Financial Software Collection - fSeries


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A B C D E F G H I J K L M N O P Q R S T V W X

-- A --

adfTest Time Series Tests
aparchFit Univariate GARCH Time Series Modelling
aparchSim Univariate GARCH Time Series Modelling
apdTA Tools for the Technical Analysis
armaFit Integrated ARIMA Time Series Modelling
armaModelling Integrated ARIMA Time Series Modelling
armaRoots Statisitcs of the True ARMA Process
armaSim Integrated ARIMA Time Series Modelling
armaStatistics Statisitcs of the True ARMA Process
armaTrueacf Statisitcs of the True ARMA Process

-- B --

bdsTest Time Series Tests
benchmarkAnalysis Utilities and Benchmark Analysis
bgTest Regression Tests
biasTA Tools for the Technical Analysis
BImars Univariate Regression Modelling
BIpolymars Univariate Regression Modelling
Boxcar Haviside and Related Functions
bpTest Regression Tests

-- C --

cac40 fSeries Data Sets
cdoTA Tools for the Technical Analysis
cdsTA Tools for the Technical Analysis
colIds Matrix Arithmetics and Linear Algebra
colVec Matrix Arithmetics and Linear Algebra
CTLD Terence Mill's Data Sets

-- D --

Delta Haviside and Related Functions
dem2gbp fSeries Data Sets
dged Symmetric and Skew Generalized Error Distribution
dsged Symmetric and Skew Generalized Error Distribution
dsnorm Skew Normal Distribution
dsstd Symmetric and Skew Student-t Distribution
dstd Symmetric and Skew Student-t Distribution
dwTest Regression Tests

-- E --

emaTA Tools for the Technical Analysis
EXCHD Terence Mill's Data Sets
EXCHQ Terence Mill's Data Sets

-- F --

fAPARCH Univariate GARCH Time Series Modelling
fARMA Integrated ARIMA Time Series Modelling
fARMA-class Integrated ARIMA Time Series Modelling
fGARCH Univariate GARCH Time Series Modelling
fitted.values.fAPARCH Univariate GARCH Time Series Modelling
fitted.values.fARMA Integrated ARIMA Time Series Modelling
fitted.values.fGARCH Univariate GARCH Time Series Modelling
fitted.values.fREG Univariate Regression Modelling
fpdTA Tools for the Technical Analysis
fpkTA Tools for the Technical Analysis
fREG Univariate Regression Modelling
fREG-class Univariate Regression Modelling
fSeriesData fSeries Data Sets
fSeriesMills Terence Mill's Data Sets
fSeriesTools fSeries Tools
FT30 Terence Mill's Data Sets
FTADIV Terence Mill's Data Sets
FTAPRICE Terence Mill's Data Sets
FTARET Terence Mill's Data Sets
FTSE100 Terence Mill's Data Sets

-- G --

garchdistFits Parameter Fit of a Distribution
garchFit Univariate GARCH Time Series Modelling
garchModelling Univariate GARCH Time Series Modelling
garchSim Univariate GARCH Time Series Modelling
gedFit Parameter Fit of a Distribution
get.lcgseed Generator for random Innovations
getReturns Utilities and Benchmark Analysis
gqTest Regression Tests

-- H --

H Haviside and Related Functions
harvTest Regression Tests
Heaviside Haviside and Related Functions
hmcTest Regression Tests

-- I --

inv Matrix Arithmetics and Linear Algebra

-- J --

jbTest Time Series Tests

-- K --

kpssTest Time Series Tests
kron Matrix Arithmetics and Linear Algebra

-- L --

LGEN Terence Mill's Data Sets
lmTest Regression Tests
lmTests Regression Tests

-- M --

macdTA Tools for the Technical Analysis
matrixAddon Matrix Arithmetics and Linear Algebra
maxDrawDown Utilities and Benchmark Analysis
medpriceTA Tools for the Technical Analysis
momTA Tools for the Technical Analysis

-- N --

norm Matrix Arithmetics and Linear Algebra
normFit Parameter Fit of a Distribution
nyseres fSeries Data Sets

