Title: R interface to the QuantLib library
Description: The RQuantLib package makes parts of QuantLib visible to
the R user. Currently a number option pricing functions are
included, both vanilla and exotic, as well as a broad range of
fixed-income functions. Also included are general calendaring
and holiday utilities. Further software contributions are
welcome.
The QuantLib project aims to provide a comprehensive software framework
for quantitative finance. The goal is to provide a standard
open source library for quantitative analysis, modeling,
trading, and risk management of financial assets.
The Windows binary version is self-contained and does not require a
QuantLib (or Boost) installation.
RQuantLib uses the Rcpp R/C++ interface class library. See the Rcpp
package on CRAN (or R-Forge) for more information on Rcpp.
Note that while RQuantLib's code is licensed under the GPL (v2 or
later), QuantLib itself is released under a somewhat less
restrictive Open Source license (see QuantLib-License.txt).
Author: Dirk Eddelbuettel
Maintainer: Dirk Eddelbuettel
Diff between RQuantLib versions 0.3.8 dated 2011-09-12 and 0.3.9 dated 2012-12-02
ChangeLog | 26 +++++++++++++++++++++++++ DESCRIPTION | 8 +++---- MD5 | 24 +++++++++++------------ R/discount.R | 1 R/option.R | 16 ++++++--------- man/AmericanOption.Rd | 22 +++++++++++++-------- src/Makevars.win | 30 ++++++++++++++--------------- src/bonds.cpp | 8 +++---- src/curves.cpp | 6 ++--- src/discount.cpp | 8 ++++--- src/utils.cpp | 8 ++----- src/vanilla.cpp | 51 ++++++++++++++++++++++++++++++++++---------------- src/zero.cpp | 6 +---- 13 files changed, 131 insertions(+), 83 deletions(-)
Title: Format R Code Automatically
Description: This package provides a function tidy.source() and
optionally a GUI (by gWidgets and preferably gWidgetsRGtk2) to
format R source code. Spaces and indent will be added to the
code automatically, and comments will be preserved under
certain conditions, so that R code will be more human-readable
and tidy.
Author: Yihui Xie
Maintainer: Yihui Xie
Diff between formatR versions 0.6 dated 2012-07-13 and 0.7 dated 2012-12-02
DESCRIPTION | 8 +- MD5 | 22 +++---- NEWS | 23 +++++++ R/GUI.R | 155 ++++++++++++++++++++++----------------------------- R/tidy.R | 57 +++++++++--------- R/utils.R | 27 ++++---- inst/doc/formatR.Rnw | 20 ++---- inst/doc/formatR.bib | 6 - inst/doc/formatR.lyx | 48 ++++----------- inst/doc/formatR.pdf |binary man/tidy.source.Rd | 18 +---- tests |only 12 files changed, 182 insertions(+), 202 deletions(-)
Title: Weighted Correlation Network Analysis
Description: Functions necessary to perform Weighted Correlation
Network Analysis
Author: Peter Langfelder
Maintainer: Peter Langfelder
Diff between WGCNA versions 1.25-1 dated 2012-11-10 and 1.25-2 dated 2012-12-02
Changelog | 11 +++++++++++ DESCRIPTION | 8 ++++---- MD5 | 12 ++++++------ R/blockwiseModulesC.R | 4 ++-- R/useNThreads.R | 13 ++++++++++++- man/WGCNA-package.Rd | 4 ++-- src/networkFunctions.c | 6 +++--- 7 files changed, 40 insertions(+), 18 deletions(-)
Title: Intermediate the communication between Vim and R
Description: Provide a service to intermediate the communication
between Vim and R.
Author: Jakson Aquino
Maintainer: Jakson Alves de Aquino
Diff between vimcom versions 0.9-4 dated 2012-11-28 and 0.9-5 dated 2012-12-02
vimcom-0.9-4/vimcom/src/Makevars |only vimcom-0.9-5/vimcom/DESCRIPTION | 8 ++++---- vimcom-0.9-5/vimcom/MD5 | 15 +++++++++------ vimcom-0.9-5/vimcom/NEWS | 9 +++++++++ vimcom-0.9-5/vimcom/README | 2 +- vimcom-0.9-5/vimcom/configure |only vimcom-0.9-5/vimcom/configure.ac |only vimcom-0.9-5/vimcom/configure.win |only vimcom-0.9-5/vimcom/src/Makevars.in |only vimcom-0.9-5/vimcom/src/vimcom.c | 4 ++-- vimcom-0.9-5/vimcom/src/vimremote.c | 3 +-- 11 files changed, 26 insertions(+), 15 deletions(-)
Title: Provides access to databases through the JDBC interface
Description: RJDBC is an implementation of R's DBI interface using JDBC
as a back-end. This allows R to connect to any DBMS that has a
JDBC driver.
Author: Simon Urbanek
Maintainer: Simon Urbanek
Diff between RJDBC versions 0.2-0 dated 2011-05-17 and 0.2-1 dated 2012-12-02
DESCRIPTION | 4 +-- MD5 |only NAMESPACE |only NEWS | 15 +++++++++++++ R/class.R | 56 ++++++++++++++++++++++++++++++++++++---------------- inst/java/RJDBC.jar |binary 6 files changed, 56 insertions(+), 19 deletions(-)
Title: Fractionally differenced ARIMA aka ARFIMA(p,d,q) models
Description: Maximum likelihood estimation of the parameters of a
fractionally differenced ARIMA(p,d,q) model (Haslett and
Raftery, Appl.Statistics, 1989).
Author: S original by Chris Fraley, U.Washington, Seattle. R port by
Fritz Leisch at TU Wien; since 2003-12: Martin Maechler;
fdGPH(), fdSperio(), etc by Valderio Reisen and Artur Lemonte.
Maintainer: Martin Maechler
Diff between fracdiff versions 1.4-1 dated 2012-03-22 and 1.4-2 dated 2012-12-02
ChangeLog | 8 +++++++ DESCRIPTION | 10 ++++---- MD5 | 15 +++++++------ R/fracdiff.R | 29 ++++++++++++++----------- man/fdGPH.Rd | 2 - man/fdSperio.Rd | 2 - man/fracdiff.Rd | 26 +++++++++++++++++++++- man/fracdiff.sim.Rd | 59 ++++++++++++++++++++++++++++++++++++++++++++++++++-- tests/sim-2.R |only 9 files changed, 120 insertions(+), 31 deletions(-)
Title: Earth Mover's Distance
Description: Package providing calculation of Earth Mover's Distance
(EMD).
Author: Simon Urbanek
Maintainer: Simon Urbanek
Diff between emdist versions 0.2-1 dated 2011-09-14 and 0.3-1 dated 2012-12-02
DESCRIPTION | 6 - MD5 | 13 +- NEWS |only R/emd.R | 10 - man/emd.Rd | 23 +++- src/emd-r.c | 41 +++++++ src/emd-rubner.c | 297 ++++++++++++++++++++++++++++++++++++++++++------------- src/emd-rubner.h | 30 ++--- 8 files changed, 314 insertions(+), 106 deletions(-)