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Documentation for package ‘fBasics’ version 2160.81

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A B C D F G H I J K L M N P Q R S T V

-- 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 --

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
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
dstable Deprecated Functions in Package fBasics

-- F --

fBasics Portfolio Modelling, Optimization and Backtesting
fBasics-deprecated Deprecated Functions in Package fBasics
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
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
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

-- 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
norm 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

-- P --

pacfPlot Autocorrelation Function Plots
pascal Pascal Matrix
pchiTest Normality Tests
pdl Polynomial Distributed Lags
pearsonTest Correlation Tests
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
pstable Deprecated Functions in Package fBasics

-- 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
qstable Deprecated Functions in Package fBasics
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
rstable Deprecated Functions in Package fBasics
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
stableMode Deprecated Functions in Package fBasics
stableSlider Slider GUI for Stable Distribution
stdev Generic Functions Extensions
stdev.default Generic Functions Extensions
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

-- 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