Last data update: 2014.03.03

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Results 1 - 10 of 22 found.
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lfstat : Calculation of Low Flow Statistics for Daily Stream Flow Data

Package: lfstat
Type: Package
Title: Calculation of Low Flow Statistics for Daily Stream Flow Data
Version: 0.8.0
Date: 2015-09-29
Author: Daniel Koffler, Tobias Gauster and Gregor Laaha
Maintainer: Tobias Gauster <t.gauster@boku.ac.at>
Description: The "Manual on Low-flow Estimation and Prediction", published by the World Meteorological Organisation (WMO), gives a comprehensive summary on how to analyse stream flow data focusing on low-flows. This packages provides functions to compute the described statistics and produces plots similar to the ones in the manual.
License: GPL (>= 2)
LazyLoad: yes
Depends: R (>= 2.10), xts, lmom
Imports: lmomRFA, dygraphs, zoo, lattice, latticeExtra
Suggests: testthat
NeedsCompilation: no
Packaged: 2015-09-29 12:30:53 UTC; h0540352
Repository: CRAN
Date/Publication: 2015-09-29 17:33:20

● Data Source: CranContrib
● 0 images, 44 functions, 1 datasets
Reverse Depends: 1

EIAdata : R Wrapper for the Energy Information Administration (EIA) API

Package: EIAdata
Type: Package
Title: R Wrapper for the Energy Information Administration (EIA) API
Version: 0.0.3
Date: 2015-03-09
Author: Matthew Brigida
Maintainer: Matthew Brigida <matt@complete-markets.com>
Description: An R wrapper to allow the user to query categories and Series IDs, and import data, from the EIA's API.
Depends: R (>= 2.11.0), XML, plyr, xts, zoo
License: GPL-2
Packaged: 2015-03-10 03:32:56 UTC; matt
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-03-10 06:58:50

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

FinancialInstrument : Financial Instrument Model Infrastructure for R

Copyright: (c) 2004 - 2014
Package: FinancialInstrument
Maintainer: Garrett See <gsee000@gmail.com>
License: GPL
Title: Financial Instrument Model Infrastructure for R
Type: Package
LazyLoad: yes
Author: Peter Carl, Brian G. Peterson, Garrett See
Description: Infrastructure for defining meta-data and
relationships for financial instruments.
Version: 1.2.0
URL: https://r-forge.r-project.org/projects/blotter/
Date: 2014-12-15
Depends: R (>= 2.12.0), quantmod (>= 0.4-3), zoo (>= 1.7-5), xts
Imports: TTR
Suggests: foreach, XML (>= 3.96.1.1), testthat, its, timeSeries
Packaged: 2014-12-15 19:11:17.285527 UTC; garrett
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-12-16 00:49:25

● Data Source: CranContrib
● 0 images, 69 functions, 0 datasets
● Reverse Depends: 0

PerformanceAnalytics : Econometric tools for performance and risk analysis

Package: PerformanceAnalytics
Type: Package
Title: Econometric tools for performance and risk analysis
Authors@R: c(
person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"), email="brian@braverock.com")
, person(given="Peter",family="Carl",role=c("aut","cph"), email="peter@braverock.com")
, person(given="Kris",family="Boudt",role=c("ctb","cph"))
, person(given="Ross",family="Bennett",role="ctb")
, person(given="Joshua",family="Ulrich",role="ctb")
, person(given="Eric",family="Zivot",role="ctb")
, person(given="Matthieu",family="Lestel",role="ctb")
, person(given="Kyle",family="Balkissoon",role="ctb")
, person(given="Diethelm",family="Wuertz",role="ctb")
)
Version: 1.4.3541
Date: $Date: 2014-09-15 04:39:58 -0500 (Mon, 15 Sep 2014) $
Description: Collection of econometric functions for
performance and risk analysis. This package aims to aid
practitioners and researchers in utilizing the latest
research in analysis of non-normal return streams. In
general, it is most tested on return (rather than
price) data on a regular scale, but most functions will
work with irregular return data as well, and increasing
numbers of functions will work with P&L or price data
where possible.
Imports: zoo
Depends: R (>= 3.0.0), xts (>= 0.9)
Suggests: Hmisc, MASS, quantmod, gamlss, gamlss.dist, robustbase,
quantreg, gplots
License: GPL-2 | GPL-3
URL: http://r-forge.r-project.org/projects/returnanalytics/
Copyright: (c) 2004-2014
Packaged: 2014-09-15 09:42:19.192918 UTC; brian
Author: Brian G. Peterson [cre, aut, cph],
Peter Carl [aut, cph],
Kris Boudt [ctb, cph],
Ross Bennett [ctb],
Joshua Ulrich [ctb],
Eric Zivot [ctb],
Matthieu Lestel [ctb],
Kyle Balkissoon [ctb],
Diethelm Wuertz [ctb]
Maintainer: Brian G. Peterson <brian@braverock.com>
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-09-16 09:47:58

● Data Source: CranContrib
70 images, 135 functions, 5 datasets
Reverse Depends: 1

