Author: David St John
Title: Standard Backtests for Technical Trading Rules in Financial Data
Description: Four core functions evaluate the efficacy of a technical
trading rule. Conditional return statistics, Bootstrap
resampling statistics, Test for data snooping bias among
parameter choices, and Robustness of parameter choices
Diff between ttrTests versions 1.1 dated 2009-09-03 and 1.2 dated 2009-09-29
DESCRIPTION | 8 ++++---- R/dataSnoop.R | 2 +- R/generateSample.R | 9 +++++---- R/nullModel.R | 2 +- man/cReturns.Rd | 2 +- man/dataSnoop.Rd | 2 +- man/defaults.Rd | 2 +- man/deleteNA.Rd | 2 +- man/generateSample.Rd | 8 +++++--- man/indicator.Rd | 2 +- man/macd4.Rd | 2 +- man/nullModel.Rd | 6 +++--- man/paramPersist.Rd | 4 ++-- man/paramStats.Rd | 2 +- man/position.Rd | 2 +- man/returnStats.Rd | 2 +- man/ttrTests-package.Rd | 7 ++++--- 17 files changed, 34 insertions(+), 30 deletions(-)
Author: Peter Humburg
Title: Hidden Markov Models for ChIP-on-Chip Analysis
Description: This package provides methods and classes to build HMMs
that are suitable for the analysis of ChIP-on-chip data. The
provided parameter estimation methods include the Baum-Welch
algorithm and Viterbi training as well as a combination of
both.
Diff between tileHMM versions 1.0-2 dated 2008-08-20 and 1.0-3 dated 2009-09-29
tileHMM-1.0-2/tileHMM/data/simChIP.txt |only tileHMM-1.0-3/tileHMM/DESCRIPTION | 18 +++++++++++------- tileHMM-1.0-3/tileHMM/R/utils.R | 10 ++++++++-- tileHMM-1.0-3/tileHMM/data/simChIP.rda |only tileHMM-1.0-3/tileHMM/man/contHMM-class.Rd | 4 ++-- tileHMM-1.0-3/tileHMM/man/sampleObs.Rd | 4 ++-- tileHMM-1.0-3/tileHMM/man/states.Rd | 2 +- tileHMM-1.0-3/tileHMM/man/tileHMM-package.Rd | 4 ++-- 8 files changed, 26 insertions(+), 16 deletions(-)
Author: Charlie Sharpsteen and Cameron Bracken
Title: A Device for R Graphics Output in PGF/TikZ Format
Description: The TikZ device enables LaTeX-ready output from R graphics
functions. This is done by producing code that can be
understood by the TikZ graphics language. All text in a graphic
output with the tikz() function will can be typeset by LaTeX
and therefore will match whatever fonts are currently used in
the document. This also means that LaTeX mathematics can be
typeset directly into labels and annotations! Graphics
produced this way can also be annotated with custom TikZ
commands.
Diff between tikzDevice versions 0.4.7 dated 2009-09-12 and 0.4.8 dated 2009-09-29
DESCRIPTION | 10 README | 2 inst/doc/tikzDevice.Rnw | 2 inst/doc/tikzDevice.pdf | 4559 +++++++++++++++++++++++------------------- inst/doc/tikzDeviceMacros.tex | 2 5 files changed, 2577 insertions(+), 1998 deletions(-)
Author: Gordon Smyth with contributions from Yifang Hu and Peter Dunn
Title: Statistical Modeling
Description: Various statistical modeling functions including growth
curve comparisons, limiting dilution analysis, mixed linear
models, heteroscedastic regression, Tweedie family generalized
linear models, the inverse-Gaussian distribution and Gauss
quadrature.
