Title: Quantitative Financial Modelling Framework
Diff between quantmod versions 0.3-17 dated 2011-08-09 and 0.4-0 dated 2013-01-20
Description: Specify, build, trade, and analyse quantitative financial
trading strategies
Author: Jeffrey A. Ryan
Maintainer: Jeffrey A. Ryan
quantmod-0.3-17/quantmod/svn-commit.2.tmp |only
quantmod-0.3-17/quantmod/svn-commit.3.tmp |only
quantmod-0.3-17/quantmod/svn-commit.tmp |only
quantmod-0.4-0/quantmod/CHANGES | 17 +
quantmod-0.4-0/quantmod/DESCRIPTION | 10 -
quantmod-0.4-0/quantmod/MD5 | 87 ++++-----
quantmod-0.4-0/quantmod/NAMESPACE | 17 +
quantmod-0.4-0/quantmod/R/OHLC.transformations.R | 25 ++
quantmod-0.4-0/quantmod/R/Price.transformations.R | 9
quantmod-0.4-0/quantmod/R/TA.R | 14 -
quantmod-0.4-0/quantmod/R/addTA.R | 14 -
quantmod-0.4-0/quantmod/R/addVo.R | 2
quantmod-0.4-0/quantmod/R/add_Last.R | 4
quantmod-0.4-0/quantmod/R/adjustOHLC.R | 6
quantmod-0.4-0/quantmod/R/attachSymbols.R | 8
quantmod-0.4-0/quantmod/R/buildModel.methods.R | 2
quantmod-0.4-0/quantmod/R/chartSeries.R | 16 -
quantmod-0.4-0/quantmod/R/chartSeries.chob.R | 4
quantmod-0.4-0/quantmod/R/chart_Series.R | 176 +++++++++++++++---
quantmod-0.4-0/quantmod/R/chob.R | 48 ++---
quantmod-0.4-0/quantmod/R/getDividends.R | 6
quantmod-0.4-0/quantmod/R/getFinancials.R | 22 +-
quantmod-0.4-0/quantmod/R/getOptionChain.R | 50 ++---
quantmod-0.4-0/quantmod/R/getQuote.R | 12 -
quantmod-0.4-0/quantmod/R/getSplits.R | 6
quantmod-0.4-0/quantmod/R/getSymbols.R | 186 +++++++++++++++++---
quantmod-0.4-0/quantmod/R/loadSymbols.R | 4
quantmod-0.4-0/quantmod/R/peak.R | 4
quantmod-0.4-0/quantmod/R/periodReturn.R | 4
quantmod-0.4-0/quantmod/R/replot.R | 9
quantmod-0.4-0/quantmod/R/saveModels.R | 2
quantmod-0.4-0/quantmod/R/zzz.R | 13 +
quantmod-0.4-0/quantmod/man/OHLC.Transformations.Rd | 1
quantmod-0.4-0/quantmod/man/addMA.Rd | 8
quantmod-0.4-0/quantmod/man/adjustOHLC.Rd | 2
quantmod-0.4-0/quantmod/man/chart_Series.Rd | 7
quantmod-0.4-0/quantmod/man/getDividends.Rd | 2
quantmod-0.4-0/quantmod/man/getFX.Rd | 6
quantmod-0.4-0/quantmod/man/getFinancials.Rd | 2
quantmod-0.4-0/quantmod/man/getMetals.Rd | 4
quantmod-0.4-0/quantmod/man/getQuote.Rd | 16 -
quantmod-0.4-0/quantmod/man/getSplits.Rd | 2
quantmod-0.4-0/quantmod/man/getSymbols.MySQL.Rd | 4
quantmod-0.4-0/quantmod/man/getSymbols.Rd | 141 +++++++++------
quantmod-0.4-0/quantmod/man/internal-quantmod.Rd | 1
quantmod-0.4-0/quantmod/man/quantmod-package.Rd | 10 -
46 files changed, 687 insertions(+), 296 deletions(-)
Title: Procedures for Psychological, Psychometric, and Personality
Research
Diff between psych versions 1.2.8 dated 2012-09-07 and 1.2.12 dated 2013-01-20
Description: A number of routines for personality, psychometrics and
experimental psychology. Functions are primarily for scale
construction using factor analysis, cluster analysis and
reliability analysis, although others provide basic descriptive
statistics. Item Response Theory is done using factor analysis
of tetrachoric and polychoric correlations. Functions for
simulating particular item and test structures are included.
