More information about timeDate at CRAN
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More information about timeSeries at CRAN
Path: /cran/new | permanent link
Author: Diethelm Wuertz and many others. See the SOURCE file
Title: Function Utilities
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fUtilities versions 270.73 dated 2008-05-13 and 270.74 dated 2008-10-23
DESCRIPTION | 10 +++--- R/decor.R | 80 ++++++++++++++++++++++++++--------------------------- man/baseMethods.Rd | 4 +- 3 files changed, 47 insertions(+), 47 deletions(-)
More information about fUtilities at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Trends and Unit Roots
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fUnitRoots versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fUnitRoots-260.72/fUnitRoots/inst/doc |only fUnitRoots-260.72/fUnitRoots/inst/unitTests/runitDickeyFullerPValues.R |only fUnitRoots-260.72/fUnitRoots/inst/unitTests/runitMacKinnonPValues.R |only fUnitRoots-260.72/fUnitRoots/inst/unitTests/runitUnitRootUrcaInterface.R |only fUnitRoots-260.72/fUnitRoots/inst/unitTests/runitUnitrootTests.R |only fUnitRoots-260.72/fUnitRoots/tests |only fUnitRoots-270.73/fUnitRoots/DESCRIPTION | 32 - fUnitRoots-270.73/fUnitRoots/R/UnitrootTests.R | 188 +++++----- fUnitRoots-270.73/fUnitRoots/R/zzz.R | 17 fUnitRoots-270.73/fUnitRoots/inst/unitTests/Makefile | 10 fUnitRoots-270.73/fUnitRoots/inst/unitTests/runTests.R | 34 - fUnitRoots-270.73/fUnitRoots/inst/unitTests/runit.DickeyFullerPValues.R |only fUnitRoots-270.73/fUnitRoots/inst/unitTests/runit.MacKinnonPValues.R |only fUnitRoots-270.73/fUnitRoots/inst/unitTests/runit.UnitRootUrcaInterface.R |only fUnitRoots-270.73/fUnitRoots/inst/unitTests/runit.UnitrootTests.R |only fUnitRoots-270.73/fUnitRoots/man/UnitrootUrcaInterface.Rd | 5 16 files changed, 142 insertions(+), 144 deletions(-)
More information about fUnitRoots at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Technical Trading Analysis
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fTrading versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fTrading-260.72/fTrading/R/RollingAnalysis.R |only fTrading-260.72/fTrading/inst/doc |only fTrading-260.72/fTrading/inst/unitTests/runitBenchmarkAnalysis.R |only fTrading-260.72/fTrading/inst/unitTests/runitRollingAnalysis.R |only fTrading-260.72/fTrading/inst/unitTests/runitTechnicalAnalysis.R |only fTrading-270.73/fTrading/DESCRIPTION | 32 fTrading-270.73/fTrading/R/BenchmarkAnalysis.R | 79 - fTrading-270.73/fTrading/R/TechnicalAnalysis.R | 782 +++++----- fTrading-270.73/fTrading/R/rollFun.R |only fTrading-270.73/fTrading/R/zzz.R | 16 fTrading-270.73/fTrading/inst/unitTests/Makefile | 10 fTrading-270.73/fTrading/inst/unitTests/runTests.R | 34 fTrading-270.73/fTrading/inst/unitTests/runit.BenchmarkAnalysis.R |only fTrading-270.73/fTrading/inst/unitTests/runit.RollingAnalysis.R |only fTrading-270.73/fTrading/inst/unitTests/runit.TechnicalAnalysis.R |only 15 files changed, 480 insertions(+), 473 deletions(-)
More information about fTrading at CRAN
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Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Regression Based Decision and Prediction
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fRegression versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fRegression-260.72/fRegression/R/PolymarsInterface.R |only fRegression-260.72/fRegression/R/PrintPlotSummaryMethods.R |only fRegression-260.72/fRegression/R/RegressionFit.R |only fRegression-260.72/fRegression/R/RegressionMethods.R |only fRegression-260.72/fRegression/R/RegressionSim.R |only fRegression-260.72/fRegression/R/RegressionTestsInterface.R |only fRegression-260.72/fRegression/R/TermPlots.R |only fRegression-260.72/fRegression/inst/doc |only fRegression-260.72/fRegression/inst/unitTests/runitRegressionModelling.R |only fRegression-260.72/fRegression/inst/unitTests/runitTermPlots.R |only fRegression-260.72/fRegression/man/RegressionInterface.Rd |only fRegression-270.73/fRegression/DESCRIPTION | 32 ++++----- fRegression-270.73/fRegression/R/coef-methods.R |only fRegression-270.73/fRegression/R/fREG-class.R |only fRegression-270.73/fRegression/R/fitted-methods.R |only fRegression-270.73/fRegression/R/fittedPlot.R |only fRegression-270.73/fRegression/R/formula-methods.R |only fRegression-270.73/fRegression/R/lmTest.R |only fRegression-270.73/fRegression/R/plot-methods.R |only fRegression-270.73/fRegression/R/polymars.R |only fRegression-270.73/fRegression/R/predict-methods.R |only fRegression-270.73/fRegression/R/regFit.R |only fRegression-270.73/fRegression/R/regSim.R |only fRegression-270.73/fRegression/R/residuals-methods.R |only fRegression-270.73/fRegression/R/show-methods.R |only fRegression-270.73/fRegression/R/summary-methods.R |only fRegression-270.73/fRegression/R/termPlot-methods.R |only fRegression-270.73/fRegression/R/terms-methods.R |only fRegression-270.73/fRegression/R/vcov-methods.R |only fRegression-270.73/fRegression/R/zzz.R | 17 ++--- fRegression-270.73/fRegression/inst/unitTests/Makefile | 10 +- fRegression-270.73/fRegression/inst/unitTests/runTests.R | 34 +++++----- fRegression-270.73/fRegression/inst/unitTests/runit.LPP2005.R |only fRegression-270.73/fRegression/inst/unitTests/runit.RegressionModelling.R |only fRegression-270.73/fRegression/inst/unitTests/runit.TermPlots.R |only fRegression-270.73/fRegression/inst/unitTests/runit.TimeSeries.R |only fRegression-270.73/fRegression/inst/unitTests/runit.polymars.R |only fRegression-270.73/fRegression/inst/unitTests/runit.regFit.R |only fRegression-270.73/fRegression/inst/unitTests/runit.terms.R |only fRegression-270.73/fRegression/man/coef-methods.Rd |only fRegression-270.73/fRegression/man/fREG-class.Rd |only fRegression-270.73/fRegression/man/fREG-package.Rd |only fRegression-270.73/fRegression/man/fitted-methods.Rd |only fRegression-270.73/fRegression/man/formula-methods.Rd |only fRegression-270.73/fRegression/man/plot-methods.Rd |only fRegression-270.73/fRegression/man/predict-methods.Rd |only fRegression-270.73/fRegression/man/regFit.Rd |only fRegression-270.73/fRegression/man/regSim.Rd |only fRegression-270.73/fRegression/man/residuals-methods.Rd |only fRegression-270.73/fRegression/man/show-methods.Rd |only fRegression-270.73/fRegression/man/summary-methods.Rd |only fRegression-270.73/fRegression/man/termPlot-methods.Rd |only fRegression-270.73/fRegression/man/terms-methods.Rd |only fRegression-270.73/fRegression/man/vcov-methods.Rd |only 54 files changed, 46 insertions(+), 47 deletions(-)
More information about fRegression at CRAN
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Author: Diethelm Wuertz
Title: Rmetrics - Portfolio Selection and Optimization
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fPortfolio versions 260.72 dated 2007-10-08 and 280.73 dated 2008-10-23
fPortfolio-260.72/fPortfolio/R/ConstrainedCVaRPortfolio.R |only fPortfolio-260.72/fPortfolio/R/ConstrainedMVPortfolio.R |only fPortfolio-260.72/fPortfolio/R/DrawdownStatistics.R |only fPortfolio-260.72/fPortfolio/R/Extractors.R |only fPortfolio-260.72/fPortfolio/R/PortfolioClass.R |only fPortfolio-260.72/fPortfolio/R/PortfolioClassExtractors.R |only fPortfolio-260.72/fPortfolio/R/PortfolioConstraints.R |only fPortfolio-260.72/fPortfolio/R/PortfolioData.R |only fPortfolio-260.72/fPortfolio/R/PortfolioDataExtractors.R |only fPortfolio-260.72/fPortfolio/R/PortfolioDataSets.R |only fPortfolio-260.72/fPortfolio/R/PortfolioPlots.R |only fPortfolio-260.72/fPortfolio/R/PortfolioSliderMenus.R |only fPortfolio-260.72/fPortfolio/R/PortfolioSolver.R |only fPortfolio-260.72/fPortfolio/R/PortfolioSpec.R |only fPortfolio-260.72/fPortfolio/R/PortfolioSpecExtractors.R |only fPortfolio-260.72/fPortfolio/R/PortfolioUtilities.R |only fPortfolio-260.72/fPortfolio/R/PrintPlotSummary.R |only fPortfolio-260.72/fPortfolio/R/RollingPortfolio.R |only fPortfolio-260.72/fPortfolio/R/ShortMVPortfolio.R |only fPortfolio-260.72/fPortfolio/R/VaRModelling.R |only fPortfolio-260.72/fPortfolio/R/donlp2.R |only fPortfolio-260.72/fPortfolio/inst/doc |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitConstrainedCVaRPortfolio.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitConstrainedMVPortfolio.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitDrawdownStatistics.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitPortfolioClass.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitPortfolioConstraints.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitPortfolioData.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitPortfolioPlots.