Environment for teaching "Financial Engineering and Computational Finance"

Documentation

Manual: fMultivar.pdf
Vignette: None available.

Maintainer: Tobias Setz <tobias.setz at rmetrics.org>

Author(s): Rmetrics Core Team, Diethelm Wuertz*, Tobias Setz* Yohan Chalabi*

Install package and any missing dependencies by running this line in your R console:

install.packages("fMultivar")

Depends R (>= 2.15.1), timeDate, timeSeries, fBasics
Imports cubature, mvtnorm, sn
Suggests methods, spatial, RUnit, tcltk, akima
Enhances
Linking to
Reverse
depends
fCopulae
Reverse
imports
BLCOP, fAssets
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package fMultivar
Materials
URL https://www.rmetrics.org
Task Views Finance
Version 3011.78
Published 2014-09-06
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation no
Citation
CRAN checks fMultivar check results
Package source fMultivar_3011.78.tar.gz