Software Map

Project Tree

Project Tree

Now limiting view to projects in the following categories:
Development Status :: 3 - Alpha [Remove This Filter]
Topic :: Time Series [Remove This Filter]
Topic :: Finance :: Time Series [Remove This Filter]
Intended Audience :: End Users/Desktop [Remove This Filter]

Topic > Time Series

Browse By:

2 projects in result set.

0. Fitting RSLN models - Regime-switching lognormal (RSLN) models are prominently used in actuarial science and risk management. This package implements Bayesian methods to fit the model, enabling academics and practitioners to incorporate the RSLN model in their work.

Development Status : 3 - Alpha (Now Filtering)
Intended Audience : End Users/Desktop (Now Filtering)
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Programming Language : R [Filter]
Topic : Bayesian Statistics : Specific Model Fitting [Filter]
Topic : Finance : Time Series (Now Filtering)
Topic : Time Series (Now Filtering)

Activity Percentile: 0.00

Registered: 2010-04-06 19:08

1. FinTS - To create a companion package for Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley).

Development Status : 3 - Alpha (Now Filtering)
Intended Audience : End Users/Desktop (Now Filtering)
License : OSI Approved : GNU General Public License (GPL) [Filter]
Natural Language : English [Filter]
Operating System : Microsoft : Windows : Windows NT/2000/XP [Filter]
Programming Language : R [Filter]
Topic : Finance : Risk Management : Value at Risk [Filter]
Topic : Finance : Time Series (Now Filtering)
Topic : Time Series (Now Filtering)

Activity Percentile: 0.00

Registered: 2007-10-19 01:10