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Author or maintainer of the following packages:
Barzilai-Borwein spectral methods for solving nonlinear
system of equations, and for optimizi...
Components of Canadian Credit Aggregates and Monetary Aggregates with continuity adjustments.
Implements a semi-parametric GEE estimator accounting for missing data with Inverse-probability weig...
Tools for multivariate, linear, time-invariant, time series models. This includes ARMA and state-spa...
Provides functions for evaluating (time series) model estimation methods. These facilitate Monte Car...
Package designed to find an acceptable python binary.
Methods for calculating (usually) accurate numerical first and second order derivatives. Accurate ca...
Package for optimizing regular numeric problems in optically stimulated luminescence dating, such as...
SetRNG provides utilities to help set and record the setting of the seed and the uniform and normal ...
Utilities for simple manipulation and quick plotting of time series data. These utilities use the tf...
A kernel of functions for programming
time series methods in a way that is relatively indepen...
Extensions and additional tframe utilities.
Utilities for comparing the equality of series on two databases. Comprehensive examples of all the '...
Illustrates the various 'TSdbi' packages with a vignette using time series data from several sources...
Provides a common interface to time series databases. The objective is to define a standard interfac...
Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details.
A 'fame' interface for 'TSdbi'. Comprehensive examples of all the 'TS*' packages is provided in the ...
Methods to retrieve data from several different sources. This include historical quote data from Yah...
A 'MySQL' interface for 'TSdbi'. Comprehensive examples of all the 'TS*' packages is provided in the...
An ODBC interface for 'TSdbi'. Comprehensive examples of all the 'TS*' packages is provided in the v...
A 'PostgreSQL' interface for 'TSdbi'. Comprehensive examples of all the 'TS*' packages is provided i...
Methods to retrieve data in the Statistical Data and Metadata Exchange ('SDMX') format from several ...
Standard SQL query functions used by SQL plugins packages for the 'TSdbi' interface to time series d...
An 'SQLite' interface for 'TSdbi'. Comprehensive examples of all the 'TS*' packages is provided in t...
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Trevor L Davis