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Author or maintainer of the following packages:

FKF

This is a fast and flexible implementation of the Kalmanfilter, which can deal with NAs. It ...
ghyp

Detailed functionality for working with the univariate and multivariate Generalized Hyperbolic distr...
schwartz97

This package provides detailed functionality for working with the Schwartz 1997 two-factor commodity...

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96

Number of Packages

3

Package Downloads

32,688

Citations

3