Rmetrics - Markets and Basic Statistics
Overview
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.
- removed include directive for R_ext/PrtUtil.h from src/nig.c (R-devel throws warning about it now).
- removed other redundant include directives in src/nig.c
- removed a superfluous tabular environment from 'plot-qqPlot.Rd' (it was raising a NOTE in recent CRAN checks).
- the documentation of several plotting functions (e.g.,
qqnigPlot) was stating that, besidesTRUEorFALSE, argumentgridcould have values requesting vertical or horizontal grid lines only. But the code doesn't handle this. Fixed the documentation of those functions to reflect this.
From NEWS.md in the release
Install
Health
NOTER code for possible problemsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64
Found calls to structure() using deprecated special names: fBasics/R/dist-stableFit.R (.Dim: 2, .Names: 1) fBasics/R/test-jbALM.R (.Names: 1) fBasics/R/test-jbLM.R (.Names: 1) '.Dim' should be changed to 'dim'. '.Names' should be changed to 'names'.
- NOTE8 OK, 5 NOTENow
- NOTE11 OK, 2 NOTE2026-07-16
- OK13 OK2026-05-12
- WARNING12 OK, 1 WARNING2026-05-11
- OK14 OK2026-03-10
Documentation
- Help pages
- 96 (1 internal)includes a package overview page
- Examples that run
- 88%77 run in a plain check (2 of them under a condition) · 2 only when donttest examples are enabled (R CMD check --as-cran) · 9 hold no code
- Exported functions with examples
- 92%
- Documented parameters
- 84%
- Return-value docs
- 79%
- Help pages citing references
- 39%
Downloads
Repository
Repository r-forge.r-project.org/scm/viewvc.php is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.
Dependencies
Installing fBasics adds 4 packages (1 with compiled code, 2.3 MB of source tarballs). Heaviest: timeSeries 1.4 MB, gss 543 KB, timeDate 359 KB.
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Code & Tests
Datasets
People & History
Previously maintained by Tobias Setz (3011.87 to 3042.89.2) and Yohan Chalabi (2160.83 to 3010.86).
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Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 4052.98Latest
- RR 4.5.0 released · 2025-04-11
- 4041.972024-08-19 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 4032.962023-11-03 · diff ↗
- 4031.95
- RR 4.3.0 released · 2023-04-21
- 4022.942023-03-04 · diff ↗
- 4021.932022-10-20 · diff ↗
- 4021.922022-08-08 · diff ↗ ·
removed 1 export
pattern:^[ABDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz.]added 255 exports
as.timeSeries, timeSeries, returns, kurtosis, skewness, .acfPlot, .contourPlot, .distCheck, .firePlot, .mrlPlot, .pacfPlot, .perspPlot, .plot, .predict, .qStableFit, .residualsPlot, .responsesPlot, .sliderMenu, .unirootNA, get.lcgseed, set.lcgseed, rnorm.lcg, rt.lcg, runif.lcg, acfPlot, adTest, akimaInterp, akimaInterpp, basicStats, box_ and 225 more - 3042.89.22022-06-17 · diff ↗ ·
removed 1 export
pattern:.added 1 export
pattern:^[ABDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz.] - RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 3042.89.12020-03-07 · diff ↗
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- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 3042.892017-11-17 · diff ↗
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- 3011.872014-10-29 · diff ↗ ·
removed 401 exports
getCall, .HAC, .aRecursionGH, .acfPlot, .adGLD, .ansari2Test, .ansariTest, .asRGB, .bartlett2Test, .besselZ, .blue2greenPalette, .blue2redPalette, .blue2yellowPalette, .bwAndrews2, .bwNeweyWest2, .ccfPlot, .chcode, .checkGHMuMoments, .checkGHRawMoments, .circlesPlot, .cnvrt.coords, .contourPlot, .counts1Plot, .counts2Plot, .cvmGLD, .cyan2magentaPalette, .dec.to.hex, .deltaKappaGH, .dgld, .dhyp1 and 371 moreadded 1 export
