Skip to content

fMultivar

Rmetrics - Modeling of Multivariate Financial Return Distributions

v4031.84 · Jul 11, 2023 · GPL (>= 2)

Description

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

Downloads

1.8K

Last 30 days

2986th

5.9K

Last 90 days

33.6K

Last year

Trend: -6.1% (30d vs prior 30d)

CRAN Check Status

2 NOTE
12 OK
Show all 14 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (2 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-Project.org>’

The Description field contains
  <arXiv:0911.2093> to manage, investigate and analyze bivariate and
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-Project.org>’

The Description field contains
  <arXiv:0911.2093> to manage, investigate and analyze bivariate and
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-Project.org>’

The Description field contains
  <arXiv:0911.2093> to manage, investigate and analyze bivariate and
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Stefan Theussl <Stefan.Theussl@R-Project.org>’

The Description field contains
  <arXiv:0911.2093> to manage, investigate and analyze bivariate and
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Reverse Dependencies (7)

suggests

Dependency Network

Dependencies Reverse dependencies fBasics cubature mvtnorm sn bifurcatingr fCopulae REFA fAssets latentcor mixedCCA superb fMultivar

Version History

new 4031.84 Mar 10, 2026
updated 4031.84 ← 4021.83 diff Jul 10, 2023
updated 4021.83 ← 3042.80.2 diff Jul 17, 2022
updated 3042.80.2 ← 3042.80.1 diff Jun 16, 2022
updated 3042.80.1 ← 3042.80 diff Mar 6, 2020
updated 3042.80 ← 3011.78 diff Nov 15, 2017
updated 3011.78 ← 2152.77 diff Sep 5, 2014
updated 2152.77 ← 2100.76 diff Nov 6, 2012
updated 2100.76 ← 290.75 diff Oct 28, 2012
updated 290.75 ← 270.74 diff Apr 15, 2009
updated 270.74 ← 270.73 diff Oct 26, 2008
updated 270.73 ← 260.72 diff Oct 22, 2008
updated 260.72 ← 260.71 diff Oct 7, 2007
updated 260.71 ← 251.70 diff Oct 1, 2007
updated 251.70 ← 240.10068 diff Jul 9, 2007
updated 240.10068 ← 240.10067 diff Oct 21, 2006
updated 240.10067 ← 221.10065 diff Oct 12, 2006
updated 221.10065 ← 220.10063 diff Feb 21, 2006
updated 220.10063 ← 201.10060 diff Nov 1, 2005
updated 201.10060 ← 201.10059 diff May 17, 2005