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitPortfolioSolver.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitPortfolioSpec.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitRiskBudgets.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitRollingPortfolio.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitShortMVPortfolio.R |only fPortfolio-260.72/fPortfolio/inst/unitTests/runitVaRModelling.R |only fPortfolio-260.72/fPortfolio/man/DrawdownStatistics.Rd |only fPortfolio-260.72/fPortfolio/man/Extractors.Rd |only fPortfolio-260.72/fPortfolio/man/PortfolioClass.Rd |only fPortfolio-260.72/fPortfolio/man/PortfolioClassExtractors.Rd |only fPortfolio-260.72/fPortfolio/man/PortfolioConstraints.Rd |only fPortfolio-260.72/fPortfolio/man/PortfolioData.Rd |only fPortfolio-260.72/fPortfolio/man/PortfolioDataExtractors.Rd |only fPortfolio-260.72/fPortfolio/man/PortfolioDataSets.Rd |only fPortfolio-260.72/fPortfolio/man/PortfolioPlots.Rd |only fPortfolio-260.72/fPortfolio/man/PortfolioSlider.Rd |only fPortfolio-260.72/fPortfolio/man/PortfolioSolver.Rd |only fPortfolio-260.72/fPortfolio/man/PortfolioSpec.Rd |only fPortfolio-260.72/fPortfolio/man/PortfolioSpecExtractors.Rd |only fPortfolio-260.72/fPortfolio/man/RollingPortfolio.Rd |only fPortfolio-260.72/fPortfolio/man/VaRModelling.Rd |only fPortfolio-260.72/fPortfolio/man/donlp2.Rd |only fPortfolio-260.72/fPortfolio/man/donlp2.control.Rd |only fPortfolio-260.72/fPortfolio/man/fPortfolio.Rd |only fPortfolio-280.73/fPortfolio/DESCRIPTION | 33 +-- fPortfolio-280.73/fPortfolio/NAMESPACE |only fPortfolio-280.73/fPortfolio/R/00fPortfolio-package.R |only fPortfolio-280.73/fPortfolio/R/class-fPFOLIOCON.R |only fPortfolio-280.73/fPortfolio/R/class-fPFOLIODATA.R |only fPortfolio-280.73/fPortfolio/R/class-fPFOLIOSPEC.R |only fPortfolio-280.73/fPortfolio/R/class-fPORTFOLIO.R |only fPortfolio-280.73/fPortfolio/R/covEstimator.R |only fPortfolio-280.73/fPortfolio/R/efficientPortfolio.R |only fPortfolio-280.73/fPortfolio/R/feasiblePortfolio.R |only fPortfolio-280.73/fPortfolio/R/frontierPlot.R |only fPortfolio-280.73/fPortfolio/R/frontierPoints.R |only fPortfolio-280.73/fPortfolio/R/getData.R |only fPortfolio-280.73/fPortfolio/R/getDefault.R |only fPortfolio-280.73/fPortfolio/R/getPortfolio.R |only fPortfolio-280.73/fPortfolio/R/getSpec.R |only fPortfolio-280.73/fPortfolio/R/methods-plot.R |only fPortfolio-280.73/fPortfolio/R/methods-show.R |only fPortfolio-280.73/fPortfolio/R/methods-summary.R |only fPortfolio-280.73/fPortfolio/R/portfolioConstraints.R |only fPortfolio-280.73/fPortfolio/R/portfolioData.R |only fPortfolio-280.73/fPortfolio/R/portfolioFrontier.R |only fPortfolio-280.73/fPortfolio/R/portfolioRisk.R |only fPortfolio-280.73/fPortfolio/R/portfolioRolling.R |only fPortfolio-280.73/fPortfolio/R/portfolioSpec.R |only fPortfolio-280.73/fPortfolio/R/setSpec.R |only fPortfolio-280.73/fPortfolio/R/solveRglpk.R |only fPortfolio-280.73/fPortfolio/R/solveRquadprog.R |only fPortfolio-280.73/fPortfolio/R/solveRshortExact.R |only fPortfolio-280.73/fPortfolio/R/solveTwoAssets.R |only fPortfolio-280.73/fPortfolio/R/weightsLinePlot.R |only fPortfolio-280.73/fPortfolio/R/weightsPie.R |only fPortfolio-280.73/fPortfolio/R/weightsPlot.R |only fPortfolio-280.73/fPortfolio/R/weightsSlider.R |only fPortfolio-280.73/fPortfolio/R/zzz.R | 89 +++++----- fPortfolio-280.73/fPortfolio/data |only fPortfolio-280.73/fPortfolio/inst/unitTests/Makefile | 10 - fPortfolio-280.73/fPortfolio/inst/unitTests/runTests.R | 35 ++- fPortfolio-280.73/fPortfolio/inst/unitTests/runit.class-fPFOLIOCON.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.class-fPFOLIODATA.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.class-fPFOLIOSPEC.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.class-fPORTFOLIO.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.covEllipsesPlot.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.efficientPortfolio.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.feasiblePortfolio.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.frontierPlot.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.frontierPlotControl.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.frontierPoints.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.frontierSlider.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.getDefault.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.getPortfolio.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.getSpec.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.methods-plot.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.methods-show.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.methods-summary.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.minvariancePortfolio.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.portfolioConstraints.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.portfolioData.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.portfolioFrontier.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.portfolioRisk.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.portfolioSpec.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.rollingPortfolio.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.solveRglpk.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.solveRquadprog.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.solveRshortExact.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.tangencyPortfolio.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.weightsPie.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.weightsPlot.R |only fPortfolio-280.73/fPortfolio/inst/unitTests/runit.weightsSlider.R |only fPortfolio-280.73/fPortfolio/man/00fPortfolio-package.Rd |only fPortfolio-280.73/fPortfolio/man/class-fPFOLIOCON.Rd |only fPortfolio-280.73/fPortfolio/man/class-fPFOLIODATA.Rd |only fPortfolio-280.73/fPortfolio/man/class-fPFOLIOSPEC.Rd |only fPortfolio-280.73/fPortfolio/man/class-fPORTFOLIO.Rd |only fPortfolio-280.73/fPortfolio/man/covEstimator.Rd |only fPortfolio-280.73/fPortfolio/man/dataSets.Rd |only fPortfolio-280.73/fPortfolio/man/efficientPortfolio.Rd |only fPortfolio-280.73/fPortfolio/man/feasiblePortfolio.Rd |only fPortfolio-280.73/fPortfolio/man/frontierPlot.Rd |only fPortfolio-280.73/fPortfolio/man/frontierPlotControl.Rd |only fPortfolio-280.73/fPortfolio/man/frontierPoints.Rd |only fPortfolio-280.73/fPortfolio/man/getData.Rd |only fPortfolio-280.73/fPortfolio/man/getDefault.Rd |only fPortfolio-280.73/fPortfolio/man/getPortfolio.Rd |only fPortfolio-280.73/fPortfolio/man/getSpec.Rd |only fPortfolio-280.73/fPortfolio/man/methods-plot.Rd |only fPortfolio-280.73/fPortfolio/man/methods-show.Rd |only fPortfolio-280.73/fPortfolio/man/methods-summary.Rd |only fPortfolio-280.73/fPortfolio/man/portfolioConstraints.Rd |only fPortfolio-280.73/fPortfolio/man/portfolioData.Rd |only fPortfolio-280.73/fPortfolio/man/portfolioFrontier.Rd |only fPortfolio-280.73/fPortfolio/man/portfolioRisk.Rd |only fPortfolio-280.73/fPortfolio/man/portfolioRolling.Rd |only fPortfolio-280.73/fPortfolio/man/portfolioSpec.Rd |only fPortfolio-280.73/fPortfolio/man/setSpec.Rd |only fPortfolio-280.73/fPortfolio/man/solveRglpk.Rd |only fPortfolio-280.73/fPortfolio/man/solveRquadprog.Rd |only fPortfolio-280.73/fPortfolio/man/solveRshortExact.Rd |only fPortfolio-280.73/fPortfolio/man/weightsLinePlot.Rd |only fPortfolio-280.73/fPortfolio/man/weightsPie.Rd |only fPortfolio-280.73/fPortfolio/man/weightsPlot.Rd |only fPortfolio-280.73/fPortfolio/man/weightsSlider.Rd |only 155 files changed, 90 insertions(+), 77 deletions(-)
More information about fPortfolio at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Basics of Option Valuation
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fOptions versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fOptions-260.72/fOptions/inst/doc |only fOptions-260.72/fOptions/inst/unitTests/runitBasicAmericanOptions.R |only fOptions-260.72/fOptions/inst/unitTests/runitBinomialTreeOptions.R |only fOptions-260.72/fOptions/inst/unitTests/runitHestonNandiGarchFit.R |only fOptions-260.72/fOptions/inst/unitTests/runitHestonnandiGarchOption.R |only fOptions-260.72/fOptions/inst/unitTests/runitLowDiscrepancy.R |only fOptions-260.72/fOptions/inst/unitTests/runitMonteCarloOptions.R |only fOptions-260.72/fOptions/inst/unitTests/runitPlainVanillaOptions.R |only fOptions-270.73/fOptions/DESCRIPTION | 32 fOptions-270.73/fOptions/R/LowDiscrepancy.R | 251 +++---- fOptions-270.73/fOptions/R/PlainVanillaOptions.R | 355 ++++------ fOptions-270.73/fOptions/R/fOptionsEnv.R |only fOptions-270.73/fOptions/R/zzz.R | 34 fOptions-270.73/fOptions/inst/unitTests/Makefile | 10 fOptions-270.73/fOptions/inst/unitTests/runTests.R | 36 - fOptions-270.73/fOptions/inst/unitTests/runit.BasicAmericanOptions.R |only fOptions-270.73/fOptions/inst/unitTests/runit.BinomialTreeOptions.R |only fOptions-270.73/fOptions/inst/unitTests/runit.HestonNandiGarchFit.R |only fOptions-270.73/fOptions/inst/unitTests/runit.HestonnandiGarchOption.R |only fOptions-270.73/fOptions/inst/unitTests/runit.LowDiscrepancy.R |only fOptions-270.73/fOptions/inst/unitTests/runit.MonteCarloOptions.R |only fOptions-270.73/fOptions/inst/unitTests/runit.PlainVanillaOptions.R |only fOptions-270.73/fOptions/man/HestonNandiGarchFit.Rd | 2 fOptions-270.73/fOptions/man/PlainVanillaOptions.Rd | 3 24 files changed, 359 insertions(+), 364 deletions(-)
