CRAN/E | R Packages from Tobias Setz

Tobias Setz

Author of 12 R packages

Quick info

Tobias Setz has worked on 12 packages so far. In total, Tobias Setz has worked with 13 other authors on those packages. Impressive teamwork!

Packages overview

fAssets
fBasics
fBonds
fExtremes
fGarch
fImport
fMultivar
fPortfolio
fRegression
fUnitRoots
timeDate
timeSeries

Package details

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

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

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

fUnitRoots

Rmetrics - Modelling Trends and Unit Roots

Diethelm Wuertz , Tobias Setz , Yohan Chalabi , Georgi N. Boshnakov

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

Colleagues

Diethelm Wuertz
Yohan Chalabi
Stefan Theussl
Martin Maechler
CRAN Team
Georgi N. Boshnakov
Paul J. Northrop
Chris Boudt
Pierre Chausse
Michal Miklovac
CRAN team
William Chen
Joe W. Byers