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Bernhard Pfaff
https://www.github.com/null
Author or maintainer of the following packages:
cccp
Routines for solving convex optimization problems with cone constraints by means of interior-point m...
evir
Functions for extreme value theory, which may be divided
into the following groups; explorato...
FRAPO
Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', secon...
gogarch
Implementation of the GO-GARCH model class
parma
Provision of a set of models and methods for use in the allocation and management of capital in fina...
QRM
Accompanying package to the book Quantitative Risk Management: Concepts, Techniques and Tools by Ale...
rneos
Within this package the XML-RPC API to NEOS is implemented. This enables the user to pass optimizati...
urca
Unit root and cointegration tests encountered in applied
econometric analysis are implemented...
vars
Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error varia...
Impact Percentile
86
Number of Packages
9
Package Downloads
263,503
Citations
0
Top Collaborators
Matthieu Stigler
Alexander McNeil )
Erik van Kempen
Alec Stephenson
Lieven Vandenberghe
