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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.

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CRAN Check Status

2 NOTE
12 OK
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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 (14 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>.
OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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OK r-oldrel-macos-arm64

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OK r-oldrel-macos-x86_64

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OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 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)

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Dependency Network

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

Version History

new 4031.84 Mar 9, 2026