Learn R Programming

Bernhard Pfaff

https://www.github.com/null

Author or maintainer of the following packages:

cccp

Routines for solving convex optimization problems with cone constraints by means of interior-point m...
evir

Functions for extreme value theory, which may be dividedinto the following groups; explorato...
FRAPO

Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', secon...
gogarch

Implementation of the GO-GARCH model class
parma

Provision of a set of models and methods for use in the allocation and management of capital in fina...
QRM

Accompanying package to the book Quantitative Risk Management: Concepts, Techniques and Tools by Ale...
rneos

Within this package the XML-RPC API to NEOS is implemented. This enables the user to pass optimizati...
urca

Unit root and cointegration tests encountered in appliedeconometric analysis are implemented...
vars

Estimation, lag selection, diagnostic testing, forecasting, causality analysis, forecast error varia...

Impact Percentile

86

Number of Packages

9

Package Downloads

263,503

Citations

0