More information about fOptions at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Nonlinear and Chaotic Time Series Modelling
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fNonlinear versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fNonlinear-260.72/fNonlinear/inst/doc |only fNonlinear-260.72/fNonlinear/inst/unitTests/runitNonLinModelling.R |only fNonlinear-260.72/fNonlinear/inst/unitTests/runitNonLinPlots.R |only fNonlinear-260.72/fNonlinear/inst/unitTests/runitNonLinTests.R |only fNonlinear-270.73/fNonlinear/DESCRIPTION | 32 ++++----- fNonlinear-270.73/fNonlinear/R/zzz.R | 15 +--- fNonlinear-270.73/fNonlinear/inst/unitTests/Makefile | 10 +- fNonlinear-270.73/fNonlinear/inst/unitTests/runTests.R | 34 +++++----- fNonlinear-270.73/fNonlinear/inst/unitTests/runit.Gallery.R |only fNonlinear-270.73/fNonlinear/inst/unitTests/runit.NonLinModelling.R |only fNonlinear-270.73/fNonlinear/inst/unitTests/runit.NonLinPlots.R |only fNonlinear-270.73/fNonlinear/inst/unitTests/runit.NonLinTests.R |only 12 files changed, 45 insertions(+), 46 deletions(-)
More information about fNonlinear at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Multivariate Market Analysis
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fMultivar versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fMultivar-260.72/fMultivar/inst/doc |only fMultivar-260.72/fMultivar/inst/unitTests/runitBivariateBinning.R |only fMultivar-260.72/fMultivar/inst/unitTests/runitBivariateDistributions.R |only fMultivar-260.72/fMultivar/inst/unitTests/runitBivariateGridding.R |only fMultivar-260.72/fMultivar/inst/unitTests/runitMultivariateDistributions.R |only fMultivar-270.73/fMultivar/DESCRIPTION | 32 fMultivar-270.73/fMultivar/R/BivariateBinning.R | 20 fMultivar-270.73/fMultivar/R/MultivariateDistributions.R | 363 ++++------ fMultivar-270.73/fMultivar/R/zzz.R | 28 fMultivar-270.73/fMultivar/inst/unitTests/Makefile | 10 fMultivar-270.73/fMultivar/inst/unitTests/runTests.R | 34 fMultivar-270.73/fMultivar/inst/unitTests/runit.BivariateBinning.R |only fMultivar-270.73/fMultivar/inst/unitTests/runit.BivariateDistributions.R |only fMultivar-270.73/fMultivar/inst/unitTests/runit.BivariateGridding.R |only fMultivar-270.73/fMultivar/inst/unitTests/runit.MultivariateDistributions.R |only fMultivar-270.73/fMultivar/man/BivariateBinning.Rd | 3 fMultivar-270.73/fMultivar/man/MultivariateDistributions.Rd | 3 fMultivar-270.73/fMultivar/man/norm2d.Rd | 1 18 files changed, 252 insertions(+), 242 deletions(-)
More information about fMultivar at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Rmetrics - Economic and Financial Data Import
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fImport versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fImport-260.72/fImport/NAMESPACE |only fImport-260.72/fImport/R/Economagic.R |only fImport-260.72/fImport/R/FedReserve.R |only fImport-260.72/fImport/R/ForecastsOrg.R |only fImport-260.72/fImport/R/WebDatatImport.R |only fImport-260.72/fImport/R/Yahoo.R |only fImport-260.72/fImport/inst/doc |only fImport-260.72/fImport/inst/unitTests/runitEconomagic.R |only fImport-260.72/fImport/inst/unitTests/runitFedReserve.R |only fImport-260.72/fImport/inst/unitTests/runitForecastsOrg.R |only fImport-260.72/fImport/inst/unitTests/runitWebDataImport.R |only fImport-260.72/fImport/inst/unitTests/runitYahoo.R |only fImport-260.72/fImport/man/Economagic.Rd |only fImport-260.72/fImport/man/FedReserve.Rd |only fImport-260.72/fImport/man/ForecastsOrg.Rd |only fImport-260.72/fImport/man/WebDataImport.Rd |only fImport-260.72/fImport/man/Yahoo.Rd |only fImport-270.73/fImport/DESCRIPTION | 32 +++---- fImport-270.73/fImport/R/class-fWEBDATA.R |only fImport-270.73/fImport/R/economagicImport.R |only fImport-270.73/fImport/R/fredImport.R |only fImport-270.73/fImport/R/methods-show.R |only fImport-270.73/fImport/R/oandaImport.R |only fImport-270.73/fImport/R/yahooBriefing.R |only fImport-270.73/fImport/R/yahooImport.R |only fImport-270.73/fImport/R/yahooKeystats.R |only fImport-270.73/fImport/R/zzz.R | 43 ++++------ fImport-270.73/fImport/inst/THANKS |only fImport-270.73/fImport/inst/unitTests/Makefile | 10 +- fImport-270.73/fImport/inst/unitTests/runTests.R | 34 ++++--- fImport-270.73/fImport/inst/unitTests/runit.class-fWEBDATA.R |only fImport-270.73/fImport/inst/unitTests/runit.economagicImport.R |only fImport-270.73/fImport/inst/unitTests/runit.fredImport.R |only fImport-270.73/fImport/inst/unitTests/runit.oandaImport.R |only fImport-270.73/fImport/inst/unitTests/runit.yahooBriefing.R |only fImport-270.73/fImport/inst/unitTests/runit.yahooImport.R |only fImport-270.73/fImport/inst/unitTests/runit.yahooKeystatst.R |only fImport-270.73/fImport/man/00fImport-package.Rd |only fImport-270.73/fImport/man/class-fWEBDATA.Rd |only fImport-270.73/fImport/man/economagicImport.Rd |only fImport-270.73/fImport/man/fredImport.Rd |only fImport-270.73/fImport/man/methods-show.Rd |only fImport-270.73/fImport/man/oandaImport.Rd |only fImport-270.73/fImport/man/yahooBriefing.Rd |only fImport-270.73/fImport/man/yahooImport.Rd |only fImport-270.73/fImport/man/yahooKeystats.Rd |only 46 files changed, 60 insertions(+), 59 deletions(-)
More information about fImport at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz, Yohan Chalabi
Title: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fGarch versions 260.72 dated 2007-10-08 and 280.73 dated 2008-10-23
fGarch-260.72/fGarch/R/GarchDistributions.R |only fGarch-260.72/fGarch/R/GarchForecasting.R |only fGarch-260.72/fGarch/R/GarchMethods.R |only fGarch-260.72/fGarch/R/GarchModelling.R |only fGarch-260.72/fGarch/R/GarchOxInterface.R |only fGarch-260.72/fGarch/R/GarchSimulation.R |only fGarch-260.72/fGarch/R/GarchSpec.R |only fGarch-260.72/fGarch/inst/doc |only fGarch-260.72/fGarch/inst/ox |only fGarch-260.72/fGarch/inst/unitTests/runitDistributions.R |only fGarch-260.72/fGarch/inst/unitTests/runitGarchForecasting.R |only fGarch-260.72/fGarch/inst/unitTests/runitGarchMethods.R |only fGarch-260.72/fGarch/inst/unitTests/runitGarchModelling.R |only fGarch-260.72/fGarch/inst/unitTests/runitGarchSimulation.R |only fGarch-260.72/fGarch/inst/unitTests/runitGarchSpec.R |only fGarch-260.72/fGarch/inst/unitTests/runitOxInterface.R |only fGarch-260.72/fGarch/man/GarchDistributions.Rd |only fGarch-260.72/fGarch/man/GarchExtractors.Rd |only fGarch-260.72/fGarch/man/GarchFitting.Rd |only fGarch-260.72/fGarch/man/GarchOxInterface.Rd |only fGarch-260.72/fGarch/man/GarchPredictor.Rd |only fGarch-260.72/fGarch/man/GarchReports.Rd |only fGarch-260.72/fGarch/man/GarchSimulation.Rd |only fGarch-260.72/fGarch/man/GarchSpecification.Rd |only fGarch-260.72/fGarch/src/GarchModellingA.f |only fGarch-260.72/fGarch/src/GarchModellingB.f |only fGarch-260.72/fGarch/src/GarchModellingC.f |only fGarch-280.73/fGarch/DESCRIPTION | 32 ++++----- fGarch-280.73/fGarch/NAMESPACE |only fGarch-280.73/fGarch/R/absMoments.R |only fGarch-280.73/fGarch/R/class-fGARCH.R |only fGarch-280.73/fGarch/R/class-fGARCHSPEC.R |only fGarch-280.73/fGarch/R/fGarch-package.R |only fGarch-280.73/fGarch/R/fGarchEnv.R |only fGarch-280.73/fGarch/R/garchFit.R |only fGarch-280.73/fGarch/R/garchFitControl.R |only fGarch-280.73/fGarch/R/garchGradient.R |only fGarch-280.73/fGarch/R/garchHessian.R |only fGarch-280.73/fGarch/R/garchSim.R |only fGarch-280.73/fGarch/R/garchSolver.R |only fGarch-280.73/fGarch/R/garchSpec.R |only fGarch-280.73/fGarch/R/garchStats.R |only fGarch-280.73/fGarch/R/methods-coef.R |only fGarch-280.73/fGarch/R/methods-fitted.R |only fGarch-280.73/fGarch/R/methods-formula.R |only fGarch-280.73/fGarch/R/methods-plot.R |only fGarch-280.73/fGarch/R/methods-predict.R |only fGarch-280.73/fGarch/R/methods-residuals.R |only fGarch-280.73/fGarch/R/methods-show.R |only fGarch-280.73/fGarch/R/methods-summary.R |only fGarch-280.73/fGarch/R/methods-volatility.R |only fGarch-280.73/fGarch/R/sged.R |only fGarch-280.73/fGarch/R/snorm.R |only fGarch-280.73/fGarch/R/sstd.R |only fGarch-280.73/fGarch/R/zzz.R | 27 ------- fGarch-280.73/fGarch/data |only fGarch-280.73/fGarch/inst/THANKS |only fGarch-280.73/fGarch/inst/unitTests/Makefile | 10 +- fGarch-280.73/fGarch/inst/unitTests/runTests.R | 34 +++++----- fGarch-280.73/fGarch/inst/unitTests/runit.formula-methods.