Rmetrics - Assets Selection and Modelling


[Package List] [Top]

Documentation for package ‘fAssets’ version 280.74

Help Pages

assetsBasicStatsPlot Assets Stars Plots
assetsBoxPercentilePlot Assets Box Plots
assetsBoxPlot Assets Box Plots
assetsBoxStatsPlot Assets Stars Plots
assetsCorEigenPlot Assets Similarity Plots
assetsCorgramPlot Assets Pairs Plot
assetsCorImagePlot Assets Pairs Plot
assetsCorTestPlot Assets Pairs Plot
assetsCumulatedPlot Assets Series Plots
assetsDendrogramPlot Assets Similarity Plots
assetsFit Modelling of Multivariate Asset Sets
assetsHistPairsPlot Assets Series Plots
assetsHistPlot Assets Series Plots
assetsLogDensityPlot Assets Series Plots
assetsLPM Estimation of Lower Partial Moments of Asset Sets
assetsMeanCov Estimation of Mean and Covariances of Asset Sets
AssetsModelling Modelling of Multivariate Asset Sets
assetsMomentsPlot Assets Stars Plots
assetsNIGFitPlot Assets Stars Plots
assetsNIGShapeTrianglePlot Assets Series Plots
assetsPairsPlot Assets Pairs Plot
assetsQQNormPlot Assets Series Plots
assetsReturnPlot Assets Series Plots
assetsRiskReturnPlot Assets Series Plots
assetsSelect Selecting Assets from Multivariate Asset Sets
AssetsSelection Selecting Assets from Multivariate Asset Sets
assetsSeriesPlot Assets Series Plots
assetsSim Modelling of Multivariate Asset Sets
assetsStarsPlot Assets Stars Plots
assetsStats Assets Statistics
assetsTest Testing Multivariate Asset Sets
AssetsTests Testing Multivariate Asset Sets
assetsTreePlot Assets Similarity Plots
boxPlot Assets Box Plots
covEllipsesPlot Covariance Ellipses Plot
fASSETS Modelling of Multivariate Asset Sets
fASSETS-class Modelling of Multivariate Asset Sets
lambdaCVaR Value-at-Risk Measures for Portfolios
LowerPartialMoments Estimation of Lower Partial Moments of Asset Sets
mvshapiroTest Testing Multivariate Asset Sets
pfolioCVaR Value-at-Risk Measures for Portfolios
pfolioCVaRplus Value-at-Risk Measures for Portfolios
pfolioHist Value-at-Risk Measures for Portfolios
pfolioMaxLoss Value-at-Risk Measures for Portfolios
pfolioReturn Value-at-Risk Measures for Portfolios
pfolioSigma Value-at-Risk Measures for Portfolios
pfolioTargetReturn Value-at-Risk Measures for Portfolios
pfolioTargetRisk Value-at-Risk Measures for Portfolios
pfolioVaR Value-at-Risk Measures for Portfolios
pirsPlot Assets Pairs Plot
plot.fASSETS Modelling of Multivariate Asset Sets
seriesPlot Assets Series Plots
show,fASSETS-method Modelling of Multivariate Asset Sets
similarityPlot Assets Similarity Plots
starsPlot Assets Stars Plots
summary.fASSETS Modelling of Multivariate Asset Sets
VaRModelling Value-at-Risk Measures for Portfolios