Several functions serve as a useful front end for structural
equation modeling. Graphical displays of path diagrams, factor
analysis and structural equation models are created using basic
graphics. Some of the functions are written to support a book
on psychometrics as well as publications in personality
research. For more information, see the
personality-project.org/r webpage.
Author: William Revelle
Maintainer: William Revelle
DESCRIPTION | 8 -
MD5 | 112 +++++++++++++------------
NAMESPACE | 11 ++
R/ICLUST.R | 12 +-
R/biplot.psych.R | 1
R/correct.cor.R | 36 +++++++-
R/describe.by.R | 2
R/df2latex.R | 197 ++++++++++++++++++++++++++++++++++++++++++---
R/fa.R | 78 ++++++++++++-----
R/fa.extension.R | 36 ++++++++
R/factor.minres.R | 4
R/factor.pa.R | 4
R/factor.stats.R | 59 +++++++++----
R/factor.wls.R | 4
R/fisherz.R | 8 +
R/irt.fa.R | 29 +++++-
R/misc.R | 43 +++++++++
R/print.psych.R | 8 +
R/print.psych.fa.R | 16 ++-
R/score.irt.poly.R | 37 +++++---
R/sim.structural.R | 5 -
R/smc.R | 6 -
R/statsBy.r | 12 +-
R/test.psych.r | 2
R/tetrachor.R | 7 +
data/Harman.political.rda |only
data/affect.rda |binary
inst/CITATION | 19 ++--
inst/NEWS.Rd | 71 +++++++++++++---
inst/doc/overview.Rnw | 36 ++++----
inst/doc/overview.pdf |binary
inst/doc/psych_for_sem.pdf |binary
man/00.psych-package.Rd | 31 ++++---
man/Harman.8.Rd | 10 +-
man/Harman.political.Rd |only
man/ICLUST.Rd | 11 +-
man/KMO.Rd |only
man/affect.Rd | 20 ++--
man/cortest.mat.Rd | 42 +++++++--
man/df2latex.Rd | 33 +++++--
man/error.circles.Rd | 2
man/error.crosses.Rd | 4
man/fa.Rd | 15 ++-
man/fa.extension.Rd | 29 ++++++
man/factor.stats.Rd | 13 +-
man/fisherz.Rd | 11 ++
man/iqitems.Rd | 3
man/irt.fa.Rd | 13 ++
man/misc.Rd | 8 +
man/msq.Rd | 18 ++--
man/mssd.Rd |only
man/pairs.panels.Rd | 4
man/principal.Rd | 2
man/range.correction.Rd | 15 +--
man/score.irt.Rd | 9 +-
man/sim.structural.Rd | 5 -
man/test.psych.Rd | 2
man/withinBetween.Rd | 3
vignettes/overview.Rnw | 36 ++++----
59 files changed, 898 insertions(+), 304 deletions(-)
Title: Convert country names and country codes
Diff between countrycode versions 0.9 dated 2012-12-27 and 0.10 dated 2013-01-20
Description: Standardize country names, convert them into one of seven
coding schemes, convert between coding schemes, and assign
region descriptors.
