This is the Debian GNU/Linux r-cran-fmultivar package of fMultivar, a
set of functions for multivariate analysis of financial markets data,
and part of Rmetrics, a collection of packages for financial
engineering and computational finance. Code in fMultivar was
previously provided via the fSeries package, but has been moved into
its own package. Both fMultivar and Rmetrics were written and compiled
primarily by Diethelm Wuertz.
This package was created by Dirk Eddelbuettel <edd@debian.org>.
The sources were downloaded from
http://www.rmetrics.org
and are also available from
http://cran.r-project.org/src/contrib/
and all CRAN mirrors as e.g.
http://cran.us.r-project.org/src/contrib/
The package was renamed from its upstream name 'fMultivar' to
'r-cran-fmultivar' to fit the pattern of CRAN (and non-CRAN) packages
for R.
Copyright (C) 1999 - 2008 Diethelm Wuertz
Copyright (C) 1999 - 2008 Rmetrics Foundation
License: GPL
On a Debian GNU/Linux system, the GPL license is included in the file
/usr/share/common-licenses/GPL.
For reference, the upstream DESCRIPTION file is included below:
Package: fMultivar
Version: 201.10059
Date: 1996 - 2005
Title: Financial Software Collection - fMultivar
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 1.9.0),methods, mgcv, nnet, fBasics, fCalendar, fSeries,
Maintainer: Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
Description: fMultivar from Rmetrics -
Rmetrics is an Environment and
Software Collection for teaching
"Financial Engineering and Computational Finance"
License: GPL Version 2 or later
URL: http://www.rmetrics.org
Packaged: Wed Apr 20 00:10:52 2005; myself
and the following segment was extracted from the header of R/zzz.R:
# Copyrights (C)
# for this R-port:
# 1999 - 2005, Diethelm Wuertz, GPL
# Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# info@rmetrics.org
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
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