Wed, 28 Jul 2010

Package termstrc updated to version 1.3.2 with previous version 1.3.1 dated 2010-06-25

Title: Zero-coupon Yield Curve Estimation
Description: The package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets. The implementation focuses on the cubic splines approach of McCulloch (1971, 1975) and the Nelson and Siegel (1987) method with extensions by Svensson (1994), Diebold and Li (2006) and De Pooter (2007). We propose a weighted constrained optimization procedure with analytical gradients and a globally optimal start parameter search algorithm. Extensive summary statistics and plots are provided to compare the results of the different estimation methods. Several demos are available using data from European government bonds and yields.
Author: Robert Ferstl, Josef Hayden
Maintainer: Josef Hayden

Diff between termstrc versions 1.3.1 dated 2010-06-25 and 1.3.2 dated 2010-07-28

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 inst                    |only
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 3 files changed, 11 insertions(+), 8 deletions(-)

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Package rwm updated to version 1.51 with previous version 1.49 dated 2010-07-24

Title: R Workspace Management
Description: R workspace management functions. The principal functions are loadws, attachws and savews. This packages provides a convenient method of accessing with R workspaces that is OS independent. In simple situations, it may replace the need for R packages.
Author: A.I. McLeod
Maintainer: A.I. McLeod

Diff between rwm versions 1.49 dated 2010-07-24 and 1.51 dated 2010-07-28

 DESCRIPTION           |    8 
 R/savews.R            |  106 +--
 inst/doc/UsingRwm.Rnw |   24 
 inst/doc/UsingRwm.pdf | 1469 +++++++++++++++++++++++++-------------------------
 man/rwm-package.Rd    |    4 
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 6 files changed, 836 insertions(+), 779 deletions(-)

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New package splinesurv with initial version 0.6-13
Package: splinesurv
Version: 0.6-13
Title: Nonparametric bayesian survival analysis
Author: Emmanuel Sharef , Robert L. Strawderman , and David Ruppert
Maintainer: Emmanuel Sharef
Depends: R (>= 2.5.0), MASS, survival
Suggests: coda, tkrplot
Description: Utilities for nonparametric Bayesian analysis of clustered survival data. The baseline hazard function and frailty density are modeled using penalized B-splines. Options include adaptive knot selection and the inclusion of a parametric component.
License: GPL (>= 2)
Repository: CRAN
Repository/R-Forge/Project: splinesurv
Repository/R-Forge/Revision: 21
Date/Publication: 2010-07-28 07:55:39
Packaged: 2010-07-27 20:58:20 UTC; rforge

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Package caret updated to version 4.45 with previous version 4.44 dated 2010-07-24

Title: Classification and Regression Training
Description: Misc functions for training and plotting classification and regression models
Author: Max Kuhn. Contributions from Jed Wing, Steve Weston, Andre Williams, Chris Keefer and Allan Engelhardt
Maintainer: Max Kuhn

Diff between caret versions 4.44 dated 2010-07-24 and 4.45 dated 2010-07-28

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 R/predictionFunction.R      |   11 ++
 R/probFunction.R            |   10 ++
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 inst/doc/caretMisc.Rnw      |    2 
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 inst/doc/caretTrain.pdf     |binary
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 20 files changed, 202 insertions(+), 112 deletions(-)

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