schwartz97

Package: schwartz97
Type: Package
Version: 0.0.6
Date: 2011-12-18
Title: A package on the Schwartz two-factor commodity model
Author: Philipp Erb, David Luethi, Juri Hinz, Simon Otziger
Maintainer: Marc Weibel <marc.weibel@zhaw.ch>
LazyData: no
Depends: R (>= 2.10), FKF (>= 0.1.0), mvtnorm, methods, RUnit
Description: This package provides detailed functionality for working with the Schwartz 1997 two-factor commodity model. Essentially, it contains pricing formulas for futures and European options and the standard d/p/q/r functions for the distribution of the state variables and futures prices. In addition, a parameter estimation procedure is contained together with many utilities as filtering and plotting functionality. This package is accompanied by futures data of ten commodities.
License: GPL (>= 2)
Encoding: latin1
Packaged: 2014-02-11 09:51:04 UTC; aleksandarspasojevic
Repository: CRAN
Date/Publication: 2014-02-11 12:32:43
NeedsCompilation: no

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'schwartz97' ...
** package 'schwartz97' successfully unpacked and MD5 sums checked
** R
** data
** demo
** inst
** preparing package for lazy loading
Creating a generic function for 'resid' from package 'stats' in package 'schwartz97'
Creating a generic function for 'fitted' from package 'stats' in package 'schwartz97'
Creating a generic function for 'vcov' from package 'stats' in package 'schwartz97'
Creating a generic function for 'mean' from package 'base' in package 'schwartz97'
Creating a generic function for 'coef' from package 'stats' in package 'schwartz97'
Creating a generic function for 'coefficients' from package 'stats' in package 'schwartz97'
Creating a generic function for 'plot' from package 'graphics' in package 'schwartz97'
** help
*** installing help indices
  converting help for package 'schwartz97'
    finding HTML links ... done
    schwartz97classes                       html  
    schwartz97coef-method                   html  
    schwartz97constructor                   html  
    schwartz97distrfut                      html  
Rd warning: /tmp/RtmpseKPvj/R.INSTALL58b4145265be/schwartz97/man/schwartz97distrfut.Rd:107: missing file link 'dnorm'
    schwartz97distrstate                    html  
Rd warning: /tmp/RtmpseKPvj/R.INSTALL58b4145265be/schwartz97/man/schwartz97distrstate.Rd:92: missing file link 'dmvnorm'
    schwartz97filter                        html  
    schwartz97fitted                        html  
    schwartz97fitting                       html  
    schwartz97futures-data                  html  
    schwartz97futures-plot                  html  
    schwartz97internals                     html  
    schwartz97meanvcov                      html  
    schwartz97package                       html  
    schwartz97plotfit                       html  
    schwartz97plotstate                     html  
    schwartz97pricefutures                  html  
    schwartz97priceoption                   html  
    schwartz97randstate                     html  
Rd warning: /tmp/RtmpseKPvj/R.INSTALL58b4145265be/schwartz97/man/schwartz97randstate.Rd:58: missing file link 'rmvnorm'
Rd warning: /tmp/RtmpseKPvj/R.INSTALL58b4145265be/schwartz97/man/schwartz97randstate.Rd:72: missing file link 'dmvnorm'
Rd warning: /tmp/RtmpseKPvj/R.INSTALL58b4145265be/schwartz97/man/schwartz97randstate.Rd:74: missing file link 'rmvnorm'
    schwartz97resid                         html  
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (schwartz97)
Making 'packages.html' ... done