Last data update: 2014.03.03

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fxregime : Exchange Rate Regime Analysis

Package: fxregime
Version: 1.0-3
Date: 2013-12-10
Title: Exchange Rate Regime Analysis
Authors@R: c(person(given = "Achim", family = "Zeileis", role = c("aut", "cre"), email = "Achim.Zeileis@R-project.org"),
person(given = "Ajay", family = "Shah", role = "ctb"),
person(given = "Ila", family = "Patnaik", role = "ctb"),
person(given = "Anmol", family = "Sethy", role = "ctb"))
Description: Exchange rate regression and structural change tools
for estimating, testing, dating, and monitoring
(de facto) exchange rate regimes.
LazyData: yes
Depends: R (>= 2.14.0), zoo, strucchange
Suggests: lmtest, foreach
Imports: graphics, stats, car, sandwich
License: GPL-2
Packaged: 2013-12-10 08:50:12 UTC; zeileis
Author: Achim Zeileis [aut, cre],
Ajay Shah [ctb],
Ila Patnaik [ctb],
Anmol Sethy [ctb]
Maintainer: Achim Zeileis <Achim.Zeileis@R-project.org>
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-12-10 11:23:06

● Data Source: CranContrib
● Cran Task View: Econometrics
● 0 images, 7 functions, 1 datasets
● Reverse Depends: 0

vars : VAR Modelling

Package: vars
Type: Package
Title: VAR Modelling
Version: 1.5-2
Date: 2013-07-22
Authors@R: c(person("Bernhard", "Pfaff", email = "bernhard@pfaffikus.de", role = c("aut", "cre")), person("Matthieu", "Stigler", role = "ctb"))
Depends: R (>= 2.0.0), MASS, strucchange, urca (>= 1.1-6), lmtest (>=
0.9-26), sandwich (>= 2.2-4)
LazyLoad: yes
Description: Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error variance decomposition and impulse response functions of VAR models and estimation of SVAR and SVEC models.
License: GPL (>= 2)
URL: http://www.pfaffikus.de
Author: Bernhard Pfaff [aut, cre],
Matthieu Stigler [ctb]
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Repository: CRAN
Repository/R-Forge/Project: vars
Repository/R-Forge/Revision: 99
Repository/R-Forge/DateTimeStamp: 2013-07-21 14:35:42
Date/Publication: 2013-07-22 10:42:44
Packaged: 2013-07-21 18:20:24 UTC; rforge
NeedsCompilation: no

● Data Source: CranContrib
● Cran Task View: Econometrics, Finance, TimeSeries
● 0 images, 28 functions, 1 datasets
Reverse Depends: 2

party : A Laboratory for Recursive Partytioning

Package: party
Title: A Laboratory for Recursive Partytioning
Date: 2015-11-04
Version: 1.0-25
Authors@R: c(person("Torsten", "Hothorn", role = c("aut", "cre"),
email = "Torsten.Hothorn@R-project.org"),
person("Kurt", "Hornik", role = "aut"),
person("Carolin", "Strobl", role = "aut"),
person("Achim", "Zeileis", role = "aut"))
Description: A computational toolbox for recursive partitioning.
The core of the package is ctree(), an implementation of
conditional inference trees which embed tree-structured
regression models into a well defined theory of conditional
inference procedures. This non-parametric class of regression
trees is applicable to all kinds of regression problems, including
nominal, ordinal, numeric, censored as well as multivariate response
variables and arbitrary measurement scales of the covariates.
Based on conditional inference trees, cforest() provides an
implementation of Breiman's random forests. The function mob()
implements an algorithm for recursive partitioning based on
parametric models (e.g. linear models, GLMs or survival
regression) employing parameter instability tests for split
selection. Extensible functionality for visualizing tree-structured
regression models is available.
Depends: R (>= 2.14.0), methods, grid, stats, mvtnorm (>= 1.0-2),
modeltools (>= 0.2-21), strucchange
LinkingTo: mvtnorm
Imports: survival (>= 2.37-7), coin (>= 1.1-0), zoo, sandwich (>=
1.1-1)
Suggests: TH.data (>= 1.0-3), mlbench, colorspace, MASS, vcd, ipred
LazyData: yes
License: GPL-2
URL: http://party.R-forge.R-project.org
NeedsCompilation: yes
Packaged: 2015-11-05 18:26:29 UTC; hothorn
Author: Torsten Hothorn [aut, cre],
Kurt Hornik [aut],
Carolin Strobl [aut],
Achim Zeileis [aut]
Maintainer: Torsten Hothorn <Torsten.Hothorn@R-project.org>
Repository: CRAN
Date/Publication: 2015-11-05 20:04:04

● Data Source: CranContrib
● Cran Task View: Environmetrics, MachineLearning, Multivariate, Survival
● 0 images, 24 functions, 1 datasets
Reverse Depends: 4