Welcome to the S+FinMetrics 1.0 Support Page!
Thanks for installing S+FinMetrics. Look here to find news and information designed to make your S+FinMetrics experience more rewarding.
Information on this page relates to S+FinMetrics 1.0. Please note: S+FinMetrics 1.0 has been superseded by a later release. Click here for information about the latest version.
You can check the version you have by typing version.finmetrics at the command line after loading the S+FinMetrics module.
to the archived Webcast: Modeling Financial Time Series Using
Before you start using S+FinMetrics, take a look at the function index at the front of the S+FinMetrics Reference Guide. This will give you an overview of the categories of function available in S+FinMetrics. Detailed information about individual functions can be found in the remainder of the guide, listed alphabetically by function name.
If you're new to S-PLUS as well as S+FinMetrics, read through Chapter 2 and Chapter 3 of Modelling Financial Time Series with S-PLUS for a gentle introduction to programming financial analytics. Later chapters of the book give detailed background and examples for the analytic methods included in S+FinMetrics.
The book Modelling Financial Time Series with S-PLUS is included with S+FinMetrics, and a PDF version is available on your S+FinMetrics CD-ROM and in the S+FinMetrics installation folder as the file manual.pdf. Note: this PDF file cannot be printed. Additional copies of the book may be purchased from Insightful.
For last-minute information about S+FinMetrics, read the latest S+FinMetrics release notes.
See the S+FinMetrics FAQ for a list of frequently-asked questions and answers.
Download the script files for the examples from the book Modelling Financial Time Series with S-PLUS.
Eric Zivot maintains a web page with information related to the book Modelling Financial Time Series with S-PLUS.