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fMultivar

Rmetrics - Modeling of Multivariate Financial Return Distributions

A collection of functions inspired by Venables and Ripley (2002) <doi:10.1007/978-0-387-21706-2> and Azzalini and Capitanio (1999) <arXiv:0911.2093> to manage, investigate and analyze bivariate and multivariate data sets of financial returns.

Versions across snapshots

VersionRepositoryFileSize
4031.84 rolling linux/jammy R-4.5 fMultivar_4031.84.tar.gz 149.2 KiB
4031.84 rolling linux/noble R-4.5 fMultivar_4031.84.tar.gz 149.3 KiB
4031.84 rolling source/ R- fMultivar_4031.84.tar.gz 43.9 KiB
4031.84 latest linux/jammy R-4.5 fMultivar_4031.84.tar.gz 149.2 KiB
4031.84 latest linux/noble R-4.5 fMultivar_4031.84.tar.gz 149.3 KiB
4031.84 latest source/ R- fMultivar_4031.84.tar.gz 43.9 KiB
4031.84 2026-04-26 source/ R- fMultivar_4031.84.tar.gz 43.9 KiB
4031.84 2026-04-23 source/ R- fMultivar_4031.84.tar.gz 43.9 KiB
4031.84 2026-04-09 windows/windows R-4.5 fMultivar_4031.84.zip 156.2 KiB
4031.84 2025-04-20 source/ R- fMultivar_4031.84.tar.gz 43.9 KiB

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