R package fMultivar: Rmetrics - Analysing and Modeling Multivariate Financial Return Distributions. Provides a collection of functions to manage, to investigate and to analyze bivariate and multivariate data sets of financial returns.
Keywords for this software
References in zbMATH (referenced in 1 article )
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- Härdle, Karl Wolfgang; Okhrin, Ostap; Okhrin, Yarema: Basic elements of computational statistics (2017)