CRAN/E | R Packages from Sebastian Letmathe

Sebastian Letmathe

Author of 5 R packages

Quick info

Sebastian Letmathe has worked on 5 packages so far. In total, Sebastian Letmathe has worked with 9 other authors on those packages. A true team player!

Packages overview

DCSmooth
esemifar
quarks
smoots
ufRisk

Package details

DCSmooth

Nonparametric Regression and Bandwidth Selection for Spatial Models

Bastian Schaefer , Sebastian Letmathe , Yuanhua Feng

esemifar

Smoothing Long-Memory Time Series

Yuanhua Feng , Jan Beran , Sebastian Letmathe , Dominik Schulz

quarks

Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall

Sebastian Letmathe

smoots

Nonparametric Estimation of the Trend and Its Derivatives in TS

Yuanhua Feng , Sebastian Letmathe , Dominik Schulz , Thomas Gries , Marlon Fritz

ufRisk

Risk Measure Calculation in Financial TS

Yuanhua Feng , Xuehai Zhang , Christian Peitz , Dominik Schulz , Shujie Li , Sebastian Letmathe

Colleagues

Bastian Schaefer
Yuanhua Feng
Jan Beran
Dominik Schulz
Thomas Gries
Marlon Fritz
Xuehai Zhang
Christian Peitz
Shujie Li