Title: Zero-coupon Yield Curve Estimation
Diff between termstrc versions 1.3.1 dated 2010-06-25 and 1.3.2 dated 2010-07-28
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
DESCRIPTION | 12 +++++-------
inst |only
man/termstrc-package.Rd | 7 ++++++-
3 files changed, 11 insertions(+), 8 deletions(-)
Title: R Workspace Management
Diff between rwm versions 1.49 dated 2010-07-24 and 1.51 dated 2010-07-28
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
DESCRIPTION | 8
R/savews.R | 106 +--
inst/doc/UsingRwm.Rnw | 24
inst/doc/UsingRwm.pdf | 1469 +++++++++++++++++++++++++-------------------------
man/rwm-package.Rd | 4
man/savews.Rd | 4
6 files changed, 836 insertions(+), 779 deletions(-)
Title: Classification and Regression Training
Diff between caret versions 4.44 dated 2010-07-24 and 4.45 dated 2010-07-28
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
DESCRIPTION | 10 +-
NAMESPACE | 9 +
R/bag.R |only
R/createGrid.R | 5 +
R/createModel.R | 11 ++
R/misc.R | 24 ++++-
R/predictionFunction.R | 11 ++
R/probFunction.R | 10 ++
R/selection.R | 8 +
inst/NEWS | 8 +
inst/doc/caretMisc.Rnw | 2
inst/doc/caretMisc.pdf |binary
inst/doc/caretSelection.Rnw | 1
inst/doc/caretSelection.pdf |binary
inst/doc/caretTrain.Rnw | 207 +++++++++++++++++++++++---------------------
inst/doc/caretTrain.pdf |binary
inst/doc/caretVarImp.Rnw | 2
inst/doc/caretVarImp.pdf |binary
man/bag.Rd |only
man/train.Rd | 6 -
20 files changed, 202 insertions(+), 112 deletions(-)