| BLCOP | Black-Litterman and copula-opinion pooling frameworks |
| FKF | Fast Kalman Filter |
| HyperbolicDist | The hyperbolic distribution |
| SkewHyperbolic | The Skew Hyperbolic Student t-Distribution |
| VarianceGamma | The Variance Gamma Distribution |
| fArma | ARMA Time Series Modelling |
| fAsianOptions | EBM and Asian Option Valuation |
| fAssets | Rmetrics - Assets Selection and Modelling |
| fBasics | Rmetrics - Markets and Basic Statistics |
| fBonds | Bonds and Interest Rate Models |
| fCopulae | Rmetrics - Dependence Structures with Copulas |
| fExoticOptions | Exotic Option Valuation |
| fExtremes | Rmetrics - Extreme Financial Market Data |
| fGarch | Rmetrics - Autoregressive Conditional Heteroskedastic Modelling |
| fImport | Rmetrics - Economic and Financial Data Import |
| fMultivar | Multivariate Market Analysis |
| fNonlinear | Nonlinear and Chaotic Time Series Modelling |
| fOptions | Basics of Option Valuation |
| fPortfolio | Rmetrics - Portfolio Selection and Optimization - ebook
available at www.rmetrics.org |
| fRegression | Regression Based Decision and Prediction |
| fTrading | Technical Trading Analysis |
| fUnitRoots | Trends and Unit Roots |
| ghyp | A package on the generalized hyperbolic distribution and its
special cases |
| randtoolbox | toolbox for pseudo and quasi random number generation and RNG
tests. |
| rngWELL | toolbox for WELL random number generators. |
| schwartz97 | A package on the Schwartz two-factor commodity model |
| stabledist | Stable Distribution Functions |
| timeDate | Rmetrics - Chronological and Calendar Objects |
| timeSeries | Rmetrics - Financial Time Series Objects |