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.
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.
You can view the documentation of fBasics at
fBasicsDoc
or download the
reference manual
of the latest release from CRAN.