Rmetrics - Markets and Basic Statistics.
The R package 'fBasics' 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.
Package fBasics
is part of the Rmetrics suite of R packages and is developed on R-forge at fBasics. The root of Rmetrics is at R-forge.
Installing fBasics
Install the latest stable version of fBasics
from CRAN:
install.packages("fBasics")
You can install the development version of fBasics
from R-forge:
install.packages("fBasics", repos = "http://R-Forge.R-project.org")
To report bugs visit Rmetrics.
Documentation
You can view the documentation of fBasics
at fBasicsDoc or download the reference manual of the latest release from CRAN.