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9 results by maintainer "Bernhard Pfaff"

urca v1.3-4 168th by downloads

Unit Root and Cointegration Tests for Time Series Data

Bernhard Pfaff 351.3K downloads/30d

vars v1.6-1 740th by downloads

VAR Modelling

Bernhard Pfaff 22.2K downloads/30d

cccp v0.3-3 2110th by downloads

Cone Constrained Convex Problems

Bernhard Pfaff 3.2K downloads/30d

evir v1.7-4 3002nd by downloads

Extreme Values in R

Bernhard Pfaff 1.6K downloads/30d

rneos v0.4-1 3641st by downloads

XML-RPC Interface to NEOS

Bernhard Pfaff 1K downloads/30d

QRM v0.4-35 3669th by downloads

Provides R-Language Code to Examine Quantitative Risk Management Concepts

Bernhard Pfaff 1K downloads/30d

FRAPO v0.4-2 7575th by downloads

Financial Risk Modelling and Portfolio Optimisation with R

Bernhard Pfaff 473 downloads/30d

gogarch v0.7-6 9031st by downloads

Generalized Orthogonal GARCH (GO-GARCH) Models

Bernhard Pfaff 352 downloads/30d

rbtc v0.1-7 18222nd by downloads

Bitcoin API

Bernhard Pfaff 180 downloads/30d