Author: Vincent Arel-Bundock
Maintainer: Vincent Arel-Bundock
DESCRIPTION | 8 ++++----
MD5 | 10 +++++-----
NEWS | 6 ++++++
R/countrycode.R | 6 ++++++
data/countrycode_data.csv | 22 +++++++++++-----------
data/countrycode_data.rda |binary
6 files changed, 32 insertions(+), 20 deletions(-)
Title: Visualization of regression models
Diff between visreg versions 1.1-1 dated 2012-11-14 and 1.2-0 dated 2013-01-20
Description: Provides convenient interface for constructing plots to
visualize the fit of regression models arising from a wide
variety of models in R (lm, glm, coxph, rlm, gam, locfit, etc.)
Author: Patrick Breheny, Woodrow Burchett
Maintainer: Patrick Breheny
DESCRIPTION | 8 -
MD5 | 25 ++--
NEWS | 249 ++++++++++++++++++++++----------------------
R/Response.R | 1
R/getXY.R | 2
R/removeFormulaFormatting.R | 10 +
R/setupD.R | 2
R/setupF.R | 4
R/setupX.R | 2
R/visreg.R | 5
R/visregLatticePlot.R | 5
R/visregPlot.R | 10 +
WISHLIST |only
tests/visreg-coxph.R | 58 +++++-----
14 files changed, 198 insertions(+), 183 deletions(-)
Title: Efficiently Read Variant Call Format (VCF) into R
Diff between vcf2geno versions 1.6 dated 2013-01-02 and 1.7 dated 2013-01-20
Description: A handy package to read VCF file
Author: Xiaowei Zhan
Maintainer: Xiaowei Zhan
vcf2geno-1.6/vcf2geno/man/rvmeta.readData.Rd |only
vcf2geno-1.6/vcf2geno/src/Makevars |only
vcf2geno-1.6/vcf2geno/src/config.h |only
vcf2geno-1.7/vcf2geno/ChangeLog | 4
vcf2geno-1.7/vcf2geno/DESCRIPTION | 8
vcf2geno-1.7/vcf2geno/MD5 | 24
vcf2geno-1.7/vcf2geno/R/vcf2geno.R | 41
vcf2geno-1.7/vcf2geno/man/rvmeta.readDataByGene.Rd |only
vcf2geno-1.7/vcf2geno/man/rvmeta.readDataByRange.Rd |only
vcf2geno-1.7/vcf2geno/src/GeneLoader.cpp |only
vcf2geno-1.7/vcf2geno/src/GeneLoader.h |only
vcf2geno-1.7/vcf2geno/src/R_CPP_interface.cpp |only
vcf2geno-1.7/vcf2geno/src/R_CPP_interface.h | 237 ---
vcf2geno-1.7/vcf2geno/src/rvMetaLoader.cpp |only
vcf2geno-1.7/vcf2geno/src/rvMetaLoader.h |only
vcf2geno-1.7/vcf2geno/src/vcf2geno.c | 36
vcf2geno-1.7/vcf2geno/src/vcf2genoLoader.cpp | 1576 --------------------
vcf2geno-1.7/vcf2geno/src/vcf2genoLoader.h | 3
18 files changed, 114 insertions(+), 1815 deletions(-)
Title: Rare Variant Tests
Diff between RVtests versions 1.0 dated 2012-07-14 and 1.1 dated 2013-01-20
Description: Use multiple regression methods to test rare variants
association with disease traits.
