CRAN/E | R Packages from Alexander Lange

Alexander Lange

Author of 3 R packages

Quick info

Alexander Lange has worked on 3 packages so far. In total, Alexander Lange has worked with 8 other authors on those packages. A true team player!

Packages overview

BEKKs
optimization
svars

Package details

BEKKs

Multivariate Conditional Volatility Modelling and Forecasting

Markus J. Fülle , Alexander Lange , Christian M. Hafner , Helmut Herwartz

optimization

Flexible Optimization of Complex Loss Functions with State and Parameter Space Constraints

Kai Husmann , Alexander Lange , Nordwestdeutsche Forstliche Versuchsanstalt

svars

Data-Driven Identification of SVAR Models

Alexander Lange , Bernhard Dalheimer , Helmut Herwartz , Simone Maxand , Hannes Riebl

Colleagues

Markus J. Fülle
Christian M. Hafner
Helmut Herwartz
Kai Husmann
Nordwestdeutsche Forstliche Versuchsanstalt
Bernhard Dalheimer
Simone Maxand
Hannes Riebl