
rowKurtosis | Row statistics
rowMaxs | Row statistics
rowMins | Row statistics
rowProds | Row statistics
rowQuantiles | Row statistics
rowSds | Row statistics
rowSkewness | Row statistics
rowStats | Row statistics
rowStdevs | Row statistics
rowVars | Row statistics
rowVec | Column and row vectors
rsgh | Standardized Generalized Hyperbolic Distribution
rsght | Standardized generalized hyperbolic Student-t Distribution
rsnig | Standardized Normal Inverse Gaussian Distribution
rssd | Spline Smoothed Distribution
rt.lcg | Generator for Portable random innovations
runif.lcg | Generator for Portable random innovations

## -- S --

sampleIQR | Robust moments for the GLD
sampleKURT | Robust moments for the GLD
sampleLMoments | Sample L-moments
sampleLmoments | Sample L-moments
sampleMED | Robust moments for the GLD
sampleRobMoments | Robust moments for the GLD
sampleSKEW | Robust moments for the GLD
scaleTest | Two sample scale tests
scalinglawPlot | Scaling law behaviour
seqPalette | Color palettes
seriesPlot | Financial time series plots
set.lcgseed | Generator for Portable random innovations
sfTest | Tests for normality
sgh | Standardized Generalized Hyperbolic Distribution
sghFit | Standardized GH distribution fit
sght | Standardized generalized hyperbolic Student-t Distribution
shapiroTest | Tests for normality
show-method | Class '"fDISTFIT"'
show-method | Class '"fHTEST"'
Sign | Heaviside and related functions
snig | Standardized Normal Inverse Gaussian Distribution
snigFit | Fit of a Standardized NIG Distribution
spearmanTest | Correlation tests
ssd | Spline Smoothed Distribution
ssdFit | Fit density using smoothing splines
stableFit | Fit normal, Student-t and stable distributions
stableSlider | Slider GUI for Stable Distribution
stdev | Generic functions extensions
stdev.default | Generic functions extensions
swissEconomy | fBasics data sets
SWXLP | fBasics data sets
symbolTable | Table of symbols

## -- T --

teffectPlot | Autocorrelation function plots
termPlot | Generic functions extensions
termPlot.default | Generic functions extensions
terrainPalette | Color palettes
tFit | Fit normal, Student-t and stable distributions
timPalette | Color palettes
topoPalette | Color palettes
tr | Trace of a matrix
Triang | Upper and lower triangular matrices
triang | Upper and lower triangular matrices
tsHessian | Two sided approximated Hessian
tslag | Lagged or leading vector/matrix

## -- U --

usdthb | fBasics data sets

## -- V --

varianceTest | Two sample variance tests
vec | Stacking vectors and matrices
vech | Stacking vectors and matrices
vgrid | Functions for decorating plots
volatility | Compute volatility
volatility.default | Compute volatility

## -- misc --

.acfPlot | Deprecated functions in package fBasics
.contourPlot | Deprecated functions in package fBasics
.distCheck | Deprecated functions in package fBasics
.firePlot | Deprecated functions in package fBasics
.mrlPlot | Deprecated functions in package fBasics
.pacfPlot | Deprecated functions in package fBasics
.perspPlot | Deprecated functions in package fBasics
.plot | Deprecated functions in package fBasics
.predict | Deprecated functions in package fBasics
.qStableFit | Deprecated functions in package fBasics
.residualsPlot | Deprecated functions in package fBasics
.responsesPlot | Deprecated functions in package fBasics
.sliderMenu | Deprecated functions in package fBasics
.unirootNA | Deprecated functions in package fBasics