-- O --

ohlcPlot Utilities and Benchmark Analysis
oscTA Tools for the Technical Analysis

-- P --

pascal Matrix Arithmetics and Linear Algebra
pged Symmetric and Skew Generalized Error Distribution
plot.fAPARCH Univariate GARCH Time Series Modelling
plot.fARMA Integrated ARIMA Time Series Modelling
plot.fGARCH Univariate GARCH Time Series Modelling
plot.fREG Univariate Regression Modelling
poTest Time Series Tests
ppTest Time Series Tests
predict.fAPARCH Univariate GARCH Time Series Modelling
predict.fARMA Integrated ARIMA Time Series Modelling
predict.fGARCH Univariate GARCH Time Series Modelling
predict.fREG Univariate Regression Modelling
predictBImars Univariate Regression Modelling
predictBIpolymars Univariate Regression Modelling
print.fAPARCH Univariate GARCH Time Series Modelling
print.fARMA Integrated ARIMA Time Series Modelling
print.fGARCH Univariate GARCH Time Series Modelling
print.fREG Univariate Regression Modelling
print.summary.fAPARCH Univariate GARCH Time Series Modelling
print.summary.fGARCH Univariate GARCH Time Series Modelling
PRU Terence Mill's Data Sets
psged Symmetric and Skew Generalized Error Distribution
psnorm Skew Normal Distribution
psstd Symmetric and Skew Student-t Distribution
pstd Symmetric and Skew Student-t Distribution

-- Q --

qged Symmetric and Skew Generalized Error Distribution
qsged Symmetric and Skew Generalized Error Distribution
qsnorm Skew Normal Distribution
qsstd Symmetric and Skew Student-t Distribution
qstd Symmetric and Skew Student-t Distribution

-- R --

R20 Terence Mill's Data Sets
R20Q Terence Mill's Data Sets
rainTest Regression Tests
Ramp Haviside and Related Functions
randomInnovations Generator for random Innovations
recession fSeries Data Sets
regFit Univariate Regression Modelling
regressionModelling Univariate Regression Modelling
resetTest Regression Tests
residuals.fAPARCH Univariate GARCH Time Series Modelling
residuals.fARMA Integrated ARIMA Time Series Modelling
residuals.fGARCH Univariate GARCH Time Series Modelling
residuals.fREG Univariate Regression Modelling
rged Symmetric and Skew Generalized Error Distribution
rk Matrix Arithmetics and Linear Algebra
rnorm.lcg Generator for random Innovations
rocTA Tools for the Technical Analysis
rollFun Rolling Analysis
rollingAnalysis Rolling Analysis
rollMax Rolling Analysis
rollMean Rolling Analysis
rollMin Rolling Analysis
rollVar Rolling Analysis
rowIds Matrix Arithmetics and Linear Algebra
rowVec Matrix Arithmetics and Linear Algebra
RPI Terence Mill's Data Sets
RS Terence Mill's Data Sets
rsged Symmetric and Skew Generalized Error Distribution
rsiTA Tools for the Technical Analysis
rsnorm Skew Normal Distribution
RSQ Terence Mill's Data Sets
RSQREAL Terence Mill's Data Sets
rsstd Symmetric and Skew Student-t Distribution
rstd Symmetric and Skew Student-t Distribution
rt.lcg Generator for random Innovations
runif.lcg Generator for random Innovations

-- S --

set.lcgseed Generator for random Innovations
sgedDistribution Symmetric and Skew Generalized Error Distribution
sgedFit Parameter Fit of a Distribution
sharpeRatio Utilities and Benchmark Analysis
Sign Haviside and Related Functions
snormDistribution Skew Normal Distribution
snormFit Parameter Fit of a Distribution
SP500 Terence Mill's Data Sets
SP500D Terence Mill's Data Sets
SP500R Terence Mill's Data Sets
spc1970 fSeries Data Sets
spcindis fSeries Data Sets
spdTA Tools for the Technical Analysis
sstdDistribution Symmetric and Skew Student-t Distribution
sstdFit Parameter Fit of a Distribution
stdFit Parameter Fit of a Distribution
sterlingRatio Utilities and Benchmark Analysis
summary.fAPARCH Univariate GARCH Time Series Modelling
summary.fARMA Integrated ARIMA Time Series Modelling
summary.fGARCH Univariate GARCH Time Series Modelling
summary.fREG Univariate Regression Modelling
summaryBIpolymars Univariate Regression Modelling

-- T --

technicalAnalysis Tools for the Technical Analysis
tnnTest Time Series Tests
tr Matrix Arithmetics and Linear Algebra
Triang Matrix Arithmetics and Linear Algebra
triang Matrix Arithmetics and Linear Algebra
tseriesTests Time Series Tests
tsTest Time Series Tests
typicalpriceTA Tools for the Technical Analysis

-- V --

vohlTA Tools for the Technical Analysis
vorTA Tools for the Technical Analysis

-- W --

wcloseTA Tools for the Technical Analysis
wnnTest Time Series Tests
wprTA Tools for the Technical Analysis

-- X --

xmpfSeries fSeries Tools
xmpSeries fSeries Tools