Author: C. Xu, and C. M. Greenwood
Maintainer: C. Xu
RVtests-1.0/RVtests/data/gene2.rda |only
RVtests-1.0/RVtests/data/gene3.rda |only
RVtests-1.0/RVtests/man/gene2.Rd |only
RVtests-1.0/RVtests/man/gene3.Rd |only
RVtests-1.1/RVtests/DESCRIPTION | 18 +---
RVtests-1.1/RVtests/MD5 | 32 +++----
RVtests-1.1/RVtests/R/PLS.R | 2
RVtests-1.1/RVtests/R/RR.R | 120 ++++++++++++++++-------------
RVtests-1.1/RVtests/R/VTWOD.R | 9 +-
RVtests-1.1/RVtests/man/LASSO.Rd | 11 --
RVtests-1.1/RVtests/man/PCR.Rd | 10 +-
RVtests-1.1/RVtests/man/PLS.Rd | 7 -
RVtests-1.1/RVtests/man/RR.Rd | 20 ++--
RVtests-1.1/RVtests/man/RVtests-package.Rd | 38 ++++-----
RVtests-1.1/RVtests/man/SPLS.Rd | 9 --
RVtests-1.1/RVtests/man/VTWOD.Rd | 10 +-
RVtests-1.1/RVtests/man/count2geno.Rd | 24 +++--
RVtests-1.1/RVtests/man/geno2count.Rd | 10 +-
RVtests-1.1/RVtests/man/sample.cgeno.Rd | 26 +++---
19 files changed, 179 insertions(+), 167 deletions(-)
Title: Benchmark and frontier analysis using DEA and SFA
Diff between Benchmarking versions 0.22 dated 2012-08-21 and 0.23 dated 2013-01-20
Description: The package contains methods to support frontier analysis.
It covers Data Envelopment Analysis (DEA). DEA is supported
under different technology assumptions (fdh, vrs, drs, crs,
irs, add/frh, and fdh+), and using different efficiency
measures (input based, output based, hyperbolic graph,
additive, super, and directional efficiency). Peers and slacks
are available, partial price information can be included, and
optimal cost, revenue and profit can be calculated. Evaluation
of mergers is also supported. Methods for graphing the
technology sets are also included. The package also support
comparative methods based on Stochastic Frontier Analyses
(SFA). In general, the methods can be used to solve not only
standard models, but also many other model variants. The
package complements the book, Bogetoft and Otto, Benchmarking
with DEA, SFA, and R, Springer-Verlag, 2011, but can of course
also be used as a stand-alone package.
Author: Peter Bogetoft and Lars Otto
Maintainer: Lars Otto
DESCRIPTION | 8 ++++----
MD5 | 32 ++++++++++++++++----------------
NEWS | 10 +++++++++-
R/addModel.R | 4 ++--
R/boot.fear.R | 6 +++---
R/cost.R | 4 ++--
R/dea.R | 16 +++++++++++-----
R/dea.boot.R | 6 +++---
R/dea.direct.R | 4 ++--
R/dea.dual.R | 13 +++++++------
R/dea.merge.R | 6 +++---
R/dea.plot.R | 6 +++---
R/fdhPlus.R | 4 ++--
R/profit.R | 4 ++--
R/rev.R | 4 ++--
R/sdea.R | 6 +++---
man/Benchmarking-package.Rd | 6 +++---
17 files changed, 77 insertions(+), 62 deletions(-)
Title: eXtensible Time Series
Diff between xts versions 0.9-2 dated 2013-01-18 and 0.9-3 dated 2013-01-20
Description: Provide for uniform handling of R's different time-based
data classes by extending zoo, maximizing native format
information preservation and allowing for user level
customization and extension, while simplifying cross-class
interoperability.
Author: Jeffrey A. Ryan, Joshua M. Ulrich
Maintainer: Jeffrey A. Ryan
DESCRIPTION | 6 +++---
MD5 | 14 +++++++-------
R/na.R | 4 ++--
inst/doc/xts-faq.pdf |binary
inst/doc/xts.pdf |binary
src/diff.c | 12 ++++++++++--
src/init.c | 6 +++---
src/leadingNA.c | 19 ++++++++++++-------
8 files changed, 37 insertions(+), 24 deletions(-)
Title: Generate PMML for various models
Diff between pmml versions 1.2.32 dated 2012-12-09 and 1.2.33 dated 2013-01-20
Description: The Predictive Modelling Markup Language (PMML) is a
language for representing models, in an application independent
way. Such models can then be loaded into other applications
supporting PMML, including ADAPA from Zementis, Teradata
Warehouse Miner and IBM's DB2. The package provides a generic
pmml function to generate pmml for an object. Using a S3
generic function the appropriate method for the class of the
supplied object is dispatched. The package currently supports
the export of PMML for linear regression, generalized linear
regression, multinomial logistic regression, SVMs, rpart
classification trees, randomSurvivalForest, randomForest, and
kmeans clusters. This package is part of the Rattle toolkit.
