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Programming Language :: R [Remove This Filter]
License :: OSI Approved :: GNU General Public License (GPL) [Remove This Filter]
Operating System :: Microsoft :: Windows :: Windows NT/2000/XP [Remove This Filter]
Intended Audience :: Other Audience [Remove This Filter]
Development Status > 5 - Production/Stable |
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2 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. | |
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Activity Percentile: 0.00 Registered: 2009-07-26 15:06 |
1. Reliability - The project focuses on an Relibility package for GNU R, which allows to estimate software reliability metrics like failure rate or hazard rate. | |
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Activity Percentile: 0.00 Registered: 2007-10-15 15:55 |