R: Rmetrics - Markets and Basic Statistics

# Rmetrics - Markets and Basic Statistics

## Documentation for package ‘fBasics’ version 3042.89

- DESCRIPTION file.

## 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 | Normality Tests
akimaInterp | Bivariate Spline Interpolation
akimaInterpp | Bivariate Spline Interpolation

## -- B --

baseMethods | Generic Functions Extensions
basicStats | Basic Time Series Statistics
Boxcar | Haviside and Related Functions
boxL | Decor Functions
boxPercentilePlot | Time Series Box Plots
boxPlot | Time Series Box Plots
box_ | Decor Functions

## -- C --

Capitalization | fBsiscs Data Sets
cars2 | fBsiscs Data Sets
characterTable | Table of Characters
cmPalette | Color Palettes
colIds | Set and Retrieve Column/Row Names
colIds<- | Set and Retrieve Column/Row Names
colorLocator | Color Selection
colorMatrix | Color Selection
colorPalette | Color Palettes
colorTable | Table of Colors
colVec | Column and Row Vectors
copyright | Decor Functions
correlationTest | Correlation Tests
countFunctions | Functions Listing
cumulatedPlot | Financial Time Series Plots
cvmTest | Normality Tests

## -- D --

dagoTest | Normality Tests
decor | Decor Functions
Delta | Haviside and Related Functions
densityPlot | Histogram and Density Plots
dgh | Generalized Hyperbolic Distribution
dght | Generalized Hyperbolic Student-t
dgld | Generalized Lambda Distribution
dhyp | Hyperbolic Distribution
distCheck | Distribution Check
DistributionFits | Parameter Fit of a Distribution
divPalette | Color Palettes
dmaxdd | Drawdown Statistics
dnig | Normal Inverse Gaussian Distribution
DowJones30 | fBsiscs 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 | fBsiscs Data Sets
fDISTFIT | Parameter Fit of a Distribution
fDISTFIT-class | Parameter Fit of a Distribution
fHTEST | Tests Class Representation and Utilities
fHTEST-class | Tests Class Representation and Utilities
focusPalette | Color Palettes

## -- 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 | Haviside and Related Functions
HedgeFund | fBsiscs Data Sets
hgrid | Decor Functions
hilbert | Hilbert Matrix
histPlot | Histogram and Density Plots
hyp | Hyperbolic Distribution
hypFit | Fit of 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 Matrixes

## -- J --

jarqueberaTest | Normality Tests
jbTest | Normality Tests

## -- K --

kendallTest | Correlation Tests
krigeInterp | Bivariate Krige Interpolation
kron | Kronecker Product
ks2Test | Two Sample Kolmogorov-Smirnov Test
ksnormTest | Normality Tests

## -- L --

lacfPlot | Autocorrelation Function Plots
lcg | Generator for Portable Random Innovations
lillieTest | Normality Tests
linearInterp | Bivariate Linear Interpolation
linearInterpp | Bivariate Linear Interpolation
listDescription | Description File Listing
listFunctions | Functions Listing
listIndex | Index File Listing
locationTest | Two Sample Location Tests
logDensityPlot | Histogram and Density Plots

## -- M --

makePositiveDefinite | Positive Definite Matrixes
maxdd | Drawdown Statistics
maxddStats | Drawdown Statistics
monoPalette | Color Palettes
msft.dat | fBsiscs Data Sets

## -- N --

nFit | Parameter Fit of a Distribution
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 | Normality Tests
normalTest | Normality Tests
normIQR | Robust Moments for the NORM
normKURT | Robust Moments for the NORM
normMED | Robust Moments for the NORM
normRobMoments | Robust Moments for the NORM
normSKEW | Robust Moments for the NORM
nyse | fBsiscs Data Sets

## -- P --

pacfPlot | Autocorrelation Function Plots
pascal | Pascal Matrix
pchiTest | Normality Tests
pdl | Polynomial Distributed Lags
pearsonTest | Correlation Tests
PensionFund | fBsiscs Data Sets
pgh | Generalized Hyperbolic Distribution
pght | Generalized Hyperbolic Student-t
pgld | Generalized Lambda Distribution
phyp | Hyperbolic Distribution
pmaxdd | Drawdown Statistics
pnig | Normal Inverse Gaussian Distribution
positiveDefinite | Positive Definite Matrixes
print | Print Control
print.control | Print Control
print.fDISTFIT | Parameter Fit of a Distribution
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
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 | Haviside and Related Functions
rampPalette | Color Palettes
returnPlot | Financial Time Series Plots
returnSeriesGUI | Return Series Plots
rgh | Generalized Hyperbolic Distribution
rght | Generalized Hyperbolic Student-t
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 Bahaviour
seqPalette | Color Palettes
seriesPlot | Financial Time Series Plots
set.lcgseed | Generator for Portable Random Innovations
sfTest | Normality Tests
sgh | Standardized Generalized Hyperbolic Distribution
sghFit | Standardized GH Distribution Fit
sght | Standardized generalized hyperbolic Student-t Distribution
shapiroTest | Normality Tests
show-method | Parameter Fit of a Distribution
show-method | Tests Class Representation and Utilities
Sign | Haviside and Related Functions
snig | Standardized Normal Inverse Gaussian Distribution
snigFit | Fit of a Stndardized NIG Distribution
spearmanTest | Correlation Tests
ssd | Spline Smoothed Distribution
ssdFit | Fit Density Using Smoothing Splines
stableFit | Parameter Fit of a Distribution
stableSlider | Slider GUI for Stable Distribution
stdev | Generic Functions Extensions
stdev.default | Generic Functions Extensions
swissEconomy | fBsiscs Data Sets
SWXLP | fBsiscs Data Sets
symbolTable | Table of Symbols

## -- T --

teffectPlot | Autocorrelation Function Plots
termPlot | Generic Functions Extensions
termPlot.default | Generic Functions Extensions
terrainPalette | Color Palettes
tFit | Parameter Fit of a Distribution
timPalette | Color Palettes
topoPalette | Color Palettes
tr | Trace of a Matrix
Triang | Upper and Lower Triangular Matrixes
triang | Upper and Lower Triangular Matrixes
tsHessian | Two sided approximated Hessian
tslag | Lagged or Leading Vector/Matrix

## -- U --

usdthb | fBsiscs Data Sets

## -- V --

varianceTest | Two Sample Variance Tests
vec | Stacking Vectors and Matrixes
vech | Stacking Vectors and Matrixes
vgrid | Decor Functions
volatility | Generic Functions Extensions
volatility.default | Generic Functions Extensions

## -- misc --

.HedgeFund1 | fBsiscs Data Sets
.HedgeFund2 | fBsiscs Data Sets