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garch-methods.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garchFit.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garchFit.algorithm.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garchFit.aparch.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garchFit.dist.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garchFit.faked.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garchFit.garch.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garchFit.init.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garchHessian.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garchSim.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garchSolver.R |only fGarch-280.73/fGarch/inst/unitTests/runit.garchSpec.R |only fGarch-280.73/fGarch/inst/unitTests/runit.plot-methods.R |only fGarch-280.73/fGarch/inst/unitTests/runit.predict-methods.R |only fGarch-280.73/fGarch/inst/unitTests/runit.sged.R |only fGarch-280.73/fGarch/inst/unitTests/runit.snorm.R |only fGarch-280.73/fGarch/inst/unitTests/runit.sstd.R |only fGarch-280.73/fGarch/man/00fGarch-package.Rd |only fGarch-280.73/fGarch/man/absMoments.Rd |only fGarch-280.73/fGarch/man/class-fGARCH.Rd |only fGarch-280.73/fGarch/man/class-fGARCHSPEC.Rd |only fGarch-280.73/fGarch/man/data.Rd |only fGarch-280.73/fGarch/man/garchFit.Rd |only fGarch-280.73/fGarch/man/garchFitControl.Rd |only fGarch-280.73/fGarch/man/garchSim.Rd |only fGarch-280.73/fGarch/man/garchSpec.Rd |only fGarch-280.73/fGarch/man/methods-coef.Rd |only fGarch-280.73/fGarch/man/methods-fitted.Rd |only fGarch-280.73/fGarch/man/methods-formula.Rd |only fGarch-280.73/fGarch/man/methods-plot.Rd |only fGarch-280.73/fGarch/man/methods-predict.Rd |only fGarch-280.73/fGarch/man/methods-residuals.Rd |only fGarch-280.73/fGarch/man/methods-show.Rd |only fGarch-280.73/fGarch/man/methods-summary.Rd |only fGarch-280.73/fGarch/man/methods-volatility.Rd |only fGarch-280.73/fGarch/man/sged.Rd |only fGarch-280.73/fGarch/man/snorm.Rd |only fGarch-280.73/fGarch/man/sstd.Rd |only fGarch-280.73/fGarch/src/Makevars | 3 fGarch-280.73/fGarch/src/dist.f |only fGarch-280.73/fGarch/src/llhGarch.f |only fGarch-280.73/fGarch/src/math.f |only 102 files changed, 44 insertions(+), 62 deletions(-)
More information about fGarch at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Rmetrics - Extreme Financial Market Data
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fExtremes versions 260.73 dated 2008-06-20 and 270.74 dated 2008-10-23
fExtremes-260.73/fExtremes/R/GpdPrintPlotSummary.R |only fExtremes-260.73/fExtremes/inst/doc |only fExtremes-260.73/fExtremes/inst/unitTests/runitDataPreprocessing.R |only fExtremes-260.73/fExtremes/inst/unitTests/runitExtremeIndex.R |only fExtremes-260.73/fExtremes/inst/unitTests/runitExtremesData.R |only fExtremes-260.73/fExtremes/inst/unitTests/runitGevDistribution.R |only fExtremes-260.73/fExtremes/inst/unitTests/runitGevMdaEstimation.R |only fExtremes-260.73/fExtremes/inst/unitTests/runitGevModelling.R |only fExtremes-260.73/fExtremes/inst/unitTests/runitGevRisk.R |only fExtremes-260.73/fExtremes/inst/unitTests/runitGpdDistribution.R |only fExtremes-260.73/fExtremes/inst/unitTests/runitGpdModelling.R |only fExtremes-260.73/fExtremes/inst/unitTests/runitGpdRisk.R |only fExtremes-270.74/fExtremes/DESCRIPTION | 32 fExtremes-270.74/fExtremes/R/DataPreprocessing.R | 146 +- fExtremes-270.74/fExtremes/R/ExtremeIndex.R | 258 +--- fExtremes-270.74/fExtremes/R/ExtremesData.R | 273 ---- fExtremes-270.74/fExtremes/R/GevDistribution.R | 208 +-- fExtremes-270.74/fExtremes/R/GevFit.R | 635 ++-------- fExtremes-270.74/fExtremes/R/GevMdaEstimation.R | 293 ++-- fExtremes-270.74/fExtremes/R/GevPrintPlotSummary.R | 168 +- fExtremes-270.74/fExtremes/R/GpdDistribution.R | 86 - fExtremes-270.74/fExtremes/R/GpdFit.R | 490 ++----- fExtremes-270.74/fExtremes/R/GpdPlot.R |only fExtremes-270.74/fExtremes/R/GpdRisk.R | 379 +++-- fExtremes-270.74/fExtremes/R/GpdSow.R |only fExtremes-270.74/fExtremes/R/GpdSummary.R |only fExtremes-270.74/fExtremes/R/MeanExcessFit.R |only fExtremes-270.74/fExtremes/R/meanExcessPlot.R |only fExtremes-270.74/fExtremes/R/metrics.R |only fExtremes-270.74/fExtremes/R/zzz.R | 27 fExtremes-270.74/fExtremes/data |only fExtremes-270.74/fExtremes/inst/unitTests/Makefile | 10 fExtremes-270.74/fExtremes/inst/unitTests/runTests.R | 34 fExtremes-270.74/fExtremes/inst/unitTests/runit.DataPreprocessing.R |only fExtremes-270.74/fExtremes/inst/unitTests/runit.ExtremeIndex.R |only fExtremes-270.74/fExtremes/inst/unitTests/runit.ExtremesData.R |only fExtremes-270.74/fExtremes/inst/unitTests/runit.GevDistribution.R |only fExtremes-270.74/fExtremes/inst/unitTests/runit.GevMdaEstimation.R |only fExtremes-270.74/fExtremes/inst/unitTests/runit.GevModelling.R |only fExtremes-270.74/fExtremes/inst/unitTests/runit.GevRisk.R |only fExtremes-270.74/fExtremes/inst/unitTests/runit.GpdDistribution.R |only fExtremes-270.74/fExtremes/inst/unitTests/runit.GpdModelling.R |only fExtremes-270.74/fExtremes/inst/unitTests/runit.GpdRisk.R |only fExtremes-270.74/fExtremes/man/ExtremeIndex.Rd | 5 fExtremes-270.74/fExtremes/man/GevModelling.Rd | 3 fExtremes-270.74/fExtremes/man/GpdDistribution.Rd | 3 fExtremes-270.74/fExtremes/man/GpdModelling.Rd | 4 fExtremes-270.74/fExtremes/man/GpdRisk.Rd | 424 +++--- fExtremes-270.74/fExtremes/man/data.Rd |only 49 files changed, 1348 insertions(+), 2130 deletions(-)
More information about fExtremes at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Exotic Option Valuation
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fExoticOptions versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fExoticOptions-260.72/fExoticOptions/inst/doc |only fExoticOptions-260.72/fExoticOptions/inst/unitTests/runitBarrierOptions.R |only fExoticOptions-260.72/fExoticOptions/inst/unitTests/runitBasicAsianOptions.R |only fExoticOptions-260.72/fExoticOptions/inst/unitTests/runitBinaryOptions.R |only fExoticOptions-260.72/fExoticOptions/inst/unitTests/runitCurrencyTranslatedOptions.R |only fExoticOptions-260.72/fExoticOptions/inst/unitTests/runitLookbackOptions.R |only fExoticOptions-260.72/fExoticOptions/inst/unitTests/runitMultipleAssetsOptions.R |only fExoticOptions-260.72/fExoticOptions/inst/unitTests/runitMultipleExercisesOptions.R |only fExoticOptions-270.73/fExoticOptions/DESCRIPTION | 32 fExoticOptions-270.73/fExoticOptions/R/BinaryOptions.R | 936 +++++----- fExoticOptions-270.73/fExoticOptions/R/MultipleAssetsOptions.R | 290 +-- fExoticOptions-270.73/fExoticOptions/R/zzz.R | 27 fExoticOptions-270.73/fExoticOptions/inst/unitTests/Makefile | 10 fExoticOptions-270.73/fExoticOptions/inst/unitTests/runTests.R | 36 fExoticOptions-270.73/fExoticOptions/inst/unitTests/runit.BarrierOptions.R |only fExoticOptions-270.73/fExoticOptions/inst/unitTests/runit.BasicAsianOptions.R |only fExoticOptions-270.73/fExoticOptions/inst/unitTests/runit.BinaryOptions.R |only fExoticOptions-270.73/fExoticOptions/inst/unitTests/runit.CurrencyTranslatedOptions.R |only fExoticOptions-270.73/fExoticOptions/inst/unitTests/runit.LookbackOptions.R |only fExoticOptions-270.73/fExoticOptions/inst/unitTests/runit.MultipleAssetsOptions.R |only fExoticOptions-270.73/fExoticOptions/inst/unitTests/runit.MultipleExercisesOptions.R |only 21 files changed, 667 insertions(+), 664 deletions(-)
More information about fExoticOptions at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others. See the SOURCE file
Title: Economic and Financial Data Sets
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fEcofin versions 270.73 dated 2008-05-13 and 270.74 dated 2008-10-23
fEcofin-270.73/fEcofin/inst/doc |only fEcofin-270.74/fEcofin/DESCRIPTION | 10 +++++----- fEcofin-270.74/fEcofin/R/zzz.R | 35 ++++++++++++++++++----------------- 3 files changed, 23 insertions(+), 22 deletions(-)
More information about fEcofin at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Rmetrics - Dependence Structures with Copulas
