Learn R Programming

Kris Boudt

https://www.github.com/null

Author or maintainer of the following packages:

DEoptim

Implements the differential evolution algorithm for global optimization of a real-valued function of...
GAS

Simulate, estimate and forecast using univariate and multivariate GAS models.
highfrequency

Provide functionality to manage, clean and match highfrequency trades and quotes data, calculate var...
MSGARCH

The MSGARCH package offers methods to fit (by Maximum Likelihood or Bayesian), simulate, and forecas...
PerformanceAnalytics

Collection of econometric functions forperformance and risk analysis. This package aims to a...
PortfolioAnalytics

Portfolio optimization and analysis routines and graphics.

Impact Percentile

96

Number of Packages

6

Package Downloads

41,006

Citations

2