Adrian Gepp

3 packages 1 year on CRAN 0000-0003-1666-5501

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1.3K

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1.3K

Last 90 days

1.3K

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FKF.SP

723

NFCP

287

LSMRealOptions

242

FKF.SP new v0.3.4 Mar 10, 2026

Fast Kalman Filtering Through Sequential Processing

LSMRealOptions new v0.2.1 Mar 10, 2026

Value American and Real Options Through LSM Simulation

NFCP new v1.2.2 Mar 10, 2026

N-Factor Commodity Pricing Through Term Structure Estimation

3 packages

Package	Title	Downloads	Version
FKF.SP	Fast Kalman Filtering Through Sequential Processing	723	0.3.4
NFCP	N-Factor Commodity Pricing Through Term Structure Estimation	287	1.2.2
LSMRealOptions	Value American and Real Options Through LSM Simulation	242	0.2.1

Co-authors 3

packages depend on their work

Bruce Vanstone 3 pkgs

Colette Southam 3 pkgs

Geoff Harris 3 pkgs

Simone Kelly 3 pkgs

Thomas Aspinall 3 pkgs

David Luethi 1 pkg

Paul Smith 1 pkg

Philipp Erb 1 pkg

+1 more

Mar 10, 2026

1 year active