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fCopulae versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fCopulae-260.72/fCopulae/inst/doc |only fCopulae-260.72/fCopulae/inst/unitTests/runitArchimedeanCopulae.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitArchimedeanDependency.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitArchimedeanGenerator.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitArchimedeanModelling.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitCopulaClass.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitEllipticalCopulae.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitEllipticalDependency.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitEllipticalGenerator.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitEllipticalModelling.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitEmpiricalCopulae.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitExtremeValueCopulae.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitExtremeValueDependency.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitExtremeValueModelling.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitExtrmeValueGenerator.R |only fCopulae-260.72/fCopulae/inst/unitTests/runitMixedCopulae.R |only fCopulae-270.73/fCopulae/DESCRIPTION | 32 fCopulae-270.73/fCopulae/R/ArchimedeanCopulae.R | 6 fCopulae-270.73/fCopulae/R/ArchimedeanGenerator.R | 2018 +++++----- fCopulae-270.73/fCopulae/R/ArchimedeanSlider.R | 16 fCopulae-270.73/fCopulae/R/CopulaeClass.R | 122 fCopulae-270.73/fCopulae/R/EllipticalCopulae.R | 579 +- fCopulae-270.73/fCopulae/R/EllipticalGenerator.R | 979 ++-- fCopulae-270.73/fCopulae/R/ExtremeValueCopulae.R | 463 +- fCopulae-270.73/fCopulae/R/ExtremeValueDependency.R | 171 fCopulae-270.73/fCopulae/R/ExtremeValueGenerator.R | 341 - fCopulae-270.73/fCopulae/R/MixedCopulae.R | 411 +- fCopulae-270.73/fCopulae/R/biv-binning.R |only fCopulae-270.73/fCopulae/R/biv-density.R |only fCopulae-270.73/fCopulae/R/biv-gridding.R |only fCopulae-270.73/fCopulae/R/bv-dcauchy.R |only fCopulae-270.73/fCopulae/R/bv-delliptical.R |only fCopulae-270.73/fCopulae/R/bv-dnorm.R |only fCopulae-270.73/fCopulae/R/bv-dt.R |only fCopulae-270.73/fCopulae/R/fCopulaeEnv.R |only fCopulae-270.73/fCopulae/R/mv-distributions.R |only fCopulae-270.73/fCopulae/R/mv-dsnorm.R |only fCopulae-270.73/fCopulae/R/mv-dst.R |only fCopulae-270.73/fCopulae/R/zzz.R | 46 fCopulae-270.73/fCopulae/inst/unitTests/Makefile | 10 fCopulae-270.73/fCopulae/inst/unitTests/runTests.R | 34 fCopulae-270.73/fCopulae/inst/unitTests/runit.ArchimedeanCopulae.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.ArchimedeanDependency.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.ArchimedeanGenerator.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.ArchimedeanModelling.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.BivariateBinning.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.BivariateDistributions.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.BivariateGridding.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.CopulaClass.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.EllipticalCopulae.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.EllipticalDependency.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.EllipticalGenerator.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.EllipticalModelling.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.EmpiricalCopulae.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.ExtremeValueCopulae.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.ExtremeValueDependency.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.ExtremeValueModelling.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.ExtrmeValueGenerator.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.MixedCopulae.R |only fCopulae-270.73/fCopulae/inst/unitTests/runit.MultivariateDistributions.R |only fCopulae-270.73/fCopulae/man/ArchimedeanCopulae.Rd | 16 fCopulae-270.73/fCopulae/man/ArchimedeanDependency.Rd | 14 fCopulae-270.73/fCopulae/man/ArchimedeanGenerator.Rd | 4 fCopulae-270.73/fCopulae/man/ArchimedeanModelling.Rd | 14 fCopulae-270.73/fCopulae/man/CopulaeClass.Rd | 3 fCopulae-270.73/fCopulae/man/EllipticalCopulae.Rd | 2 fCopulae-270.73/fCopulae/man/EllipticalDependency.Rd | 2 fCopulae-270.73/fCopulae/man/EllipticalGenerator.Rd | 4 fCopulae-270.73/fCopulae/man/EllipticalModelling.Rd | 2 fCopulae-270.73/fCopulae/man/EmpiricalCopulae.Rd | 16 fCopulae-270.73/fCopulae/man/ExtremeValueCopulae.Rd | 4 fCopulae-270.73/fCopulae/man/ExtremeValueDependency.Rd | 4 fCopulae-270.73/fCopulae/man/ExtremeValueGenerator.Rd | 4 fCopulae-270.73/fCopulae/man/ExtremeValueModelling.Rd | 4 fCopulae-270.73/fCopulae/man/cauchy2d.Rd |only fCopulae-270.73/fCopulae/man/density2.Rd |only fCopulae-270.73/fCopulae/man/elliptical2d.Rd |only fCopulae-270.73/fCopulae/man/gridData.Rd |only fCopulae-270.73/fCopulae/man/mvdist.Rd |only fCopulae-270.73/fCopulae/man/norm2d.Rd |only fCopulae-270.73/fCopulae/man/squareBinning.Rd |only fCopulae-270.73/fCopulae/man/t2d.Rd |only 82 files changed, 2662 insertions(+), 2659 deletions(-)
More information about fCopulae at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz, Yohan Chalabi
Title: Chronological and Calendarical Objects
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fCalendar versions 270.75 dated 2008-06-03 and 270.76 dated 2008-10-23
fCalendar-270.75/fCalendar/inst/doc |only fCalendar-270.76/fCalendar/DESCRIPTION | 8 ++++---- fCalendar-270.76/fCalendar/R/zzz.R | 23 +++++++++++++---------- 3 files changed, 17 insertions(+), 14 deletions(-)
More information about fCalendar at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Bonds and Interest Rate Models
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fBonds versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fBonds-260.72/fBonds/inst/doc |only fBonds-260.72/fBonds/inst/unitTests |only fBonds-270.73/fBonds/DESCRIPTION | 32 ++++++++++++++++---------------- fBonds-270.73/fBonds/R/zzz.R | 6 ++---- 4 files changed, 18 insertions(+), 20 deletions(-)
More information about fBonds at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Rmetrics - Markets and Basic Statistics
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fBasics versions 260.72 dated 2007-10-08 and 280.73 dated 2008-10-23
fBasics-260.72/fBasics/R/DistributionFits.R |only fBasics-260.72/fBasics/R/HyperbolicDistribution.R |only fBasics-260.72/fBasics/R/JarqueBeraPValues.R |only fBasics-260.72/fBasics/R/ReturnSeriesBasics.R |only fBasics-260.72/fBasics/R/StableDistribution.R |only fBasics-260.72/fBasics/R/StylizedFacts.R |only fBasics-260.72/fBasics/R/TwoSampleTests.R |only fBasics-260.72/fBasics/inst/doc |only fBasics-260.72/fBasics/inst/unitTests/runitDistributionFits.R |only fBasics-260.72/fBasics/inst/unitTests/runitHyperbolicDistribution.R |only fBasics-260.72/fBasics/inst/unitTests/runitJarqueBeraPValues.R |only fBasics-260.72/fBasics/inst/unitTests/runitNormalityTests.R |only fBasics-260.72/fBasics/inst/unitTests/runitReturnSeriesBasics.R |only fBasics-260.72/fBasics/inst/unitTests/runitStableDistribution.R |only fBasics-260.72/fBasics/inst/unitTests/runitStylizedFacts.R |only fBasics-260.72/fBasics/inst/unitTests/runitTwoSampleTests.R |only fBasics-260.72/fBasics/man/HyperbolicDistribution.Rd |only fBasics-260.72/fBasics/man/ReturnSeriesBasics.Rd |only fBasics-260.72/fBasics/man/StylizedFacts.Rd |only fBasics-260.72/fBasics/man/TwoSampleTests.Rd |only fBasics-280.73/fBasics/DESCRIPTION | 33 fBasics-280.73/fBasics/NAMESPACE |only fBasics-280.73/fBasics/R/00fBasics-Package.R |only fBasics-280.73/fBasics/R/Heaviside.R |only fBasics-280.73/fBasics/R/HeavisideSlider.R |only fBasics-280.73/fBasics/R/NormalityTests.R | 340 ++++------ fBasics-280.73/fBasics/R/Sys.putenv.R |only fBasics-280.73/fBasics/R/acfPlot.R |only fBasics-280.73/fBasics/R/akimaInterp.R |only fBasics-280.73/fBasics/R/as.matrix.ts.R |only fBasics-280.73/fBasics/R/baseMethods.R |only fBasics-280.73/fBasics/R/basicStats.R |only fBasics-280.73/fBasics/R/boxPlot.R |only fBasics-280.73/fBasics/R/characterTable.R |only fBasics-280.73/fBasics/R/colIds.R |only fBasics-280.73/fBasics/R/colVec.R |only fBasics-280.73/fBasics/R/colorLocator.R |only fBasics-280.73/fBasics/R/colorPalette.R |only fBasics-280.73/fBasics/R/colorTable.R |only fBasics-280.73/fBasics/R/correlationTest.R |only fBasics-280.73/fBasics/R/decor.R |only fBasics-280.73/fBasics/R/distCheck.R |only fBasics-280.73/fBasics/R/fDISTFIT.R |only fBasics-280.73/fBasics/R/fHTEST.R |only fBasics-280.73/fBasics/R/getS4.R |only fBasics-280.73/fBasics/R/gh.R |only fBasics-280.73/fBasics/R/ghFit.R |only fBasics-280.73/fBasics/R/ghMode.R |only fBasics-280.73/fBasics/R/ghSlider.R |only fBasics-280.73/fBasics/R/ght.R |only fBasics-280.73/fBasics/R/ghtFit.R |only fBasics-280.73/fBasics/R/gridVector.R |only fBasics-280.73/fBasics/R/hilbert.R |only fBasics-280.73/fBasics/R/histPlot.R |only fBasics-280.73/fBasics/R/hyp.R |only fBasics-280.73/fBasics/R/hypFit.R |only fBasics-280.73/fBasics/R/hypMode.R |only fBasics-280.73/fBasics/R/hypSlider.R |only fBasics-280.73/fBasics/R/interactivePlot.R |only fBasics-280.73/fBasics/R/inv.R |only fBasics-280.73/fBasics/R/jbALM.R |only fBasics-280.73/fBasics/R/jbLM.R |only fBasics-280.73/fBasics/R/jbTable.R |only fBasics-280.73/fBasics/R/krigeInterp.R |only fBasics-280.73/fBasics/R/kron.R |only fBasics-280.73/fBasics/R/ks2Test.R |only fBasics-280.73/fBasics/R/lcg.R |only fBasics-280.73/fBasics/R/linearInterp.R |only fBasics-280.73/fBasics/R/listDescription.R |only fBasics-280.73/fBasics/R/listFunctions.R |only fBasics-280.73/fBasics/R/listIndex.R |only fBasics-280.73/fBasics/R/locationTest.R |only fBasics-280.73/fBasics/R/maxdd.R |only fBasics-280.73/fBasics/R/nFit.R |only fBasics-280.73/fBasics/R/nig.R |only fBasics-280.73/fBasics/R/nigFit.R |only fBasics-280.73/fBasics/R/nigShapeTriangle.R |only fBasics-280.73/fBasics/R/nigSlider.R |only fBasics-280.73/fBasics/R/norm.R |only fBasics-280.73/fBasics/R/normalTest.R |only fBasics-280.73/fBasics/R/pascal.R |only fBasics-280.73/fBasics/R/pdl.R |only fBasics-280.73/fBasics/R/plot.R |only fBasics-280.73/fBasics/R/positiveDefinite.R |only fBasics-280.73/fBasics/R/print.R |only fBasics-280.73/fBasics/R/qqPlot.R |only fBasics-280.73/fBasics/R/returnSeriesGUI.R |only fBasics-280.73/fBasics/R/rgb.R |only fBasics-280.73/fBasics/R/rk.R |only fBasics-280.73/fBasics/R/rowStats.R |only fBasics-280.73/fBasics/R/scaleTest.R |only fBasics-280.73/fBasics/R/scalinglawPlot.R |only fBasics-280.73/fBasics/R/seriesPlot.R |only fBasics-280.73/fBasics/R/sliderMenu.R |only fBasics-280.73/fBasics/R/stable.R |only fBasics-280.73/fBasics/R/stableFit.R |only fBasics-280.73/fBasics/R/stableSlider.R |only fBasics-280.73/fBasics/R/stylizedFactsGUI.R |only fBasics-280.73/fBasics/R/subPlot.R |only fBasics-280.73/fBasics/R/subStars.R |only fBasics-280.73/fBasics/R/symbolTable.R |only fBasics-280.73/fBasics/R/tFit.R |only fBasics-280.73/fBasics/R/tr.R |only fBasics-280.73/fBasics/R/triang.R |only fBasics-280.73/fBasics/R/tslag.R |only fBasics-280.73/fBasics/R/unitTest.R |only fBasics-280.73/fBasics/R/unitrootNA.R |only fBasics-280.73/fBasics/R/varianceTest.R |only fBasics-280.73/fBasics/R/vec.R |only fBasics-280.73/fBasics/R/zzz.R | 42 - fBasics-280.73/fBasics/inst/unitTests/HeavisideSlider.R |only fBasics-280.73/fBasics/inst/unitTests/Makefile | 10 fBasics-280.73/fBasics/inst/unitTests/runTests.R | 34 - fBasics-280.73/fBasics/inst/unitTests/runit.DistributionFits.R |only fBasics-280.73/fBasics/inst/unitTests/runit.Heaviside.R |only fBasics-280.73/fBasics/inst/unitTests/runit.HyperbolicDistribution.R |only fBasics-280.73/fBasics/inst/unitTests/runit.JarqueBeraPValues.R |only fBasics-280.73/fBasics/inst/unitTests/runit.NormalityTests.R |only fBasics-280.73/fBasics/inst/unitTests/runit.ReturnSeriesBasics.R |only fBasics-280.73/fBasics/inst/unitTests/runit.StableDistribution.R |only fBasics-280.73/fBasics/inst/unitTests/runit.StylizedFacts.R |only fBasics-280.73/fBasics/inst/unitTests/runit.Sys.putenv.R |only fBasics-280.73/fBasics/inst/unitTests/runit.TwoSampleTests.R |only fBasics-280.73/fBasics/inst/unitTests/runit.akimaInterp.R |only fBasics-280.73/fBasics/inst/unitTests/runit.as.matrix.ts.R |only fBasics-280.73/fBasics/inst/unitTests/runit.asPOSIXlt.R |only fBasics-280.73/fBasics/inst/unitTests/runit.baseMethods.R |only fBasics-280.73/fBasics/inst/unitTests/runit.characterTable.R |only fBasics-280.73/fBasics/inst/unitTests/runit.colStats.R |only fBasics-280.73/fBasics/inst/unitTests/runit.colorLocator.R |only fBasics-280.73/fBasics/inst/unitTests/runit.colorPalette.R |only fBasics-280.73/fBasics/inst/unitTests/runit.colorTable.R |only fBasics-280.73/fBasics/inst/unitTests/runit.decor.R |only fBasics-280.73/fBasics/inst/unitTests/runit.description.R |only fBasics-280.73/fBasics/inst/unitTests/runit.distCheck.R |only fBasics-280.73/fBasics/inst/unitTests/runit.fHTEST.R |only fBasics-280.73/fBasics/inst/unitTests/runit.getS4.R |only fBasics-280.73/fBasics/inst/unitTests/runit.gridVector.R |only fBasics-280.73/fBasics/inst/unitTests/runit.interactivePlot.R |only fBasics-280.73/fBasics/inst/unitTests/runit.julian.R |only fBasics-280.73/fBasics/inst/unitTests/runit.krigeInterp.R |only fBasics-280.73/fBasics/inst/unitTests/runit.kurtosis.R |only fBasics-280.73/fBasics/inst/unitTests/runit.lcg.R |only fBasics-280.73/fBasics/inst/unitTests/runit.linearInterp.R |only fBasics-280.73/fBasics/inst/unitTests/runit.listDescription.R |only fBasics-280.73/fBasics/inst/unitTests/runit.listFunctions.R |only fBasics-280.73/fBasics/inst/unitTests/runit.listIndex.R |only fBasics-280.73/fBasics/inst/unitTests/runit.matrixAddon.R |only fBasics-280.73/fBasics/inst/unitTests/runit.plot.R |only fBasics-280.73/fBasics/inst/unitTests/runit.print.R |only fBasics-280.73/fBasics/inst/unitTests/runit.rgb.R |only fBasics-280.73/fBasics/inst/unitTests/runit.rowStats.R |only fBasics-280.73/fBasics/inst/unitTests/runit.skewness.R |only fBasics-280.73/fBasics/inst/unitTests/runit.sliderMenu.R |only fBasics-280.73/fBasics/inst/unitTests/runit.subPlot.R |only fBasics-280.73/fBasics/inst/unitTests/runit.subStars.R |only fBasics-280.73/fBasics/inst/unitTests/runit.symbolTable.R |only fBasics-280.73/fBasics/inst/unitTests/runit.unitrootNA.R |only fBasics-280.73/fBasics/man/00fBasics-package.Rd |only fBasics-280.73/fBasics/man/00fUtilities-package.Rd |only fBasics-280.73/fBasics/man/DistributionFits.Rd | 58 - fBasics-280.73/fBasics/man/Heaviside.Rd |only fBasics-280.73/fBasics/man/StableDistribution.Rd | 1 fBasics-280.73/fBasics/man/acfPlot.Rd |only fBasics-280.73/fBasics/man/akimaInterp.Rd |only fBasics-280.73/fBasics/man/baseMethods.Rd |only fBasics-280.73/fBasics/man/basicStats.Rd |only fBasics-280.73/fBasics/man/boxPlot.Rd |only fBasics-280.73/fBasics/man/characterTable.Rd |only fBasics-280.73/fBasics/man/colIds.Rd |only fBasics-280.73/fBasics/man/colVec.Rd |only fBasics-280.73/fBasics/man/colorLocator.Rd |only fBasics-280.73/fBasics/man/colorPalette.Rd |only fBasics-280.73/fBasics/man/colorTable.Rd |only fBasics-280.73/fBasics/man/correlationTest.Rd |only fBasics-280.73/fBasics/man/decor.Rd |only fBasics-280.73/fBasics/man/distCheck.Rd |only fBasics-280.73/fBasics/man/fHTEST.Rd |only fBasics-280.73/fBasics/man/getS4.Rd |only fBasics-280.73/fBasics/man/gh.Rd |only fBasics-280.73/fBasics/man/ghFit.Rd |only fBasics-280.73/fBasics/man/ghMode.Rd |only fBasics-280.73/fBasics/man/ghSlider.Rd |only fBasics-280.73/fBasics/man/ght.Rd |only fBasics-280.73/fBasics/man/ghtFit.Rd |only fBasics-280.73/fBasics/man/gridVector.Rd |only fBasics-280.73/fBasics/man/hilbert.Rd |only fBasics-280.73/fBasics/man/histPlot.Rd |only fBasics-280.73/fBasics/man/hyp.Rd |only fBasics-280.73/fBasics/man/hypFit.Rd |only fBasics-280.73/fBasics/man/hypMode.Rd |only fBasics-280.73/fBasics/man/hypSlider.Rd |only fBasics-280.73/fBasics/man/interactivePlot.Rd |only fBasics-280.73/fBasics/man/inv.Rd |only fBasics-280.73/fBasics/man/krigeInterp.Rd |only fBasics-280.73/fBasics/man/kron.Rd |only fBasics-280.73/fBasics/man/ks2Test.Rd |only fBasics-280.73/fBasics/man/lcg.Rd |only fBasics-280.73/fBasics/man/linearInterp.Rd |only fBasics-280.73/fBasics/man/listDescription.Rd |only fBasics-280.73/fBasics/man/listFunctions.Rd |only fBasics-280.73/fBasics/man/listIndex.Rd |only fBasics-280.73/fBasics/man/locationTest.Rd |only fBasics-280.73/fBasics/man/maxdd.Rd |only fBasics-280.73/fBasics/man/nig.Rd |only fBasics-280.73/fBasics/man/nigShapeTriangle.Rd |only fBasics-280.73/fBasics/man/nigSlider.Rd |only fBasics-280.73/fBasics/man/norm.Rd |only fBasics-280.73/fBasics/man/pascal.Rd |only fBasics-280.73/fBasics/man/pdl.Rd |only fBasics-280.73/fBasics/man/positiveDefinite.Rd |only fBasics-280.73/fBasics/man/print.Rd |only fBasics-280.73/fBasics/man/qqPlot.Rd |only fBasics-280.73/fBasics/man/returnSeriesGUI.Rd |only fBasics-280.73/fBasics/man/rk.Rd |only fBasics-280.73/fBasics/man/rowStats.Rd |only fBasics-280.73/fBasics/man/scaleTest.Rd |only fBasics-280.73/fBasics/man/scalinglawPlot.Rd |only fBasics-280.73/fBasics/man/seriesPlot.Rd |only fBasics-280.73/fBasics/man/symbolTable.Rd |only fBasics-280.73/fBasics/man/tr.Rd |only fBasics-280.73/fBasics/man/triang.Rd |only fBasics-280.73/fBasics/man/tslag.Rd |only fBasics-280.73/fBasics/man/varianceTest.Rd |only fBasics-280.73/fBasics/man/vec.Rd |only 225 files changed, 237 insertions(+), 281 deletions(-)
