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
| Version | Repository | File | Size |
|---|---|---|---|
4031.84 |
2026-04-09 windows/windows R-4.5 | fMultivar_4031.84.zip |
156.2 KiB |