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4 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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- Development Status : 3 - Alpha [Filter]
- 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 [Filter]
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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).
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- Development Status : 3 - Alpha [Filter]
- 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 [Filter]
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Activity Percentile: 0.00
Registered: 2007-10-19 01:10 |
2. 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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- Development Status : 3 - Alpha [Filter]
- Intended Audience : End Users/Desktop (Now Filtering)
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Natural Language : German [Filter]
- Operating System : MacOS [Filter]
- Operating System : Microsoft [Filter]
- Operating System : POSIX [Filter]
- Programming Language : Java [Filter]
- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance : Time Series (Now Filtering)
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Activity Percentile: 0.00
Registered: 2007-05-19 15:43 |
3. 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]
- Intended Audience : Developers [Filter]
- Intended Audience : End Users/Desktop (Now Filtering)
- License : OSI Approved : GNU General Public License (GPL) [Filter]
- Natural Language : English [Filter]
- Operating System : OS Independent [Filter]
- 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 |
