PerformanceAnalytics | Econometric Tools for Performance and Risk Analysis Brian G. Peterson , Peter Carl , Kris Boudt , Ross Bennett , Joshua Ulrich , Eric Zivot , Dries Cornilly , Eric Hung , Matthieu Lestel , Kyle Balkissoon , Diethelm Wuertz , Anthony Alexander Christidis , R. Douglas Martin , Zeheng 'Zenith' Zhou , Justin M. Shea |
ROI | R Optimization Infrastructure Kurt Hornik , David Meyer , Florian Schwendinger , Stefan Theussl , Diethelm Wuertz |
ROI.plugin.ipop | 'ipop' Plug-in for the 'R' Optimization Interface Florian Schwendinger , Stefan Theussl , Diethelm Wuertz |
fAssets | Rmetrics - Analysing and Modelling Financial Assets Diethelm Wuertz , Tobias Setz , Yohan Chalabi , Stefan Theussl |
fBasics | Rmetrics - Markets and Basic Statistics Diethelm Wuertz , Tobias Setz , Yohan Chalabi , Martin Maechler , CRAN Team , Georgi N. Boshnakov |
fBonds | Rmetrics - Pricing and Evaluating Bonds Diethelm Wuertz , Tobias Setz |
fCopulae | Rmetrics - Bivariate Dependence Structures with Copulae Diethelm Wuertz , aut] , Tobias , Setz , aut] , Yohan , Chalabi , ctb] , Paul , Smith |
fExtremes | Rmetrics - Modelling Extreme Events in Finance Diethelm Wuertz , Tobias Setz , Yohan Chalabi , Paul J. Northrop |
fGarch | Rmetrics - Autoregressive Conditional Heteroskedastic Modelling Diethelm Wuertz , Yohan Chalabi , Tobias Setz , Martin Maechler , Chris Boudt , Pierre Chausse , Michal Miklovac , Georgi N. Boshnakov |
fImport | Rmetrics - Importing Economic and Financial Data Diethelm Wuertz , Tobias Setz , Yohan Chalabi , Georgi N. Boshnakov |
fMultivar | Rmetrics - Modeling of Multivariate Financial Return Distributions Diethelm Wuertz , Tobias Setz , Stefan Theussl , Yohan Chalabi , Martin Maechler , CRAN team |
fNonlinear | Rmetrics - Nonlinear and Chaotic Time Series Modelling Diethelm Wuertz , aut] , Tobias , Setz , aut] , Yohan , Chalabi , aut] , Paul , Smith |
fPortfolio | Rmetrics - Portfolio Selection and Optimization Diethelm Wuertz , Tobias Setz , Yohan Chalabi , William Chen , Stefan Theussl |
fRegression | Rmetrics - Regression Based Decision and Prediction Diethelm Wuertz , Tobias Setz , Yohan Chalabi , Paul J. Northrop |
fTrading | Rmetrics - Trading and Rebalancing Financial Instruments Diethelm Wuertz , aut] , Tobias , Setz , cre] , Yohan , Chalabi |
fUnitRoots | Rmetrics - Modelling Trends and Unit Roots Diethelm Wuertz , Tobias Setz , Yohan Chalabi , Georgi N. Boshnakov |
pedmod | Pedigree Models Benjamin Christoffersen , Alan Genz , Frank Bretz , Bjoern Bornkamp , Torsten Hothorn , Christophe Dutang , Diethelm Wuertz , R-core , Leo Belzile , Zdravko Botev |
randtoolbox | Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests R code by Yohan Chalabi , Christophe Dutang , Petr Savicky , Diethelm Wuertz , aut]; , C code of Knuth-TAOCP RNG by Donald Knuth , aut]; , C code of Torus , Halton , Sobol sequences by Christophe Dutang , cre]; , C code of SFMT algorithm by Makoto Matsumoto , Mutsuo Saito , aut]. |
stabledist | Stable Distribution Functions Diethelm Wuertz , Martin Maechler , Rmetrics core team members. |
timeDate | Rmetrics - Chronological and Calendar Objects Diethelm Wuertz , Tobias Setz , Yohan Chalabi , Martin Maechler , Joe W. Byers , Georgi N. Boshnakov |
timeSeries | Financial Time Series Objects (Rmetrics) Diethelm Wuertz , Tobias Setz , Yohan Chalabi , Martin Maechler , Georgi N. Boshnakov |