More information about fBasics at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: Rmetrics - Assets Selection and Modelling
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fAssets versions 260.72 dated 2007-10-08 and 280.73 dated 2008-10-23
fAssets-260.72/fAssets/R/AssetsExampleData.R |only fAssets-260.72/fAssets/R/AssetsMeanCov.R |only fAssets-260.72/fAssets/R/AssetsModelling.R |only fAssets-260.72/fAssets/R/AssetsPlots.R |only fAssets-260.72/fAssets/R/AssetsSelection.R |only fAssets-260.72/fAssets/R/AssetsTests.R |only fAssets-260.72/fAssets/R/Correllogram.R |only fAssets-260.72/fAssets/R/LowerPartialMoments.R |only fAssets-260.72/fAssets/R/MeanCovBuiltin.R |only fAssets-260.72/fAssets/R/MinSpanningTree.R |only fAssets-260.72/fAssets/inst/doc |only fAssets-260.72/fAssets/inst/unitTests/runitAssetsMeanCov.R |only fAssets-260.72/fAssets/inst/unitTests/runitAssetsModelling.R |only fAssets-260.72/fAssets/inst/unitTests/runitAssetsPlots.R |only fAssets-260.72/fAssets/inst/unitTests/runitAssetsSelection.R |only fAssets-260.72/fAssets/inst/unitTests/runitAssetsTests.R |only fAssets-260.72/fAssets/inst/unitTests/runitLowerPartialMoments.R |only fAssets-260.72/fAssets/man/AssetsMeanCov.Rd |only fAssets-260.72/fAssets/man/AssetsModelling.Rd |only fAssets-260.72/fAssets/man/AssetsPlots.Rd |only fAssets-260.72/fAssets/man/AssetsSelection.Rd |only fAssets-260.72/fAssets/man/AssetsTests.Rd |only fAssets-260.72/fAssets/man/LowerPartialMoments.Rd |only fAssets-280.73/fAssets/DESCRIPTION | 32 +++--- fAssets-280.73/fAssets/NAMESPACE |only fAssets-280.73/fAssets/R/VaRModelling.R |only fAssets-280.73/fAssets/R/assetsArrange.R |only fAssets-280.73/fAssets/R/assetsFit.R |only fAssets-280.73/fAssets/R/assetsLPM.R |only fAssets-280.73/fAssets/R/assetsMeanCov.R |only fAssets-280.73/fAssets/R/assetsSelect.R |only fAssets-280.73/fAssets/R/assetsSim.R |only fAssets-280.73/fAssets/R/assetsStats.R |only fAssets-280.73/fAssets/R/assetsTest.R |only fAssets-280.73/fAssets/R/builtin-corpcor.R |only fAssets-280.73/fAssets/R/builtin-covRobust.R |only fAssets-280.73/fAssets/R/builtin-energy.R |only fAssets-280.73/fAssets/R/builtin-mst.R |only fAssets-280.73/fAssets/R/buitin-corrgram.R |only fAssets-280.73/fAssets/R/exampleCovData.R |only fAssets-280.73/fAssets/R/fixBinHistogram.R |only fAssets-280.73/fAssets/R/outlierDetection.R |only fAssets-280.73/fAssets/R/plot-boxplot.R |only fAssets-280.73/fAssets/R/plot-correlation.R |only fAssets-280.73/fAssets/R/plot-covEllipses.R |only fAssets-280.73/fAssets/R/plot-hist.R |only fAssets-280.73/fAssets/R/plot-histPairs.R |only fAssets-280.73/fAssets/R/plot-minSpanTree.R |only fAssets-280.73/fAssets/R/plot-pairs.R |only fAssets-280.73/fAssets/R/plot-qqplot.R |only fAssets-280.73/fAssets/R/plot-risk.R |only fAssets-280.73/fAssets/R/plot-series.R |only fAssets-280.73/fAssets/R/plot-similarity.R |only fAssets-280.73/fAssets/R/plot-stars.R |only fAssets-280.73/fAssets/R/zzz.R | 50 ++++------ fAssets-280.73/fAssets/inst/unitTests/Makefile | 10 +- fAssets-280.73/fAssets/inst/unitTests/runTests.R | 34 +++--- fAssets-280.73/fAssets/inst/unitTests/runit.AssetsFit.R |only fAssets-280.73/fAssets/inst/unitTests/runit.AssetsMeanCov.R |only fAssets-280.73/fAssets/inst/unitTests/runit.AssetsPlots.R |only fAssets-280.73/fAssets/inst/unitTests/runit.AssetsSelect.R |only fAssets-280.73/fAssets/inst/unitTests/runit.AssetsTests.R |only fAssets-280.73/fAssets/inst/unitTests/runit.LowerPartialMoments.R |only fAssets-280.73/fAssets/man/VaRModelling.Rd |only fAssets-280.73/fAssets/man/assetsFit.Rd |only fAssets-280.73/fAssets/man/assetsLPM.Rd |only fAssets-280.73/fAssets/man/assetsMeanCov.Rd |only fAssets-280.73/fAssets/man/assetsSelect.Rd |only fAssets-280.73/fAssets/man/assetsStats.Rd |only fAssets-280.73/fAssets/man/assetsTest.Rd |only fAssets-280.73/fAssets/man/boxPlot.Rd |only fAssets-280.73/fAssets/man/covEllipsesPlot.Rd |only fAssets-280.73/fAssets/man/pairsPlot.Rd |only fAssets-280.73/fAssets/man/seriesPlot.Rd |only fAssets-280.73/fAssets/man/similarityPlot.Rd |only fAssets-280.73/fAssets/man/starsPlot.Rd |only fAssets-280.73/fAssets/src/energy.c | 8 + 77 files changed, 64 insertions(+), 70 deletions(-)
More information about fAssets at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: EBM and Asian Option Valuation
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fAsianOptions versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fAsianOptions-260.72/fAsianOptions/inst/doc |only fAsianOptions-260.72/fAsianOptions/inst/unitTests/runitBesselFunctions.R |only fAsianOptions-260.72/fAsianOptions/inst/unitTests/runitEBMAsianOptions.R |only fAsianOptions-260.72/fAsianOptions/inst/unitTests/runitEBMDistribution.R |only fAsianOptions-260.72/fAsianOptions/inst/unitTests/runitGammaFunctions.R |only fAsianOptions-260.72/fAsianOptions/inst/unitTests/runitHypergeometricFunctions.R |only fAsianOptions-270.73/fAsianOptions/DESCRIPTION | 32 ++++---- fAsianOptions-270.73/fAsianOptions/R/zzz.R | 35 +++------ fAsianOptions-270.73/fAsianOptions/inst/unitTests/Makefile | 10 +- fAsianOptions-270.73/fAsianOptions/inst/unitTests/runTests.R | 36 +++++----- fAsianOptions-270.73/fAsianOptions/inst/unitTests/runit.BesselFunctions.R |only fAsianOptions-270.73/fAsianOptions/inst/unitTests/runit.EBMAsianOptions.R |only fAsianOptions-270.73/fAsianOptions/inst/unitTests/runit.EBMDistribution.R |only fAsianOptions-270.73/fAsianOptions/inst/unitTests/runit.GammaFunctions.R |only fAsianOptions-270.73/fAsianOptions/inst/unitTests/runit.HypergeometricFunctions.R |only 15 files changed, 54 insertions(+), 59 deletions(-)
More information about fAsianOptions at CRAN
Path: /cran/updated | permanent link
Author: Diethelm Wuertz and many others, see the SOURCE file
Title: ARMA Time Series Modelling
Description: Environment for teaching "Financial Engineering and Computational Finance"
Diff between fArma versions 260.72 dated 2007-10-08 and 270.73 dated 2008-10-23
fArma-260.72/fArma/R/arfimaOx.R |only fArma-260.72/fArma/inst/doc |only fArma-260.72/fArma/inst/unitTests/runitArfimaOxInterface.R |only fArma-260.72/fArma/inst/unitTests/runitArmaModelling.R |only fArma-260.72/fArma/inst/unitTests/runitArmaStatistics.R |only fArma-260.72/fArma/inst/unitTests/runitLongRangeModelling.R |only fArma-260.72/fArma/inst/unitTests/runitLongRangeStatistics.R |only fArma-260.72/fArma/man/ArfimaOxInterface.Rd |only fArma-270.73/fArma/DESCRIPTION | 32 fArma-270.73/fArma/R/armaFit.R | 308 +-- fArma-270.73/fArma/R/armaPredict.R | 118 - fArma-270.73/fArma/R/armaReport.R | 250 +- fArma-270.73/fArma/R/armaSim.R | 115 - fArma-270.73/fArma/R/farimaStats.R | 126 - fArma-270.73/fArma/R/fbmSim.R | 214 +- fArma-270.73/fArma/R/fgnSim.R | 172 - fArma-270.73/fArma/R/fgnStats.R | 112 - fArma-270.73/fArma/R/hurst.R | 499 ++--- fArma-270.73/fArma/R/modelSeries.R | 27 fArma-270.73/fArma/R/wavelet.R | 538 +++--- fArma-270.73/fArma/R/whittle.R | 443 ++--- fArma-270.73/fArma/R/zzz.R | 16 fArma-270.73/fArma/inst/unitTests/Makefile | 10 fArma-270.73/fArma/inst/unitTests/runTests.R | 34 fArma-270.73/fArma/inst/unitTests/runit.ArmaModelling.R |only fArma-270.73/fArma/inst/unitTests/runit.ArmaStatistics.R |only fArma-270.73/fArma/inst/unitTests/runit.LongRangeModelling.R |only fArma-270.73/fArma/inst/unitTests/runit.LongRangeStatistics.R |only fArma-270.73/fArma/man/ArmaInterface.Rd | 880 ++++------ fArma-270.73/fArma/man/LrdModelling.Rd | 3 30 files changed, 1941 insertions(+), 1956 deletions(-)
More information about fArma at CRAN
Path: /cran/updated | permanent link
Author: Gemechis Dilba, Mario Hasler, Daniel Gerhard, Frank Schaarschmidt
Title: Inferences for ratios of coefficients in the general linear model
Description: With this package, it is possible to perform (simultaneous) inferences for ratios of linear combinations of coefficients in the
general linear model. In particular, tests and confidence interval estimations for ratios of
treatment means in the normal one-way layout and confidence interval estimations like in (multiple) slope ratio
and parallel line assays can be carried out. Moreover, it is possible to calculate the sample sizes required in comparisons
with a control based on relative margins. For the simple two-sample problem, functions for a t-test for ratio-formatted
hypotheses and the corresponding Fieller confidence interval are provided assuming homogeneous or heterogeneous group variances.
