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4 projects in result set.
0. Yield Curve - Yield curve is modelled by the methodologies of Nelson-Siegel and Svensson. The crucial point is to estimate the coefficients in linear way, according to approach of Diebol and Li.
The package also includes the term structure of Fed and ECB. |
- Development Status : 3 - Alpha [Filter]
- Development Status : 5 - Production/Stable [Filter]
- Intended Audience : Developers [Filter]
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- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
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- Operating System : Microsoft : Windows : Windows NT/2000/XP (Now Filtering)
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- Programming Language : R [Filter]
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Registered: 2009-07-26 15:06 |
1. FinTS - To create a companion package for Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley). |
- Development Status : 3 - Alpha [Filter]
- Intended Audience : End Users/Desktop (Now Filtering)
- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
- Natural Language : English [Filter]
- Operating System : Microsoft : Windows : Windows NT/2000/XP (Now Filtering)
- Programming Language : R [Filter]
- Topic : Finance : Risk Management : Value at Risk [Filter]
- Topic : Finance : Time Series [Filter]
- Topic : Time Series [Filter]
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Registered: 2007-10-19 01:10 |
2. radR - processing of radar data in R - radR retrieves data from your live radar or recorded archive and analyses it for features, which are saved in replayable files that are much smaller than raw data sets. You can extend radR via plugins. |
- Development Status : 3 - Alpha [Filter]
- Environment : Console (Text Based) [Filter]
- Environment : Win32 (MS Windows) [Filter]
- Environment : X11 Applications [Filter]
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- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
- Natural Language : English [Filter]
- Operating System : Microsoft : Windows : Windows NT/2000/XP (Now Filtering)
- Operating System : POSIX : Linux [Filter]
- Programming Language : C/C\+\+ [Filter]
- Programming Language : R [Filter]
- Programming Language : Tcl [Filter]
- Topic : Spatial Data & Statistics [Filter]
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Registered: 2007-11-20 20:30 |
3. DierckxSpline - This package contains wrappers for Dierckx FITPACK routines for splines. These include univariate smoothing and least-squares splines. |
- Development Status : 3 - Alpha [Filter]
- Environment : Console (Text Based) [Filter]
- Intended Audience : End Users/Desktop (Now Filtering)
- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
- Natural Language : English [Filter]
- Operating System : Microsoft : Windows : Windows NT/2000/XP (Now Filtering)
- Programming Language : Fortran [Filter]
- Programming Language : R [Filter]
- Topic : Regression Models [Filter]
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Registered: 2007-09-07 17:22 |