Diff between statmod versions 1.4.0 dated 2009-05-06 and 1.4.1 dated 2009-09-29
DESCRIPTION | 8 ++-- R/fitNBP.R | 22 +++++++++-- R/glmgam.R | 4 +- R/invgauss.R | 16 ++++---- R/limdil.R | 91 +++++++++++++++++++++++++++++++++++-------------- inst/doc/changelog.txt | 10 +++++ man/digammaf.Rd | 2 - man/fitNBP.Rd | 4 +- man/gauss.quad.Rd | 2 - man/gauss.quad.prob.Rd | 2 - man/growthcurve.Rd | 2 - man/invgauss.Rd | 3 + man/logmdigamma.Rd | 2 - man/power.Rd | 2 - man/qresiduals.Rd | 2 - man/sage.test.Rd | 2 - man/tweedie.Rd | 2 - 17 files changed, 123 insertions(+), 53 deletions(-)
Author: Thomas Lumley
Diff between rmeta versions 2.15 dated 2009-02-24 and 2.16 dated 2009-09-29
Title: Meta-analysis
Description: Functions for simple fixed and random effects
meta-analysis for two-sample comparisons and cumulative
meta-analyses. Draws standard summary plots, funnel plots, and
computes summaries and tests for association and heterogeneity
Changes | 2 ++
DESCRIPTION | 16 +++++++++-------
R/meta.R | 4 ++--
3 files changed, 13 insertions(+), 9 deletions(-)
Author: Jonathan P. Weeks
Diff between plink versions 1.2-0 dated 2009-08-19 and 1.2-1 dated 2009-09-29
Title: IRT Separate Calibration Linking Methods
Description: This package uses item response theory methods to compute
linking constants and conduct chain linking of unidimensional
or multidimensional tests for multiple groups under a common
item design. The unidimensional methods include the Mean/Mean,
Mean/Sigma, Haebara, and Stocking-Lord methods for dichotomous
(1PL, 2PL and 3PL) and/or polytomous (graded response, partial
credit/generalized partial credit, nominal, and multiple-choice
model) items. The multidimensional methods include the
Reckase-Martineau method and extensions of the Haebara and
Stocking-Lord method using a single dilation parameter,
multiple dilation parameters, or the Oshima, Davey, & Lee
approach for multidimensional extensions of all the
unidimensional dichotomous and polytomous item response models.
The package also includes functions for importing item and/or
ability parameters from common IRT software, conducting IRT
true score and observed score equating, and ploting item
response curves/surfaces, vector plots, and comparison plots
for examining parameter drift.
DESCRIPTION | 10 -
R/classes.R | 2
R/equate.R | 62 +++++-
R/plink.R | 238 +++++++++++++------------
R/plot.R | 473 +++++++++++++++++++++++++++++++++++++++++++-------
R/summary.R | 116 ++++++++++--
inst/NEWS | 44 ++++
man/as.weight.Rd | 9
man/equate-methods.Rd | 2
man/link-class.Rd | 4
man/plink-methods.Rd | 70 ++++---
man/plot.irt.prob.Rd | 11 -
12 files changed, 806 insertions(+), 235 deletions(-)
Author: Christopher Brown
Title: Implements hash/associated arrays/dictionaries
Description: This package implements a data structure similar to hashes
in Perl and dictionaries in Python but with a purposefully R
flavor.
Diff between hash versions 0.40 dated 2009-09-05 and 1.0 dated 2009-09-29
ChangeLog | 14 ++++ DESCRIPTION | 12 +-- R/Class-hash.R |only R/format.R |only R/get.R | 4 + R/hash.R | 167 -------------------------------------------------- R/set.R | 8 +- R/show.R | 24 +------ R/zzz.R | 18 ++++- man/format.Rd |only man/hash-accessors.Rd | 2 man/hash-class.Rd | 2 man/hash-package.Rd | 6 - 13 files changed, 55 insertions(+), 202 deletions(-)
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 290.76 dated 2009-04-16 and 2100.77 dated 2009-09-29
ChangeLog | 23 ----------------------- DESCRIPTION | 10 +++++----- 2 files changed, 5 insertions(+), 28 deletions(-)
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 290.75 dated 2009-04-16 and 2100.76 dated 2009-09-29
ChangeLog | 9 -- DESCRIPTION | 10 +- R/UnitrootTests.R | 6 - R/UnitrootUrcaInterface.R | 170 +++++++++++++++++++++++----------------------- 4 files changed, 93 insertions(+), 102 deletions(-)
