Software Map
Project Tree
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19 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. | |
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Activity Percentile: 0.00 Registered: 2010-04-06 19:08 |
1. 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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Registered: 2008-12-09 03:28 |
2. TFX - An R interface to the TrueFX API. TrueFX provides free real-time and historical top-of-book tick data for interbank foreign exchange rates, with fractional pip spreads, in millisecond detail. | |
Activity Percentile: 0.00 Registered: 2012-04-22 18:16 |
3. 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 Registered: 2007-10-19 01:10 |
4. 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 Registered: 2007-05-19 15:43 |
5. 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 Registered: 2009-05-27 13:22 |
6. AICTS I - Unit root and cointegration tests encountered in applied econometric analysis. | |
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Activity Percentile: 0.00 Registered: 2007-08-23 15:29 |
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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Activity Percentile: 0.00 Registered: 2012-03-27 21:23 |
8. 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 Registered: 2009-09-03 14:03 |
9. R Point and Figure Library - The R Point and Figure Library is an open source tool-set to create and analyze Point & Figure Charts for given time series or data frame objects. | |
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Activity Percentile: 0.00 Registered: 2013-03-24 20:11 |
10. 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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Activity Percentile: 0.00 Registered: 2011-04-30 17:48 |
11. 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: 0.00 Registered: 2007-01-31 15:02 |
12. simsalabim - This package currently implements Singular System/Spectrum Analysis (SSA) and Phase Synchronisation Indices. | |
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Activity Percentile: 0.00 Registered: 2008-10-03 08:07 |
13. 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 Registered: 2008-05-28 18:47 |
14. 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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Activity Percentile: 0.00 Registered: 2008-01-03 18:11 |
15. The SDE package - Simulation and Inference for one dimensional SDE's | |
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Activity Percentile: 0.00 Registered: 2009-07-01 07:06 |
16. 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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Activity Percentile: 0.00 Registered: 2011-01-22 23:19 |
17. 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 Registered: 2007-08-23 15:35 |
18. GO-GARCH - GO-GARCH: Estimation and inference of Generalized Orthogonal GARCH models. | |
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Activity Percentile: 0.00 Registered: 2009-01-22 11:31 |