fMultivar: Rmetrics - Modeling of Multivariate Financial Return Distributions

A collection of functions inspired by Venables and Ripley (2002) <doi:10.1007/978-0-387-21706-2> and Azzalini and Capitanio (1999) <doi:10.48550/arXiv.0911.2093> to manage, investigate and analyze bivariate and multivariate data sets of financial returns.

Version: 4031.84
Imports: fBasics, cubature, mvtnorm, sn, methods, grDevices, graphics, stats
Suggests: RUnit, tcltk
Published: 2023-07-11
DOI: 10.32614/CRAN.package.fMultivar
Author: Diethelm Wuertz [aut], Tobias Setz [aut], Stefan Theussl [aut, cre], Yohan Chalabi [ctb], Martin Maechler [ctb], CRAN team [ctb]
Maintainer: Stefan Theussl <Stefan.Theussl at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS ChangeLog
In views: Finance
CRAN checks: fMultivar results


Reference manual: fMultivar.pdf


Package source: fMultivar_4031.84.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): fMultivar_4031.84.tgz, r-oldrel (arm64): fMultivar_4031.84.tgz, r-release (x86_64): fMultivar_4031.84.tgz, r-oldrel (x86_64): fMultivar_4031.84.tgz
Old sources: fMultivar archive

Reverse dependencies:

Reverse depends: bifurcatingr, fCopulae
Reverse imports: BLCOP, fAssets, latentcor, mixedCCA
Reverse suggests: superb


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