Rmetrics Package Index


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Rmetrics Packages

BLCOPBlack-Litterman and copula-opinion pooling frameworks
FKFFast Kalman Filter
HyperbolicDistThe hyperbolic distribution
SkewHyperbolicThe Skew Hyperbolic Student t-Distribution
VarianceGammaThe Variance Gamma Distribution
fArmaARMA Time Series Modelling
fAsianOptionsEBM and Asian Option Valuation
fAssetsRmetrics - Assets Selection and Modelling
fBasicsRmetrics - Markets and Basic Statistics
fBondsBonds and Interest Rate Models
fCopulaeRmetrics - Dependence Structures with Copulas
fExoticOptionsExotic Option Valuation
fExtremesRmetrics - Extreme Financial Market Data
fGarchRmetrics - Autoregressive Conditional Heteroskedastic Modelling
fImportRmetrics - Economic and Financial Data Import
fMultivarMultivariate Market Analysis
fNonlinearNonlinear and Chaotic Time Series Modelling
fOptionsBasics of Option Valuation
fPortfolioRmetrics - Portfolio Selection and Optimization - ebook available at www.rmetrics.org
fRegressionRegression Based Decision and Prediction
fTradingTechnical Trading Analysis
fUnitRootsTrends and Unit Roots
ghypA package on the generalized hyperbolic distribution and its special cases
randtoolboxtoolbox for pseudo and quasi random number generation and RNG tests.
rngWELLtoolbox for WELL random number generators.
schwartz97A package on the Schwartz two-factor commodity model
stabledistStable Distribution Functions
timeDateRmetrics - Chronological and Calendar Objects
timeSeriesRmetrics - Financial Time Series Objects