CRAN/E | R Packages from David Ardia

David Ardia

Author of 14 R packages

Quick info

David Ardia has worked on 14 packages so far. In total, David Ardia has worked with 42 other authors on those packages. Impressive teamwork!

Packages overview

AdMit
COVID19
DEoptim
GAS
MSGARCH
PeerPerformance
RiskPortfolios
bayesGARCH
bidask
lbfgs
nlmixr
nlmixr2est
nse
sentometrics

Package details

AdMit

Adaptive Mixture of Student-t Distributions

David Ardia , Lennart Hoogerheide , Herman van Dijk

COVID19

R Interface to COVID-19 Data Hub

Emanuele Guidotti , David Ardia

DEoptim

Global Optimization by Differential Evolution

David Ardia , Katharine Mullen , Brian Peterson , Joshua Ulrich , Kris Boudt

GAS

Generalized Autoregressive Score Models

Leopoldo Catania , David Ardia , Kris Boudt

MSGARCH

Markov-Switching GARCH Models

David Ardia , Keven Bluteau , Kris Boudt , Leopoldo Catania , Alexios Ghalanos , Brian Peterson , Denis-Alexandre Trottier

PeerPerformance

Luck-Corrected Peer Performance Analysis in R

David Ardia , Kris Boudt , Nabil Bouamara

RiskPortfolios

Computation of Risk-Based Portfolios

David Ardia , Kris Boudt , Jean-Philippe Gagnon-Fleury

bayesGARCH

Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

David Ardia

bidask

Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices

Emanuele Guidotti , David Ardia , Tim Kroencke

lbfgs

Limited-memory BFGS Optimization

Antonio Coppola , Brandon Stewart , Naoaki Okazaki , David Ardia , Dirk Eddelbuettel , Katharine Mullen , Jorge Nocedal

nlmixr

Nonlinear Mixed Effects Models in Population PK/PD

Matthew Fidler , Yuan Xiong , Rik Schoemaker , Justin Wilkins , Wenping Wang , Robert Leary , Mason McComb , Vipul Mann , Mirjam Trame , Teun Post , Richard Hooijmaijers , Hadley Wickham , Dirk Eddelbuettel , Johannes Pfeifer , Robert B. Schnabel , Elizabeth Eskow , Emmanuelle Comets , Audrey Lavenu , Marc Lavielle , David Ardia , Katharine Mullen , Ben Goodrich

nlmixr2est

Nonlinear Mixed Effects Models in Population PK/PD, Estimation Routines

Matthew Fidler , Yuan Xiong , Rik Schoemaker , Justin Wilkins , Wenping Wang , Robert Leary , Mason McComb , Vipul Mann , Mirjam Trame , Mahmoud Abdelwahab , Teun Post , Richard Hooijmaijers , Hadley Wickham , Dirk Eddelbuettel , Johannes Pfeifer , Robert B. Schnabel , Elizabeth Eskow , Emmanuelle Comets , Audrey Lavenu , Marc Lavielle , David Ardia , Katharine Mullen , Ben Goodrich

nse

Numerical Standard Errors Computation in R

David Ardia , Keven Bluteau

sentometrics

An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction

Samuel Borms , David Ardia , Keven Bluteau , Kris Boudt , Jeroen Van Pelt , Andres Algaba

Colleagues

Lennart Hoogerheide
Herman van Dijk
Emanuele Guidotti
Katharine Mullen
Brian Peterson
Joshua Ulrich
Kris Boudt
Leopoldo Catania
Keven Bluteau
Alexios Ghalanos
Denis-Alexandre Trottier
Nabil Bouamara
Jean-Philippe Gagnon-Fleury
Tim Kroencke
Antonio Coppola
Brandon Stewart
Naoaki Okazaki
Dirk Eddelbuettel
Jorge Nocedal
Matthew Fidler
Yuan Xiong
Rik Schoemaker
Justin Wilkins
Wenping Wang
Robert Leary
Mason McComb
Vipul Mann
Mirjam Trame
Teun Post
Richard Hooijmaijers
Hadley Wickham
Johannes Pfeifer
Robert B. Schnabel
Elizabeth Eskow
Emmanuelle Comets
Audrey Lavenu
Marc Lavielle
Ben Goodrich
Mahmoud Abdelwahab
Samuel Borms
Jeroen Van Pelt
Andres Algaba