PortfolioAnalytics : Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios

Package: PortfolioAnalytics
Type: Package
Title: Portfolio Analysis, Including Numerical Methods for Optimization
of Portfolios
Authors@R: c(
person(given=c("Brian","G."),family="Peterson",role=c("cre","aut","cph"),
email="brian@braverock.com") ,
person(given="Peter",family="Carl",role=c("aut","cph"),
email="peter@braverock.com") ,
person(given="Kris",family="Boudt",role=c("ctb","cph")) ,
person(given="Ross",family="Bennett",role=c("ctb","cph")) ,
person(given="Hezky",family="Varon",role="ctb") ,
person(given="Guy",family="Yollin",role="ctb") ,
person(given="R. Douglas",family="Martin",role="ctb") )
Version: 1.0.3636
Date: 2015-04-18
Maintainer: Brian G. Peterson <brian@braverock.com>
Description: Portfolio optimization and analysis routines and graphics.
Depends: R (>= 2.14.0), zoo, xts (>= 0.8), foreach,
PerformanceAnalytics (>= 1.1.0)
Suggests: quantmod, DEoptim (>= 2.2.1), iterators, fGarch, Rglpk,
quadprog, ROI (>= 0.1.0), ROI.plugin.glpk (>= 0.0.2),
ROI.plugin.quadprog (>= 0.0.2), ROI.plugin.symphony (>= 0.0.2),
pso, GenSA, corpcor, testthat, nloptr (>= 1.0.0), MASS,
robustbase
License: GPL
Copyright: (c) 2004-2015
NeedsCompilation: yes
Packaged: 2015-04-19 01:37:19.121143 UTC; brian
Author: Brian G. Peterson [cre, aut, cph],
Peter Carl [aut, cph],
Kris Boudt [ctb, cph],
Ross Bennett [ctb, cph],
Hezky Varon [ctb],
Guy Yollin [ctb],
R. Douglas Martin [ctb]
Repository: CRAN
Date/Publication: 2015-04-19 07:38:57

● Data Source: CranContrib
● 0 images, 129 functions, 1 datasets
● Reverse Depends: 0

Quandl : API Wrapper for Quandl.com

Package: Quandl
Title: API Wrapper for Quandl.com
Version: 2.8.0
Date: 2016-04-05
Authors@R: c(person(
"Raymond McTaggart", role=c("aut", "cre"), email="ray@quandl.com"),
person("Gergely Daroczi", role="aut"),
person("Clement Leung", role="aut", email="clement@quandl.com"),
person("Quandl Inc.", role="cph"))
Maintainer: Raymond McTaggart <ray@quandl.com>
Description: Functions for interacting directly with the Quandl API to offer
data in a number of formats usable in R, downloading a zip with all data from a
Quandl database, and the ability to search. This R package uses the Quandl API.
For more information go to https://www.quandl.com/docs/api. For more help on the
package itself go to https://www.quandl.com/help/r.
Imports: httr (>= 0.6.1), zoo, jsonlite (>= 0.9.14)
Suggests: testthat (>= 0.10.0), roxygen2, timeSeries
Depends: R (>= 2.15.0), xts
License: MIT + file LICENSE
URL: https://github.com/quandl/quandl-r
BugReports: https://github.com/quandl/quandl-r/issues
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-04-22 20:44:10 UTC; ccleung
Author: Raymond McTaggart [aut, cre],
Gergely Daroczi [aut],
Clement Leung [aut],
Quandl Inc. [cph]
Repository: CRAN
Date/Publication: 2016-04-23 17:27:22

● Data Source: CranContrib
● Cran Task View: TimeSeries, WebTechnologies
● 0 images, 10 functions, 0 datasets
● Reverse Depends: 0

RFinanceYJ : RFinanceYJ

Package: RFinanceYJ
Type: Package
Title: RFinanceYJ
Version: 0.3.1
Date: 2013-08-12
Author: Yohei Sato, Nobuaki Oshiro, Shinichi Takayanagi
Maintainer: Yohei Sato <yohei0511@gmail.com>
Description: Japanese stock market from Yahoo!-finance-Japan
License: BSD 3-clause License
LazyLoad: yes
Depends: XML, xts
Repository: CRAN
Date/Publication: 2013-08-13 09:37:24
Packaged: 2013-08-12 15:06:46 UTC; yokkuns
NeedsCompilation: no

● Data Source: CranContrib
● 0 images, 6 functions, 0 datasets
● Reverse Depends: 0

IBrokers : R API to Interactive Brokers Trader Workstation

Package: IBrokers
Type: Package
Title: R API to Interactive Brokers Trader Workstation
Version: 0.9-12
Date: 2014-09-22
Depends: xts, zoo
Author: Jeffrey A. Ryan
Maintainer: Joshua M. Ulrich <josh.m.ulrich@gmail.com>
Description: Provides native R access to Interactive Brokers Trader Workstation API.
License: GPL-3
Packaged: 2014-09-22 02:44:36 UTC; josh
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-09-22 07:59:21

● Data Source: CranContrib
● Cran Task View: Finance, WebTechnologies
● 0 images, 27 functions, 0 datasets
● Reverse Depends: 0

eventstudies : Event study and extreme event analysis

Package: eventstudies
Type: Package
Title: Event study and extreme event analysis
Version: 1.1
Date: 2013-04-02
Author: Ajay Shah, Vimal Balasubramaniam, Vikram Bahure
Maintainer: Vikram Bahure <economics.vikram@gmail.com>
Depends: R (>= 2.12.0), zoo, xts, boot
Description: Implementation of short and long term event study
methodology
License: GPL-2
LazyLoad: yes
Packaged: 2013-05-08 10:27:14 UTC; vikram
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-05-08 15:39:06

● Data Source: CranContrib
● 0 images, 8 functions, 4 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