Author: Graham Williams, Michael Hahsler (arules), Zementis Inc, Hemant
Ishwaran, Udaya B. Kogalur, Rajarshi Guha
Maintainer: Graham Williams
DESCRIPTION | 8
MD5 | 37 -
R/pmml.R | 868 +++++++++++++++++++++++++++++++++++-----
R/pmml.coxph.R | 36 +
R/pmml.glm.R | 9
R/pmml.hclust.R | 27 +
R/pmml.kmeans.R | 31 +
R/pmml.ksvm.R | 59 ++
R/pmml.lm.R | 17
R/pmml.multinom.R | 27 -
R/pmml.nnet.R | 10
R/pmml.randomForest.R | 81 ++-
R/pmml.rpart.R | 10
R/pmml.rsf.R | 94 +++-
R/pmml.survreg.R | 10
inst/ChangeLog | 13
man/pmml.coxph.Rd | 3
man/pmml.randomForest.Rd | 6
man/pmml.rsf.Rd | 13
man/pmmlLocalTransformations.Rd |only
20 files changed, 1139 insertions(+), 220 deletions(-)
Title: Moderated regression package
Diff between pequod versions 0.0-2 dated 2011-01-06 and 0.0-3 dated 2013-01-20
Description: moderated regression with mean and residual centering and
simple slopes analysis
Author: Alberto Mirisola & Luciano Seta
Maintainer:
DESCRIPTION | 8 ++++----
MD5 |only
R/lmres.R | 48 ++++++++++++++++++++++++------------------------
R/simpleSlope.R | 4 ++--
4 files changed, 30 insertions(+), 30 deletions(-)
Title: Modified Maximum Contrast Method
Diff between mmcm versions 1.2-3 dated 2012-09-04 and 1.2-4 dated 2013-01-20
Description: This package provides an implementation of modified
maximum contrast methods and the maximum contrast method. This
version supports functions mmcm.mvt, mcm.mvt that gives P-value
by using randomized quasi-Monte Carlo method from pmvt function
of package mvtnorm, and mmcm.resamp that gives P-value by using
the permutation method.
Author: Kengo NAGASHIMA and Yasunori SATO
Maintainer: Kengo NAGASHIMA
mmcm-1.2-3/mmcm/R/zzz.R |only
mmcm-1.2-4/mmcm/DESCRIPTION | 8 ++++----
mmcm-1.2-4/mmcm/MD5 | 7 +++----
mmcm-1.2-4/mmcm/NEWS | 7 +++++++
mmcm-1.2-4/mmcm/R/package.R | 1 +
5 files changed, 15 insertions(+), 8 deletions(-)
Title: Interpolation of irregularly spaced data
Diff between akima versions 0.5-8 dated 2012-12-05 and 0.5-9 dated 2013-01-20
Description: Linear or cubic spline interpolation for irregular gridded
data
Author: Fortran code by H. Akima R port by Albrecht Gebhardt
Maintainer: Albrecht Gebhardt
akima-0.5-8/akima/INDEX |only
akima-0.5-9/akima/ChangeLog | 54 ++++++++++++++++++------------------
akima-0.5-9/akima/DESCRIPTION | 13 ++++----
akima-0.5-9/akima/MD5 | 10 ++++--
akima-0.5-9/akima/NAMESPACE | 2 -
akima-0.5-9/akima/R/interp2xyz.R |only
akima-0.5-9/akima/acinclude.m4 |only
akima-0.5-9/akima/man/interp2xyz.Rd |only
8 files changed, 42 insertions(+), 37 deletions(-)