RMetrics

Rmetrics Open Source Project: With hundreds of functions built on modern methods, the Rmetrics open source software combines exploratory data analysis, statistical modelling and rapid model prototyping. The R/Rmetrics packages are embedded in R, building an environment which creates a first class system for applications in teaching statistics and finance. Rmetrics covers Time Series Econometrics, Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more.


References in zbMATH (referenced in 35 articles )

Showing results 21 to 35 of 35.
Sorted by year (citations)
  1. Matilainen, Markus; Nordhausen, Klaus; Oja, Hannu: New independent component analysis tools for time series (2015)
  2. Arratia, Argimiro: Computational finance. An introductory course with R (2014)
  3. Coin, Daniele: A method to estimate power parameter in exponential power distribution via polynomial regression (2013)
  4. Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)
  5. Gneiting, Tilmann; Ranjan, Roopesh: Combining predictive distributions (2013)
  6. Honda, Toshio: Nonparametric quantile regression with heavy-tailed and strongly dependent errors (2013)
  7. Rubio, F. J.; Johansen, Adam M.: A simple approach to maximum intractable likelihood estimation (2013)
  8. Tsay, Ruey S.: An introduction to analysis of financial data with R. (2013)
  9. Ara├║jo Santos, Paulo; Fraga Alves, M. Isabel: A new class of independence tests for interval forecasts evaluation (2012)
  10. Klar, Bernhard; Lindner, Franziska; Meintanis, Simos G.: Specification tests for the error distribution in GARCH models (2012)
  11. Honda, Toshio: Nonparametric density estimation for linear processes with infinite variance (2009)
  12. Christophe Dutang; Vincent Goulet; Mathieu Pigeon: actuar: An R Package for Actuarial Science (2008) not zbMATH
  13. Kleiber, Christian; Zeileis, Achim: Applied econometrics with R (2008)
  14. Jun Yan: Enjoy the Joy of Copulas: With a Package copula (2007) not zbMATH
  15. Achim Zeileis; Gabor Grothendieck: zoo: S3 Infrastructure for Regular and Irregular Time Series (2005) not zbMATH