Diff between mratios versions 1.3.8 dated 2008-06-10 and 1.3.9 dated 2008-10-23
DESCRIPTION | 8 ++++---- NAMESPACE | 1 + R/gsci.ratio.R |only man/gsci.ratio.Rd |only 4 files changed, 5 insertions(+), 4 deletions(-)
More information about mratios at CRAN
Path: /cran/updated | permanent link
Author: Sebastian P. Luque
Diff between diveMove versions 0.9.1 dated 2008-06-13 and 0.9.2 dated 2008-10-23
More information about diveMove at CRAN
Title: Dive analysis and calibration
Description: Functions to filter and summarize time-depth recorder (TDR)
data, and miscellaneous functions for handling location data.
diveMove-0.9.1/diveMove/inst/doc/Makefile |only
diveMove-0.9.1/diveMove/inst/doc/Rplots.pdf |only
diveMove-0.9.1/diveMove/inst/doc/diveMove.Rnw |only
diveMove-0.9.1/diveMove/inst/doc/diveMove.tex |only
diveMove-0.9.2/diveMove/ChangeLog | 15 +++++++++++++++
diveMove-0.9.2/diveMove/DESCRIPTION | 4 ++--
diveMove-0.9.2/diveMove/R/diveStats.R | 4 ++--
diveMove-0.9.2/diveMove/README | 9 ++++++++-
diveMove-0.9.2/diveMove/inst/doc/diveMove.pdf |binary
9 files changed, 27 insertions(+), 5 deletions(-)
Path: /cran/updated | permanent link
Author: Original Matlab routines by C.J.F. ter Braak and A.P. Schaffers. R port by Gavin L. Simpson.
Function simpls based on simpls.fit (package pls) by Ron Wehrens and Bjorn-Helge Mevik.
Title: Co-correspondence analysis methods
Description: Fits predictive and symmetric co-correspondence analysis (CoCA) models to relate one data matrix
to another data matrix. More specifically, CoCA maximises the weighted covariance
between the weighted averaged species scores of one community and the weighted averaged species
scores of another community. CoCA attempts to find patterns that are common to both communitities.
Diff between cocorresp versions 0.1-6 dated 2007-12-14 and 0.1-7 dated 2008-10-23
cocorresp-0.1-6/cocorresp/R/pasteCall.R |only cocorresp-0.1-6/cocorresp/man/pasteCall.Rd |only cocorresp-0.1-7/cocorresp/DESCRIPTION | 6 +++--- cocorresp-0.1-7/cocorresp/inst/ChangeLog | 11 ++++++++++- cocorresp-0.1-7/cocorresp/man/permutest.coca.Rd | 2 +- 5 files changed, 14 insertions(+), 5 deletions(-)
More information about cocorresp at CRAN
Path: /cran/updated | permanent link
Author: John Fox
Diff between car versions 1.2-8 dated 2008-04-20 and 1.2-9 dated 2008-10-23
More information about car at CRAN
Title: Companion to Applied Regression
Description:
This package accompanies J. Fox, An R and S-PLUS Companion to Applied Regression,
Sage, 2002.
The package contains mostly functions for applied regression, linear models, and
generalized linear models, with an emphasis on regression diagnostics, particularly
graphical diagnostic methods. There are also some utility functions.
With some exceptions, I have tried not to duplicate capabilities in the basic distribution of R,
nor in widely used packages. Where relevant, the functions in car are consistent with
na.action = na.omit or na.exclude.
.project |only
DESCRIPTION | 6 -
R/linear.hypothesis.R | 166 ++++++++++++++++++++++++-----------------------
R/scatterplot.R | 9 +-
inst/CHANGES | 14 +++
man/linear.hypothesis.Rd | 8 +-
man/scatterplot.Rd | 7 +
7 files changed, 114 insertions(+), 96 deletions(-)
Path: /cran/updated | permanent link
Author: Clement Calenge, contributions from Mathieu Basille, Stephane Dray and Scott Fortmann-Roe
Title: Analysis of habitat selection by animals
Description: A collection of tools for the analysis of habitat selection by animals
Diff between adehabitat versions 1.7.3 dated 2008-10-07 and 1.8.0 dated 2008-10-23
CONTENTS | 18 DESCRIPTION | 9 INDEX | 5 R/engen2008.r |only R/findmaxasc.r |only R/getverticeshr.r | 20 R/getvolumeUD.r | 4 R/kernelUD.r | 1 R/kernelbb.r | 1 R/kernelkc.r |only R/simm.levy.r | 4 man/adehabitat-package.Rd | 4 man/compana.Rd | 32 + man/engen2008II.Rd |only man/findmaxasc.Rd |only man/kernelkc.Rd |only man/wi.Rd | 9 src/tests.c | 1166 +++++++++++++++++++++++++++++++++++++++++++++- 18 files changed, 1253 insertions(+), 20 deletions(-)
More information about adehabitat at CRAN
Path: /cran/updated | permanent link
Author: Jasjeet Singh Sekhon
Diff between Matching versions 4.6-2 dated 2008-06-26 and 4.7-3 dated 2008-10-23
More information about Matching at CRAN
Title: Multivariate and Propensity Score Matching with Balance Optimization
Description: Provides functions for multivariate and propensity score matching
and for finding optimal balance based on a genetic search algorithm.
A variety of univariate and multivariate metrics to
determine if balance has been obtained are also provided.
Matching-4.6-2/Matching/man/balanceMV.Rd |only
Matching-4.6-2/Matching/man/summary.balanceMV.Rd |only
Matching-4.7-3/Matching/DESCRIPTION | 6
Matching-4.7-3/Matching/INDEX | 2
Matching-4.7-3/Matching/NAMESPACE | 3
Matching-4.7-3/Matching/R/Matching.R | 414 -------------------
Matching-4.7-3/Matching/demo/DehejiaWahba.R | 2
Matching-4.7-3/Matching/man/GenMatch.Rd | 16
Matching-4.7-3/Matching/man/GerberGreenImai.Rd | 17
Matching-4.7-3/Matching/man/Match.Rd | 16
Matching-4.7-3/Matching/man/MatchBalance.Rd | 43 -
Matching-4.7-3/Matching/man/Matchby.Rd | 16
Matching-4.7-3/Matching/man/balanceUV.Rd | 11
Matching-4.7-3/Matching/man/ks.boot.Rd | 14
Matching-4.7-3/Matching/man/lalonde.Rd | 6
Matching-4.7-3/Matching/man/qqstats.Rd | 16
Matching-4.7-3/Matching/man/summary.Match.Rd | 4
Matching-4.7-3/Matching/man/summary.Matchby.Rd | 4
Matching-4.7-3/Matching/man/summary.balanceUV.Rd | 4
Matching-4.7-3/Matching/man/summary.ks.boot.Rd | 4
Matching-4.7-3/Matching/tests/AbadieImbens.Rout.save | 4
Matching-4.7-3/Matching/tests/DehejiaWahba.Rout.save | 4
Matching-4.7-3/Matching/tests/GenMatch.R | 2
Matching-4.7-3/Matching/tests/GenMatch.Rout.save | 10
Matching-4.7-3/Matching/tests/Matchby.Rout.save | 4
25 files changed, 102 insertions(+), 520 deletions(-)
Path: /cran/updated | permanent link
Author: Frank Schaarschmidt, Daniel Gerhard, Martin Sill
Title: Multiple comparisons using normal approximation
Description: Multiple contrast tests and simultaneous confidence
intervals based on normal approximation. With implementations for
binomial proportions in a 2xk setting (risk difference and odds ratio),
poly-3-adjusted tumour rates, and multiple comparisons of biodiversity indices.
Approximative power calculation for multiple contrast tests of binomial
proportions.
Diff between MCPAN versions 1.1-6 dated 2008-06-10 and 1.1-7 dated 2008-10-23
DESCRIPTION | 6 - R/Shannon.R | 21 +++-- R/Simpson.R | 21 ++--- R/binomORci.R | 88 ++++++++++----------- R/binomRDci.R | 26 +++--- R/binomRDtest.R | 64 +++++++-------- R/binomRRci.R | 80 +++++++++---------- R/mosaicShannonSimpson.R | 44 +++++----- R/plotCI.R | 190 +++++++++++++++++++++++------------------------ R/poly3ci.R | 8 + R/poly3test.R | 8 + R/print.binomORci.R | 6 - R/summary.binomORci.R | 6 - R/summary.binomRDci.R | 6 - R/summary.binomRDtest.R | 6 - R/summary.binomRRci.R | 6 - man/MCPAN-package.Rd | 37 ++++++--- man/Shannonci.Rd | 8 + man/Simpsonci.Rd | 4 man/binomRDci.Rd | 105 ++++++++++++++++++++++++- man/poly3ci.Rd | 53 ++++++++++++- man/poly3test.Rd | 3 22 files changed, 487 insertions(+), 309 deletions(-)
More information about MCPAN at CRAN
Path: /cran/updated | permanent link