fMultivar

cranv4031.84

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.

License GPL (>= 2)0 versions1 maintainers8 deps526 weekly dl
https://CRAN.R-project.org/package=fMultivar
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First published · 2023-07-11 10:21:23

Last updated · 2023-07-11T07:40:35+00:00