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 290.75 dated 2009-04-16 and 2100.76 dated 2009-09-29
ChangeLog | 10 +++------- DESCRIPTION | 10 +++++----- R/TechnicalAnalysis.R | 2 +- inst/unitTests/runit.BenchmarkAnalysis.R | 10 +++++----- inst/unitTests/runit.TechnicalAnalysis.R | 12 ++++++------ man/TechnicalAnalysis.Rd | 2 +- 6 files changed, 21 insertions(+), 25 deletions(-)
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 290.75 dated 2009-04-16 and 2100.76 dated 2009-09-29
ChangeLog | 16 ---------------- DESCRIPTION | 10 +++++----- R/regFit.R | 2 +- man/RegressionTestsInterface.Rd | 4 ++-- 4 files changed, 8 insertions(+), 24 deletions(-)
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 290.75 dated 2009-04-16 and 2100.76 dated 2009-09-29
ChangeLog | 14 -- DESCRIPTION | 10 - R/HestonNandiGarchFit.R | 274 ++++++++++++++++++++++++------------------------ 3 files changed, 142 insertions(+), 156 deletions(-)
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 290.75 dated 2009-04-16 and 2100.76 dated 2009-09-29
ChangeLog | 13 --- DESCRIPTION | 10 +- R/NonLinTests.R | 222 ++++++++++++++++++++++++++++---------------------------- 3 files changed, 116 insertions(+), 129 deletions(-)
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 290.75 dated 2009-04-16 and 2100.76 dated 2009-09-29
ChangeLog | 9 --------- DESCRIPTION | 10 +++++----- R/MultivariateDistributions.R | 2 +- 3 files changed, 6 insertions(+), 15 deletions(-)
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 290.76 dated 2009-04-16 and 2100.77 dated 2009-09-29
ChangeLog | 49 +++++++++++++++---------------------------------- DESCRIPTION | 10 +++++----- 2 files changed, 20 insertions(+), 39 deletions(-)
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 290.75 dated 2009-04-16 and 2100.76 dated 2009-09-29
ChangeLog | 9 --------- DESCRIPTION | 10 +++++----- 2 files changed, 5 insertions(+), 14 deletions(-)
More information about fExoticOptions at CRAN
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 270.74 dated 2009-04-16 and 2100.75 dated 2009-09-29
ChangeLog | 14 -------------- DESCRIPTION | 10 +++++----- R/TermStructure.R | 4 ++-- 3 files changed, 7 insertions(+), 21 deletions(-)
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 290.75 dated 2009-04-16 and 2100.76 dated 2009-09-29
ChangeLog | 13 ------------- DESCRIPTION | 10 +++++----- R/armaFit.R | 2 +- inst/unitTests/runit.ArmaModelling.R | 2 +- man/ArmaInterface.Rd | 2 +- 5 files changed, 8 insertions(+), 21 deletions(-)
Author: Torsten Hothorn, Kurt Hornik, Mark A. van de Wiel and Achim
Zeileis
Title: Conditional Inference Procedures in a Permutation Test Framework
Description: Conditional inference procedures for the general
independence problem including two-sample, K-sample
(non-parametric ANOVA), correlation, censored, ordered and
multivariate problems.
Diff between coin versions 1.0-6 dated 2009-09-08 and 1.0-7 dated 2009-09-29
DESCRIPTION | 8 ++++---- NEWS | 6 ++++++ R/zAccess.R | 22 ++++++++++++++++++++++ inst/doc/LegoCondInf.pdf |binary inst/doc/MAXtest.pdf |binary inst/doc/coin.pdf |binary inst/doc/coin_implementation.pdf |binary man/IndependenceTest.Rd | 2 +- man/NullDistribution-class.Rd | 2 +- man/PermutationDistribution.Rd | 9 ++++++--- man/hohnloser.Rd | 2 +- tests/Examples/coin-Ex.Rout.save | 17 ++++++++++------- tests/bugfixes.R | 11 +++++++++++ tests/bugfixes.Rout.save | 15 +++++++++++++++ tests/regtest_MTP.Rout.save | 13 ++----------- 15 files changed, 79 insertions(+), 28 deletions(-)
Author: Matthias Templ
Title: GUI for clustering data with spatial information
Description: This package can be used for clustering data with spatial
information. Try function GUIspatClust() to run the clustTool
GUI.
