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cran
fBasics:Rmetrics - Markets and Basic Statistics
Provides a collection of functions to explore and to investigate basic properties of financial returns and related quantities. The covered fields include techniques of explorative data analysis and the investigation of distributional properties, including parameter estimation and hypothesis testing. Even more there are several utility functions for data handling and management.
Maintained by Georgi N. Boshnakov. Last updated 7 months ago.
2 stars 7.19 score 131 dependents
ajmcneil
tscopula:Time Series Copula Models
Functions for the analysis of time series using copula models. The package is based on methodology described in the following references. McNeil, A.J. (2021) <doi:10.3390/risks9010014>, Bladt, M., & McNeil, A.J. (2021) <doi:10.1016/j.ecosta.2021.07.004>, Bladt, M., & McNeil, A.J. (2022) <doi:10.1515/demo-2022-0105>.
Maintained by Alexander McNeil. Last updated 1 months ago.
2 stars 5.53 score 12 scripts