Daniel P. Palomar
Authors@R so your work is attributed to you and not merged with a namesake.
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Portfolio Check Status
Aggregate CRAN check results across 8 maintained packages.
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Recent Activity
Automated Backtesting of Portfolios over Multiple Datasets
Automated Backtesting of Portfolios over Multiple Datasets
Modeling and Forecasting Financial Intraday Signals
Computation of Sparse Eigenvectors of a Matrix
T-Rex Selector: High-Dimensional Variable Selection & FDR Control
The T-LARS Algorithm: Early-Terminated Forward Variable Selection
The T-LARS Algorithm: Early-Terminated Forward Variable Selection
Mean and Covariance Matrix Estimation under Heavy Tails
Design of High-Order Portfolios Including Skewness and Kurtosis
Design of High-Order Portfolios Including Skewness and Kurtosis
Maintained Packages
8 packages
| Package | Version |
|---|---|
| riskParityPortfolio | 0.2.2 |
| portfolioBacktest | 0.4.2 |
| fitHeavyTail | 0.2.0 |
| highOrderPortfolios | 0.1.1 |
| imputeFin | 0.1.2 |
| sparseIndexTracking | 0.1.1 |
| intradayModel | 0.0.1 |
| sparseEigen | 0.1.0 |
Co-authored Packages
2 packages
| Package | Version |
|---|---|
| TRexSelector | 1.0.0 |
| tlars | 1.0.1 |