Title: R interface to the QuantLib library
Diff between RQuantLib versions 0.3.8 dated 2011-09-12 and 0.3.9 dated 2012-12-02
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
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
Diff between formatR versions 0.6 dated 2012-07-13 and 0.7 dated 2012-12-02
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
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
Diff between WGCNA versions 1.25-1 dated 2012-11-10 and 1.25-2 dated 2012-12-02
Description: Functions necessary to perform Weighted Correlation
Network Analysis
Author: Peter Langfelder
Maintainer: Peter Langfelder
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
Diff between vimcom versions 0.9-4 dated 2012-11-28 and 0.9-5 dated 2012-12-02
Description: Provide a service to intermediate the communication
between Vim and R.
Author: Jakson Aquino
Maintainer: Jakson Alves de Aquino
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
Diff between RJDBC versions 0.2-0 dated 2011-05-17 and 0.2-1 dated 2012-12-02
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
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
Diff between fracdiff versions 1.4-1 dated 2012-03-22 and 1.4-2 dated 2012-12-02
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
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
Diff between emdist versions 0.2-1 dated 2011-09-14 and 0.3-1 dated 2012-12-02
Description: Package providing calculation of Earth Mover's Distance
(EMD).
Author: Simon Urbanek
Maintainer: Simon Urbanek
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(-)