Diff between clustTool versions 1.6.1 dated 2009-01-21 and 1.6.4 dated 2009-09-29
.project |only DESCRIPTION | 16 R/GUIspatClust.R | 1110 +++++++++++++++++------------------ R/clust.R | 1389 ++++++++++++++++++++++----------------------- R/clustPlot.R | 314 +++++----- R/plotKola.background.R | 48 - R/prepare.R | 168 ++--- R/print.clust.R | 48 - R/zzz.R | 20 man/GUIspatClust.Rd | 52 - man/clust.Rd | 180 ++--- man/clustPlot.Rd | 81 +- man/clustTool-package.Rd | 93 +-- man/kola.background.Rd | 78 +- man/plotKola.background.Rd | 53 - man/prepare.Rd | 112 +-- man/print.clust.Rd | 40 - 17 files changed, 1908 insertions(+), 1894 deletions(-)
Author: Sanford Weisberg
Diff between alr3 versions 1.1.11 dated 2009-09-08 and 1.1.12 dated 2009-09-29
Title: Methods and data to accompany Applied Linear Regression 3rd
edition
Description: This library is a companion to the textbook S. Weisberg
(2005), "Applied Linear Regression," 3rd edition, Wiley. It
includes all the data sets discussed in the book (except one),
and several few functions that are tailored to the methods
discussed in the book. Ver. 1.0.3 corrects bugs in (1) weights
for POD models; (2) use of 'subset' arguments with boot.case.
Ver. 1.0.4 corrects a few bugs with overparameterized models.
Ver. 1.0.5 changes one default argument. Ver 1.0.6 replaces the
pure.error.anova function so it prints nicer and works with
interactions. Ver 1.0.7 fixes a bug in residual.plots and adds
an additional argument and adds a new function alrweb to access
the website for the book in a browser. Ver 1.0.8 fixed a bug in
delta.method for generalized linear models. Ver 1.0.9 fixes a
bug with Yeo Johnson transformations. Ver 1.1.0 drops the
conf.intervals function in favor of the confint function in
stat, includes several minor bug fixes, and makes the package
fully compatible with version 2.6.0 of R. 1.1.2 corrects a bug
introduced in boot.case. Version 1.1.7 adds a namespace. Ver
1.1.8 fixes more bugs. Ver. 1.1.9 updated the delta.method to
work with a user-supplied estimate of the variance matrix.
1.1.10 removed a conflict with another package. Data files
lightly modified to make some data columns row labels.
alr3-1.1.11/alr3/data/anscombe.txt |only
alr3-1.1.11/alr3/data/longley.txt |only
alr3-1.1.11/alr3/man/anscombe.Rd |only
alr3-1.1.11/alr3/man/longley.Rd |only
alr3-1.1.12/alr3/DESCRIPTION | 11
alr3-1.1.12/alr3/NAMESPACE | 2
alr3-1.1.12/alr3/R/alr3.R | 4
alr3-1.1.12/alr3/data/BigMac2003.txt | 140 ++++++------
alr3-1.1.12/alr3/data/MWwords.txt | 332 ++++++++++++++---------------
alr3-1.1.12/alr3/data/UN1.txt | 2
alr3-1.1.12/alr3/data/UN2.txt | 388 +++++++++++++++++------------------
alr3-1.1.12/alr3/data/UN3.txt | 252 +++++++++++-----------
alr3-1.1.12/alr3/data/brains.txt | 2
alr3-1.1.12/alr3/data/cathedral.txt | 52 ++--
alr3-1.1.12/alr3/data/challeng.txt | 48 ++--
alr3-1.1.12/alr3/data/donner.txt | 184 ++++++++--------
alr3-1.1.12/alr3/data/drugcost.txt | 60 ++---
alr3-1.1.12/alr3/data/florida.txt | 136 ++++++------
alr3-1.1.12/alr3/data/galapagos.txt | 60 ++---
alr3-1.1.12/alr3/data/lakes.txt | 140 ++++++------
alr3-1.1.12/alr3/data/sleep1.txt | 126 +++++------
alr3-1.1.12/alr3/man/BigMac2003.Rd | 6
alr3-1.1.12/alr3/man/MWwords.Rd | 5
alr3-1.1.12/alr3/man/UN1.Rd | 6
alr3-1.1.12/alr3/man/UN2.Rd | 7
alr3-1.1.12/alr3/man/UN3.Rd | 7
alr3-1.1.12/alr3/man/alrweb.Rd | 9
alr3-1.1.12/alr3/man/brains.Rd | 6
alr3-1.1.12/alr3/man/cathedral.Rd | 6
alr3-1.1.12/alr3/man/challeng.Rd | 3
alr3-1.1.12/alr3/man/donner.Rd | 6
alr3-1.1.12/alr3/man/drugcost.Rd | 6
alr3-1.1.12/alr3/man/florida.Rd | 3
alr3-1.1.12/alr3/man/galapagos.Rd | 6
alr3-1.1.12/alr3/man/lakes.Rd | 5
alr3-1.1.12/alr3/man/sleep1.Rd | 5
36 files changed, 1007 insertions(+), 1018 deletions(-)
Author: Christophe Pouzat
Title: Spike Train Analysis with R
Description: Functions to analyze neuronal spike trains from a single
neuron or from several neurons recorded simultaneously.
