fBasics from Rmetrics -
Rmetrics is an Environment and
Software Collection for teaching
"Financial Engineering and Computational Finance"

R (>= 2.6.0), MASS, methods, timeDate, timeSeries (>= 2100.83)

R (>= 2.6.0), MASS, methods, timeDate, timeSeries (>= 2100.84)

Diethelm Wuertz and Rmetrics core team members, uses code
builtin from the following R contributed packages: gmm from
Pierre Chauss, gld from Robert King, gss from Chong Gu, nortest
from Juergen Gross, HyperbolicDist from David Scott, sandwich
from Thomas Lumley and Achim Zeileis, and fortran/C code from
Kersti Aas.
Environment for teaching "Financial Engineering and
Computational Finance" NOTE: SEVERAL PARTS ARE STILL
PRELIMINARY AND MAY BE CHANGED IN THE FUTURE. THIS TYPICALLY
INCLUDES FUNCTION AND ARGUMENT NAMES, AS WELL AS DEFAULTS FOR
ARGUMENTS AND RETURN VALUES. Please donate, www.rmetrics.org,
to support future activities of the Rmetrics association.

stabledist only for back compatibility; will suggest only,
later

Diethelm Wuertz and Rmetrics core team members, uses code
builtin from the following R contributed packages: gmm from
Pierre Chauss, gld from Robert King, gss from Chong Gu, nortest
from Juergen Gross, HyperbolicDist from David Scott, sandwich
from Thomas Lumley and Achim Zeileis, fortran/C code from
Kersti Aas and akima (0.5-1: R code under GPL) from Albrecht
Gebhardt
R (>= 2.6.0), stats, MASS, methods, timeDate, timeSeries (>=
2100.84)

stats, MASS, methods, timeDate, timeSeries (>= 2100.84)

Rmetrics - Marketes and Basic Statistics

R (>= 1.9.0), methods, MASS, fEcofin, fCalendar

R (>= 2.2.1), methods, MASS, fEcofin, fCalendar

R (>= 2.6.0), MASS, methods, timeDate, timeSeries

Diethelm Wuertz [aut],
Tobias Setz [cre],
Yohan Chalabi [ctb]
Martin Maechler [ctb]
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.
stats, grDevices, graphics, methods, utils, MASS, spatial,
gss, stabledist
akima not in Imports because of non-GPL licence.