R Graphical Manual

Last data update: 2014.03.03

Data Source

R Release (3.2.3)
CranContrib
BioConductor
All

Data Type

Packages
Functions
Images
Data set

Classification

Results 1 - 5 of 5 found.
[1] < 1 > [1] Sort:

SSDforR : Functions to Analyze Single System Data

Package: SSDforR
Type: Package
Title: Functions to Analyze Single System Data
Version: 1.4.14
Date: 2016-05-11
Authors@R: c(person(given = "Charles", family = "Auerbach", role = c("aut", "cre"), email = "auerbach@yu.edu"),
person(given = "Wendy", family = "Zeitlin", role = "aut", email = "Wendy.Zeitlin@yu.edu"))
Maintainer: Charles Auerbach <auerbach@yu.edu>
Depends: R (>= 2.10.0), psych, TTR, MASS, tcltk, TSA
Suggests:
Imports: stats, graphics, grDevices, utils
Description: Functions to visually and statistically analyze single system data.
License: GPL (>= 2)
Repository: CRAN
NeedsCompilation: no
Packaged: 2016-05-11 13:15:54 UTC; auerbach
Author: Charles Auerbach [aut, cre],
Wendy Zeitlin [aut]
Date/Publication: 2016-05-11 18:20:28

● Data Source: CranContrib
● 0 images, 83 functions, 0 datasets
● Reverse Depends: 0

egcm : Engle-Granger Cointegration Models

Package: egcm
Type: Package
Title: Engle-Granger Cointegration Models
Version: 1.0.8
Date: 2015-11-12
Authors@R: c(person("Matthew", "Clegg", role=c("aut","cre","cph"),
email="matthewcleggphd@gmail.com"))
Description: An easy-to-use implementation of the Engle-Granger
two-step procedure for identifying pairs of cointegrated series. It is geared towards
the analysis of pairs of securities. Summary and plot functions are provided,
and the package is able to fetch closing prices of securities from Yahoo.
A variety of unit root tests are supported, and an improved unit root test is included.
Depends: zoo, xts, TTR
Imports: grid, ggplot2, tseries, MASS, urca, parallel, fArma, stats,
methods
License: GPL-2 | GPL-3
NeedsCompilation: no
Packaged: 2015-11-12 21:12:11 UTC; matthew
Author: Matthew Clegg [aut, cre, cph]
Maintainer: Matthew Clegg <matthewcleggphd@gmail.com>
Repository: CRAN
Date/Publication: 2015-11-13 08:55:47

● Data Source: CranContrib
● Cran Task View: Finance
● 0 images, 13 functions, 0 datasets
● Reverse Depends: 0

AnalyzeTS : Analyze (Fuzzy) Time Series

Package: AnalyzeTS
Type: Package
Title: Analyze (Fuzzy) Time Series
Version: 2.0
Date: 2016-06-25
Author: Tran Thi Ngoc Han, Doan Hai Nghi, Mai Thi Hong Diem, Nguyen Thi Diem My, Hong Viet Minh, Vo Van Tai.
Maintainer: Hong Viet Minh <hongvietminh@gmail.com>
Description: Analyze (fuzzy) time series, calculate AIC value of common time series models and propose the best model. Fuzzy time series can be analyzed by "Chen", "Sing", "Heuristic" and "Chen-Hsu" models. The Abbasov-Mamedova model and an improved version of the Abbasov-Mamedova model is included as well.
License: GPL (>= 2.0)
LazyLoad: yes
Depends: MASS, TSA, TTR, tseries
NeedsCompilation: no
Packaged: 2016-06-25 08:41:05 UTC; Administrator
Repository: CRAN
Date/Publication: 2016-06-25 19:07:18

● Data Source: CranContrib
● 15 images, 18 functions, 3 datasets
● Reverse Depends: 0

smoother : Functions Relating to the Smoothing of Numerical Data

Package: smoother
Type: Package
Title: Functions Relating to the Smoothing of Numerical Data
Version: 1.1
Date: 2015-04-15
Author: Nicholas Hamilton
Maintainer: Nicholas Hamilton <n.hamilton@student.unsw.edu.au>
Description: A collection of methods for smoothing numerical data, commencing with a port of the Matlab gaussian window smoothing function. In addition, several functions typically used in smoothing of financial data are included.
License: GPL-2
Depends: TTR (>= 0.22)
Collate: 'onLoad.R' 'smoother-package.R' 'functions.R'
'smth-gaussian.R' 'smth.R'
Packaged: 2015-04-15 21:41:45 UTC; nick
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-04-16 08:44:43

● Data Source: CranContrib
● 0 images, 4 functions, 0 datasets
● Reverse Depends: 0

quantmod : Quantitative Financial Modelling Framework

Package: quantmod
Type: Package
Title: Quantitative Financial Modelling Framework
Version: 0.4-5
Date: 2015-07-23
Authors@R: c(
person(given=c("Jeffrey","A."), family="Ryan", role=c("aut","cph")),
person(given=c("Joshua","M."), family="Ulrich", role=c("cre","ctb"), email="josh.m.ulrich@gmail.com"),
person(given="Wouter", family="Thielen", role="ctb")
)
Depends: xts (>= 0.9-0), zoo, TTR (>= 0.2), methods
Suggests: DBI, RMySQL, RSQLite, timeSeries, its, XML, downloader
Description: Specify, build, trade, and analyse quantitative financial trading strategies.
LazyLoad: yes
License: GPL-3
URL: http://www.quantmod.com
BugReports: https://github.com/joshuaulrich/quantmod/issues
NeedsCompilation: yes
Packaged: 2015-07-24 18:51:50 UTC; josh
Author: Jeffrey A. Ryan [aut, cph],
Joshua M. Ulrich [cre, ctb],
Wouter Thielen [ctb]
Maintainer: Joshua M. Ulrich <josh.m.ulrich@gmail.com>
Repository: CRAN
Date/Publication: 2015-07-24 21:10:42

● Data Source: CranContrib
● Cran Task View: Finance, WebTechnologies
● 0 images, 63 functions, 2 datasets
● Reverse Depends: 3