Title: Standard Backtests for Technical Trading Rules in Financial Data
Diff between ttrTests versions 1.2 dated 2009-09-29 and 1.3 dated 2010-01-01
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
Author: David St John
Maintainer: David St John
DESCRIPTION | 8 +--
R/bootstrap.R |only
R/cReturns.R | 4 -
R/dataSnoop.R | 16 ++----
R/indicator.R | 4 -
R/nullModel.R | 15 ++----
R/paramPersist.R | 113 +++++++++++++++++++++++-------------------------
R/paramStats.R | 10 ++--
R/position.R | 26 +++++------
R/returnStats.R | 8 +--
R/subperiods.R |only
man/bootstrap.Rd |only
man/cReturns.Rd | 11 +++-
man/dataSnoop.Rd | 13 +++--
man/defaults.Rd | 2
man/deleteNA.Rd | 2
man/generateSample.Rd | 16 ++++--
man/indicator.Rd | 10 +++-
man/macd4.Rd | 2
man/nullModel.Rd | 10 ++--
man/paramPersist.Rd | 51 +++++++++++++++------
man/paramStats.Rd | 9 ++-
man/position.Rd | 19 ++++++--
man/returnStats.Rd | 9 ++-
man/subperiods.Rd |only
man/ttrTests-package.Rd | 20 +++++---
26 files changed, 223 insertions(+), 155 deletions(-)
Title: 3D visualization device system (OpenGL)
Diff between rgl versions 0.87 dated 2009-09-09 and 0.89 dated 2010-01-01
Description: 3D visualization device (OpenGL)
Author: Daniel Adler
Maintainer: Duncan Murdoch
DESCRIPTION | 11 ++++++-----
R/cylinder3d.R | 10 ++++++----
demo/stereo.R | 2 +-
inst/NEWS | 14 ++++++++++++--
man/cylinder3d.Rd | 8 +++++---
man/rgl.pixels.Rd | 2 +-
6 files changed, 31 insertions(+), 16 deletions(-)
Title: Missing Data Imputation and Model Checking
Diff between mi versions 0.08-05 dated 2009-12-23 and 0.08-06 dated 2010-01-01
Description: Missing-data imputation and model checking
Author: Andrew Gelman
Maintainer: Yu-Sung Su
CHANGELOG | 6 +++++-
DESCRIPTION | 8 ++++----
R/mi.info.R | 3 ++-
R/mi.polr.R | 1 +
4 files changed, 12 insertions(+), 6 deletions(-)
Title: Stochastic Frontier Analysis
Diff between frontier versions 0.996-0 dated 2009-11-11 and 0.996-4 dated 2010-01-01
Description: Maximum Likelihood Estimation of Stochastic Frontier
Production and Cost Functions. Two specifications are
available: the error components specification with time-varying
efficiencies (Battese and Coelli, 1992) and a model
specification in which the firm effects are directly influenced
by a number of variables (Battese and Coelli, 1995).
Author: Tim Coelli, Arne Henningsen
Maintainer: Arne Henningsen
DESCRIPTION | 10
NEWS | 10
R/frontierTranslogRay.R | 2
tests/fail.Rout.save | 11
tests/frontier41.Rout.save | 11
tests/frontierTest.Rout.save |17547 +++++++++++++++++++++---------------------
tests/nestedModels.Rout.save | 49
tests/translogRay.Rout.save | 11
tests/wrongSkewness.Rout.save | 67
9 files changed, 8859 insertions(+), 8859 deletions(-)
Title: Data Analysis Using Regression and Multilevel/Hierarchical
Models
Diff between arm versions 1.2-12.02 dated 2009-12-16 and 1.2-13 dated 2010-01-01
Description: R functions for processing lm, glm, mer and polr outputs.
Author: Andrew Gelman
Maintainer: Yu-Sung Su
CHANGELOG | 5
DESCRIPTION | 8
NAMESPACE | 3
R/bayesglm.R | 714 ++++++++++++++++++++++++++++++++++++++++++-------
R/model.matrix.bayes.R | 3
5 files changed, 633 insertions(+), 100 deletions(-)