Diff between STAR versions 0.3-2 dated 2009-08-24 and 0.3-4 dated 2009-09-29
ChangeLog | 20 ++++++++++++++++++-- DESCRIPTION | 10 +++++----- NAMESPACE | 8 +++++++- R/sim.R |only man/changeScale.Rd | 4 +--- man/gsslockedTrain.Rd | 2 +- man/gsspsth.Rd | 4 ++-- man/mkM2U.Rd | 12 +++++------- man/plot.ssanova.Rd | 3 +-- man/thinProcess.Rd |only 10 files changed, 40 insertions(+), 23 deletions(-)
Author: Kenneth Knoblauch and Laurence T. Maloney, based in part on C
code written by Laurence T. Maloney and J. N. Yang
Title: Maximum Likelihood Difference Scaling
Description: Difference scaling is a method for scaling perceived
supra-threshold differences. The package contains functions
that allow the user to design and run a difference scaling
experiment, to fit the resulting data by maximum likelihood and
test the internal validity of the estimated scale.
Diff between MLDS versions 0.2-2 dated 2009-09-18 and 0.2-3 dated 2009-09-29
DESCRIPTION | 8 ++++---- R/Get6pts.R | 17 +++++++++++++---- R/simu.6pt.R | 4 ++-- inst/NEWS | 10 ++++++++++ man/Get6pts.Rd | 7 ++++--- man/lik6pt.Rd | 2 +- man/simu.6pt.Rd | 7 ++++--- 7 files changed, 38 insertions(+), 17 deletions(-)
Author: Yves Croissant
Diff between plm versions 1.2-0 dated 2009-09-23 and 1.2-1 dated 2009-09-29
Title: Linear Models for Panel Data
Description: A set of estimators and tests for panel data.
plm-1.2-0/plm/inst/doc/plm.R |only
plm-1.2-1/plm/DESCRIPTION | 15
plm-1.2-1/plm/NAMESPACE | 18
plm-1.2-1/plm/R/pfunctions.R | 59
plm-1.2-1/plm/R/pht.R | 3
plm-1.2-1/plm/R/plm.R | 5
plm-1.2-1/plm/R/plm.data.R | 8
plm-1.2-1/plm/R/plm.methods.R | 2
plm-1.2-1/plm/THANKS |only
plm-1.2-1/plm/changelog | 22
plm-1.2-1/plm/inst/doc/plm.pdf | 2893 +++++++++++++++++++--------------------
plm-1.2-1/plm/inst/doc/plm.rnw | 2
plm-1.2-1/plm/man/pdata.frame.Rd | 2
plm-1.2-1/plm/man/pserie.Rd | 44
14 files changed, 1567 insertions(+), 1506 deletions(-)
Author: Hrishikesh D. Vinod
Diff between meboot versions 1.0-0 dated 2009-01-21 and 1.0-1 dated 2009-09-29
Title: Maximum Entropy Bootstrap for Time Series
Description: This package performs maximum entropy density based
dependent data bootstrap. An algorithm is provided to create a
population of time series (ensemble) without assuming
stationarity. The reference paper (Vinod, H.D., 2004) explains
how the algorithm satisfies the ergodic theorem and the central
limit theorem.
DESCRIPTION | 29 +++++++++++++++++------------
R/meboot.R | 2 +-
data/ullwan.rda |binary
inst/doc/meboot.pdf |binary
4 files changed, 18 insertions(+), 13 deletions(-)