Frederick Novomestky

Frederick Novomestky

8 packages on CRAN

99.99th

Percentile

A collection of data sets for teaching cluster analysis.

gaussquad

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99.99th

Percentile

A collection of functions to perform Gaussian quadrature with different weight functions corresponding to the orthogonal polynomials in package orthopolynom. Examples verify the orthogonality and inner products of the polynomials.

goalprog

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99.99th

Percentile

A collection of functions to solve weighted and lexicographical goal programming problems as specified by Lee (1972) and Ignizio (1976).

matrixcalc

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99.99th

Percentile

A collection of functions to support matrix calculations for probability, econometric and numerical analysis. There are additional functions that are comparable to APL functions which are useful for actuarial models such as pension mathematics. This package is used for teaching and research purposes at the Department of Finance and Risk Engineering, New York University, Polytechnic Institute, Brooklyn, NY 11201.

99.99th

Percentile

A collection of functions to construct sets of orthogonal polynomials and their recurrence relations. Additional functions are provided to calculate the derivative, integral, value and roots of lists of polynomial objects.

99.99th

Percentile

A collection of tools used to generate various types of random portfolios. The weights of these portfolios are random variables derived from truncated continuous random variables.

truncdist

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99.99th

Percentile

A collection of tools to evaluate probability density functions, cumulative distribution functions, quantile functions and random numbers for truncated random variables. These functions are provided to also compute the expected value and variance. Nadarajah and Kotz (2006) developed most of the functions. QQ plots can be produced. All the probability functions in the stats, stats4 and evd packages are automatically available for truncation..

moments

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99.99th

Percentile

Functions to calculate: moments, Pearson's kurtosis, Geary's kurtosis and skewness; tests related to them (Anscombe-Glynn, D'Agostino, Bonett-Seier).