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13 projects in result set.
0. The SDE package - Simulation and Inference for one dimensional SDE's
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- Development Status : 6 - Mature [Filter]
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- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
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- Programming Language : R [Filter]
- Topic : Finance : Time Series (Now Filtering)
- Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]
- Topic : Time Series [Filter]
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Activity Percentile: 0.00
Registered: 2009-07-01 07:06 |
1. simsalabim - This package currently implements Singular System/Spectrum Analysis (SSA) and Phase Synchronisation Indices.
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- Development Status : 4 - Beta [Filter]
- Environment : Console (Text Based) [Filter]
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- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance : Time Series (Now Filtering)
- Topic : Time Series [Filter]
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Activity Percentile: 0.00
Registered: 2008-10-03 08:07 |
2. TradeAnalytics - Transaction-oriented infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and strategy simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Still in heavy development.
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- Development Status : 3 - Alpha [Filter]
- Development Status : 4 - Beta [Filter]
- Environment : Console (Text Based) [Filter]
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- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
- Natural Language : English [Filter]
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- Programming Language : R [Filter]
- Topic : Finance : Data and Date Management [Filter]
- Topic : Finance : Time Series (Now Filtering)
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Registered: 2008-12-09 03:28 |
3. Time Series Utilities and Analysis - Time Series Utilities and Analysis provides programming utilities for manipulating time series, and user programs for analyzing time series, estimating time series models, and simulating.
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- Development Status : 6 - Mature [Filter]
- Intended Audience : Developers [Filter]
- Intended Audience : End Users/Desktop [Filter]
- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance : Time Series (Now Filtering)
- Topic : Time Series [Filter]
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Activity Percentile: 0.00
Registered: 2011-01-22 23:19 |
4. GO-GARCH - GO-GARCH: Estimation and inference of Generalized Orthogonal GARCH models.
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- Development Status : 2 - Pre-Alpha [Filter]
- Environment : Other Environment [Filter]
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- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance : Risk Management [Filter]
- Topic : Finance : Time Series (Now Filtering)
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Registered: 2009-01-22 11:31 |
5. 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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- Development Status : 2 - Pre-Alpha [Filter]
- Intended Audience : Developers [Filter]
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- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
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- Programming Language : R [Filter]
- Topic : Database : R Interfaces [Filter]
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Activity Percentile: 0.00
Registered: 2008-05-28 18:47 |
6. punitroots: Panels With Unit Roots - Tests for unit roots in panels of (economic) time series, with and without cross-sectional dependence.
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- Development Status : 1 - Planning [Filter]
- Environment : Console (Text Based) [Filter]
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- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
- Natural Language : English [Filter]
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- Programming Language : R [Filter]
- Topic : Econometrics [Filter]
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- Topic : Time Series [Filter]
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Activity Percentile: 0.00
Registered: 2011-04-30 17:48 |
7. changepoints: Changepoint Analysis Tools - Unified infrastracture for changepoint analysis for different types of parametric models employing different segmentation strategies (binary, recursive binary, dynamic programming, PELT, etc.)
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- Development Status : 1 - Planning [Filter]
- Environment : Console (Text Based) [Filter]
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- Programming Language : C/C\+\+ [Filter]
- Programming Language : R [Filter]
- Topic : Econometrics : Structural Change [Filter]
- Topic : Finance : Time Series (Now Filtering)
- Topic : Optimization [Filter]
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Registered: 2012-03-27 21:23 |
8. 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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- Development Status : 5 - Production/Stable [Filter]
- Environment : Console (Text Based) [Filter]
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- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
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- Programming Language : C/C\+\+ [Filter]
- Programming Language : Fortran [Filter]
- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance : Time Series (Now Filtering)
- Topic : Time Series [Filter]
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Activity Percentile: 0.00
Registered: 2009-05-27 13:22 |
9. xts - extensible time series - Provide uniform handling of R's different time-based data classes, allowing
user-level customization and extension, while simplifying cross-class interoperability.
This project has moved from R-Forge to GitHub :
https://github.com/joshuaulrich/xts
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- Development Status : 5 - Production/Stable [Filter]
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- Natural Language : English [Filter]
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- Programming Language : C/C\+\+ [Filter]
- Programming Language : R [Filter]
- Topic : Econometrics : Basic Time Series Infrastructure [Filter]
- Topic : Finance : Time Series (Now Filtering)
- Topic : Time Series [Filter]
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Activity Percentile: 0.00
Registered: 2008-01-03 18:11 |
10. AICTS II - VAR, SVAR, VECM and SVECM models: Estimation, prediction, impulse response analysis, forecast error variance decomposition, diagnostic testing.
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- Development Status : 5 - Production/Stable [Filter]
- Environment : Console (Text Based) [Filter]
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- Intended Audience : Other Audience [Filter]
- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
- Natural Language : English [Filter]
- Operating System : OS Independent (Now Filtering)
- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance : Time Series (Now Filtering)
- Topic : Time Series [Filter]
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Activity Percentile: 0.00
Registered: 2007-08-23 15:35 |
11. AICTS I - Unit root and cointegration tests encountered in applied econometric analysis.
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- Development Status : 5 - Production/Stable [Filter]
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- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
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- Programming Language : R [Filter]
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- Topic : Time Series [Filter]
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Registered: 2007-08-23 15:29 |
12. zoo: Time Series Infrastructure - An S3 class with methods for totally ordered indexed
observations aimed particularly at irregular
time series.
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- Development Status : 5 - Production/Stable [Filter]
- Environment : Console (Text Based) [Filter]
- Intended Audience : Developers [Filter]
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- License : OSI Approved : GNU General Public License (GPL) (Now Filtering)
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- Topic : Econometrics : Basic Time Series Infrastructure [Filter]
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Activity Percentile: 0.00
Registered: 2007-01-31 15:02 |
