Last data update: 2014.03.03

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Results 1 - 5 of 5 found.
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mleur : Maximum likelihood unit root test

Package: mleur
Type: Package
Title: Maximum likelihood unit root test
Version: 1.0-6
Date: 2013-12-9
Author: A. I. McLeod, Hao Yu and Ying Zhang
Maintainer: Ian McLeod <aimcleod@uwo.ca>
Depends: R (>= 2.0.0), urca, stabledist, fGarch, lattice
Description: Provides functions for unit root testing using MLE method
License: GPL (>= 2)
LazyLoad: yes
LazyData: yes
Classification/ACM: G.4, I.5
Classification/MSC: 62H30
Packaged: 2013-12-09 18:43:06 UTC; Aim
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-12-12 01:21:08

● Data Source: CranContrib
● 0 images, 9 functions, 2 datasets
● Reverse Depends: 0

fExtremes : Rmetrics - Extreme Financial Market Data

Package: fExtremes
Version: 3010.81
Revision: 5532
Date: 2013-12-17
Title: Rmetrics - Extreme Financial Market Data
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), timeDate, timeSeries, fBasics, fGarch, fTrading
Imports: methods
Suggests: RUnit, tcltk
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. this typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-12-17 20:40:23 UTC; yohan
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-12-17 23:16:44

● Data Source: CranContrib
● Cran Task View: Distributions
● 0 images, 12 functions, 0 datasets
Reverse Depends: 1

fNonlinear : Nonlinear and Chaotic Time Series Modelling

Package: fNonlinear
Version: 3010.78
Revision: 5523
Date: 2013-06-23
Title: Nonlinear and Chaotic Time Series Modelling
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), methods, timeDate, timeSeries, fBasics, fGarch
Suggests: RUnit, tcltk
Maintainer: Yohan Chalabi <yohan.chalabi@rmetrics.org>
Description: Environment for teaching "Financial Engineering and
Computational Finance"
Note: Several parts are still preliminary and may be changed in the
future. this typically includes function and argument names, as
well as defaults for arguments and return values.
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: 2013-06-23 18:22:10 UTC; yohan
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2013-06-24 01:50:51

● Data Source: CranContrib
● Cran Task View: TimeSeries
● 0 images, 3 functions, 0 datasets
● Reverse Depends: 0

distrRmetrics : Distribution Classes for Distributions from Rmetrics

Package: distrRmetrics
Version: 2.6
Date: 2016-04-23
Title: Distribution Classes for Distributions from Rmetrics
Description: S4-distribution classes based on package distr for distributions from packages
'fBasics' and 'fGarch'.
Depends: R (>= 2.6.0), methods, distr (>= 2.4), fBasics (>= 270.73),
fGarch (>= 270.73)
Suggests: distrEx (>= 2.4), distrMod (>= 2.4)
Imports: startupmsg
Authors@R: person("Peter", "Ruckdeschel", role=c("cre", "cph"),
email="peter.ruckdeschel@uni-oldenburg.de")
ByteCompile: yes
License: LGPL-3
Encoding: latin1
URL: http://distr.r-forge.r-project.org/
LastChangedDate: {$LastChangedDate: 2011-11-18 13:15:04 +0100 (Fr, 18
Nov 2011) $}
LastChangedRevision: {$LastChangedRevision: 758 $}
SVNRevision: 1095
NeedsCompilation: no
Packaged: 2016-04-23 13:59:13 UTC; ruckdesc
Author: Peter Ruckdeschel [cre, cph]
Maintainer: Peter Ruckdeschel <peter.ruckdeschel@uni-oldenburg.de>
Repository: CRAN
Date/Publication: 2016-04-23 16:35:37

● Data Source: CranContrib
● 0 images, 8 functions, 0 datasets
● Reverse Depends: 0

gogarch : Generalized Orthogonal GARCH (GO-GARCH) models

Package: gogarch
Version: 0.7-2
Date: 2012-07-15
Type: Package
Title: Generalized Orthogonal GARCH (GO-GARCH) models
Authors@R: person("Bernhard", "Pfaff", email = "bernhard@pfaffikus.de",
role = c("aut", "cre"))
Depends: R (>= 2.10.0), methods, stats, graphics, fGarch, fastICA
Description: Implementation of the GO-GARCH model class
License: GPL (>= 2)
LazyLoad: yes
Author: Bernhard Pfaff [aut, cre]
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Repository: CRAN
Repository/R-Forge/Project: gogarch
Repository/R-Forge/Revision: 48
Packaged: 2012-07-15 14:19:41 UTC; rforge
Date/Publication: 2012-07-28 13:54:24

● Data Source: CranContrib
● Cran Task View: Finance, TimeSeries
● 0 images, 22 functions, 4 datasets
● Reverse Depends: 0