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 . 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 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 # 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