pattern:. - RR 3.1.0 released · 2014-04-10
- 3010.862013-05-01 · diff ↗ ·
removed 18 exports
.gauss.quad, .mkphi.cubic, .mkphi.tp, .mkphi.tp.p, .mkrk.cubic, .mkrk.cubic.per, .mkrk.linear, .mkrk.linear.per, .mkrk.nominal, .mkrk.ordinal, .mkrk.sphere, .mkrk.tp, .mkrk.tp.p, .mkterm, .mspdsty, .nlm0, .smolyak.quad, .sspdsty - RR 3.0.0 released · 2013-04-03
- 2160.85
- 2160.842012-09-14 · diff ↗
- 2160.832012-08-23 · diff ↗ ·
removed 5 exports
.interp.new, .interp.old, .interpp.new, .interpp.old, .shapiro.test - RR 2.15.0 released · 2012-03-30
- 2160.812012-03-20 · diff ↗ ·
removed 15 exports
.dglD, .pglD, .qglD, .qdglD, .rglD, .smolyak.size, .fct1, .FCT1, .fct2, .FCT2, .g1, .G1, .g2, .G2, .integrateStableadded 30 exports
.dgld, .pgld, .print.ssd, .qdgld, .qgld, .rgld, dsght, getArgs, ghIQR, ghKURT, ghMED, ghSKEW, ghtIQR, ghtKURT, ghtMED, ghtSKEW, gldMode, hypIQR, hypKURT, hypMED, hypSKEW, normIQR, normKURT, normMED, normSKEW, psght, qqgldPlot, qsght, rsght, tsHessian - RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- RR 2.11.0 released · 2010-04-22
- 2110.792010-02-08 · diff ↗ ·
removed 6 exports
.ghtMode, .nigKurt, .nigMean, .nigMode, .nigSkew, .nigVaradded 94 exports
gldFit, .gldFit.mle, .gldFit.mps, .gldFit.gof, .gldFit.hist, .gldFit.rob, .ksGLD, .cvmGLD, .adGLD, dgld, pgld, qgld, rgld, .dglD, .pglD, .qglD, .qgl.fmkl, .qgl.fm5, .qgl.rs, .qdglD, .qdgl.rs, .qdgl.fmkl, .qdgl.fm5, .rglD, .gl.parameter.tidy, .gl.check.lambda, ssdFit, dssd, pssd, qssd and 64 more - RR 2.10.0 released · 2009-10-26
- 2100.782009-09-28 · diff ↗ ·
removed 1 export
.CArrangeadded 38 exports
.aRecursionGH, .besselZ, .bwAndrews2, .bwNeweyWest2, .checkGHMuMoments, .checkGHRawMoments, .counts1Plot, .counts2Plot, .gel, .get_dat, .get_lamb, .ghMuMoments, .ghMuMomentsIntegrated, .ghRawMoments, .ghRawMomentsIntegrated, .ghtMode, .gmm, .HAC, .kweights, .lintest, .nigFit.gmm, .nigFit.mle, .nigFit.mps, .nigKurt, .nigMean, .nigMode, .nigSkew, .nigVar, .psnigC, .recessionLines and 8 more - 2100.772009-04-20 · diff ↗
- RR 2.9.0 released · 2009-04-17
- 290.76
- 290.752009-01-28 · diff ↗ ·
removed 6 exports
dght, ghtFit, pght, qght, qqghtPlot, .rghtadded 17 exports
dsgh, psgh, qsgh, rsgh, .kappaGH, .deltaKappaGH, .paramGH, dsnig, psnig, qsnig, rsnig, .pnigC, .qnigC, .qsnigC, .CArrange, sghFit, snigFit - 280.742008-10-27 · diff ↗
- 280.732008-10-23 · diff ↗ ·
added 272 exports
acfPlot, .acfPlot, adTest, akimaInterp, akimaInterpp, .ansari2Test, .ansariTest, .asRGB, .bartlett2Test, basicStats, .blue2greenPalette, .blue2redPalette, .blue2yellowPalette, box_, Boxcar, boxL, boxPercentilePlot, boxPlot, .ccfPlot, characterTable, .chcode, .circlesPlot, cmPalette, .cnvrt.coords, colIds, colIds<-, colorLocator, colorMatrix, colorTable, colVec and 242 more - RR 2.8.0 released · 2008-10-20
- RR 2.7.0 released · 2008-04-22
- 260.722007-10-08 · diff ↗
- RR 2.6.0 released · 2007-10-03
- 260.712007-10-02 · diff ↗
- 251.702007-07-10 · diff ↗
- RR 2.5.0 released · 2007-04-24
- 240.10068.12006-12-14 · diff ↗
- 240.100672006-10-11 · diff ↗
- RR 2.4.0 released · 2006-10-03
- RR 2.3.0 released · 2006-04-24
- 221.100652006-02-22 · diff ↗
- 220.100632005-11-02 · diff ↗
- RR 2.2.0 released · 2005-10-06
- 201.100602005-05-25 · diff ↗
- 201.100592005-04-20 · diff ↗
- RR 2.1.0 released · 2005-04-18
- 200.100582004-12-27 · diff ↗
- RR 2.0.0 released · 2004-10-04
- 191.100572004-07-04
- RR 1.9.0 released · 2004-04-12
Package metadata
- First published
- 2004-07-04
- Total releases
- 34 / 22 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 2.15.1
- Bundled data
- 277 KB / 10 files
- Download size
- 917 KB
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