RDocumentation
Moon
Learn R
Search all packages and functions
Diethelm Wuertz
https://www.github.com/null
Author or maintainer of the following packages:
fArma
Environment for teaching "Financial Engineering and
Computational Finance"
fAsianOptions
Environment for teaching "Financial Engineering and
Computational Finance"
fAssets
Environment for teaching
"Financial Engineering and Computational Finance".
fBasics
Environment for teaching
"Financial Engineering and Computational Finance".
fBonds
Environment for teaching "Financial Engineering and
Computational Finance"
fCopulae
Environment for teaching
"Financial Engineering and Computational Finance".
fExoticOptions
Environment for teaching "Financial Engineering and
Computational Finance"
fExtremes
Environment for teaching "Financial Engineering and
Computational Finance"
fGarch
Environment for teaching "Financial Engineering and Computational Finance".
fImport
Environment for teaching "Financial Engineering and
Computational Finance"
fMultivar
Environment for teaching
"Financial Engineering and Computational Finance"
fNonlinear
Environment for teaching "Financial Engineering and Computational Finance"
fOptions
Environment for teaching "Financial Engineering and Computational Finance". Pricing and Evaluating B...
fPortfolio
Environment for teaching
"Financial Engineering and Computational Finance".
fRegression
Environment for teaching "Financial Engineering and Computational Finance".
fTrading
Environment for teaching "Financial Engineering and
Computational Finance"
fUnitRoots
Environment for teaching "Financial Engineering and
Computational Finance"
GEVStableGarch
Package for simulation and estimation of ARMA-GARCH/APARCH models with GEV and stable distributions.
gldist
The generalized lambda distribution (GLD) is a versatile distribution that can accommodate a wide ra...
PerformanceAnalytics
Collection of econometric functions for
performance and risk analysis. This package aims to a...
stabledist
Density, Probability and Quantile functions, and random number generation for (skew) stable distribu...
timeDate
Environment for teaching "Financial Engineering and Computational Finance". Managing chronological a...
timeSeries
Environment for teaching
"Financial Engineering and Computational Finance".
Managing f...
Impact Percentile
100
Number of Packages
23
Package Downloads
1,031,270
Citations
15
Top Collaborators
Yohan Chalabi
Rmetrics Core Team
Tobias Setz Yohan Chalabi
Tobias Setz
Martin Maechler
