Package: LIHNPSD
Type: Package
Title: Poisson Subordinated Distribution
Version: 0.2.1
Date: 2012-04-12
Author: Stephen Horng-Twu Lihn <stevelihn@gmail.com>
Maintainer: Stephen Horng-Twu Lihn <stevelihn@gmail.com>
Description: A Poisson Subordinated Distribution to capture major
leptokurtic features in log-return time series of financial
data.
License: GPL-2
Depends: R (>= 2.14.1), sn, moments, BB, Bolstad2, optimx, Rmpfr
URL: http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2032762
Packaged: 2012-04-13 00:31:01 UTC; slihn
Repository: CRAN
Date/Publication: 2012-04-13 05:19:27
Package: CryptRndTest
Type: Package
Title: Statistical Tests for Cryptographic Randomness
Version: 1.2.2
Date: 2016-02-24
Author: Haydar Demirhan
Maintainer: Haydar Demirhan <haydarde@hacettepe.edu.tr>
Description: Performs cryptographic randomness tests on a sequence of random
integers or bits. Included tests are greatest common divisor, birthday spacings,
book stack, adaptive chi-square, topological binary, and three random walk
tests. Tests except greatest common divisor and birthday spacings are not
covered by standard test suites. In addition to the chi-square goodness-of-fit
test, results of Anderson-Darling, Kolmogorov-Smirnov, and Jarque-Bera tests are
also generated by some of the cryptographic randomness tests.
Depends: MissMech, kSamples, sfsmisc, Rmpfr, parallel
Imports: LambertW, gmp, tseries, methods
Suggests: R.rsp
VignetteBuilder: R.rsp
License: GPL-3
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-02-25 00:43:41 UTC; e27752
Repository: CRAN
Date/Publication: 2016-02-25 05:21:43
Package: frmqa
Title: The Generalized Hyperbolic Distribution, Related Distributions
and Their Applications in Finance
Version: 0.1-5
Date: 2012-11-2
Author: Thanh T. Tran
Maintainer: Thanh T. Tran <frmqa.package@gmail.com>
Depends: partitions, Rmpfr
Description: A collection of R and C++ functions to work with the
generalized hyperbolic distribution, related distributions and
their applications in financial risk management and
quantitative analysis.
License: GPL (>= 2)
Repository: CRAN
Packaged: 2012-11-02 08:45:46 UTC; Tran
Date/Publication: 2012-11-02 09:15:35