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15 projects in result set.
1. zoo: Time Series Infrastructure - An S3 class with methods for totally ordered indexed
observations aimed particularly at irregular
time series.
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Activity Percentile: 45.00
Activity Ranking: 56.00
Register Date: 2007-01-31 16:02 |
2. blotter - trade simulation infra - Transaction-oriented infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and simulation. Intends to provide portfolio support for multi-asset class and multi-currency portfolios. Still in heavy development.
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Activity Percentile: 37.00
Activity Ranking: 64.00
Register Date: 2008-12-09 04:28 |
3. RRegArch - Simulation and Estimation of ARCH, GARCH, TARCH, EGARCH, APARCH model with different conditional means (AR, MA, ARMA, Var In Mean, St Deviation in Mean, multiple linear regression) and different types of conditional distributions.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2009-04-23 14:22 |
4. The SDE package - Simulation and Inference for one dimensional SDE's
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2009-07-01 09:06 |
5. jmultiR - JMulTiR is an econometrics package designed for univariate and multivariate time series analysis. The numerical computations and graphics are done in R, the GUI is programmed in Java Swing with the jstatcom framework.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2007-05-19 17:43 |
6. opentick - R API to opentick databases - OPENTICK SERVICE NO LONGER EXISTS!
Provide a native R interface to opentick real time and historical market data.
Disclaimer: This software is not endorsed in any way by opentick. The authors of this software are not affiliated with opentick.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2008-05-28 20:47 |
7. Rwave: time-frequency analysis in 1-D - Rwave is a library of R functions which provide an environment for the time-frequency analysis of 1-D signals. It was originally written for Splus by Rene Carmona, Bruno Torresani, and Wen L. Hwang.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2009-05-27 15:22 |
8. simsalabim - This package currently implements Singular System/Spectrum Analysis (SSA) and Phase Synchronisation Indices.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2008-10-03 10:07 |
9. GO-GARCH - GO-GARCH: Estimation and inference of Generalized Orthogonal GARCH models.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2009-01-22 12:31 |
10. AICTS I - Unit root and cointegration tests encountered in applied econometric analysis.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2007-08-23 17:29 |
11. AICTS II - VAR, SVAR, VECM and SVECM models: Estimation, prediction, impulse response analysis, forecast error variance decomposition, diagnostic testing.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2007-08-23 17:35 |
12. xts - extensible time series - Provide for uniform handling of R's different time-based data classes, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2008-01-03 19:11 |
13. FinTS - To create a companion package for Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley).
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2007-10-19 03:10 |
14. Generalized method of moments - This package offers a complete set of tools to estimate models based on moment conditions. It includes the generalized method of moments (GMM) and the generalized empirical likelihood (GEL).
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2009-09-03 16:03 |
15. rgarch - Flexible GARCH modelling in R with S4 methods for fitting, forecasting, simulation and inference, supported by summary and plot (check homepage for latest stable download, examples and news).
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2009-01-24 12:14 |
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