Artifacts using tools version 0.8.2251

Specify, build, trade, and analyse quantitative financial trading strategies.

Functions introduced or changed since R v3.0.0 are re-implemented in this package. The backports are conditionally exported in order to let R resolve the function name to either the implemented backport, or the respective base version, if available. Package developers can make use of new functions or arguments by selectively importing specific backports to support older installations.

A general implementation of Structural Equation Models with latent variables (MLE, 2SLS, and composite likelihood estimators) with both continuous, censored, and ordinal outcomes (Holst and Budtz-Joergensen (2013) <doi:10.1007/s00180-012-0344-y>). Mixture latent variable models and non-linear latent variable models (Holst and Budtz-Joergensen (2019) <doi:10.1093/biostatistics/kxy082>). The package also provides methods for graph exploration (d-separation, back-door criterion), simulation of general ...

Converts coefficients, standard errors, significance stars, and goodness-of-fit statistics of statistical models into LaTeX tables or HTML tables/MS Word documents or to nicely formatted screen output for the R console for easy model comparison. A list of several models can be combined in a single table. The output is highly customizable. New model types can be easily implemented.

Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models via Markov chain Monte Carlo (MCMC) methods. Methodological details are given in Kastner and Frühwirth-Schnatter (2014) <doi:10.1016/j.csda.2013.01.002>; the most common use cases are described in Kastner (2016) <doi:10.18637/jss.v069.i05>. Also incorporates SV with leverage.

Stochastic Newton Sampler (SNS) is a Metropolis-Hastings-based, Markov Chain Monte Carlo sampler for twice differentiable, log-concave probability density functions (PDFs) where the proposal density function is a multivariate Gaussian resulting from a second-order Taylor-series expansion of log-density around the current point. The mean of the Gaussian proposal is the full Newton-Raphson step from the current point. A Boolean flag allows for switching from SNS to Newton-Raphson optimization (by choosing the ...

Full texts for Jane Austen's 6 completed novels, ready for text analysis. These novels are "Sense and Sensibility", "Pride and Prejudice", "Mansfield Park", "Emma", "Northanger Abbey", and "Persuasion".

Renjin Command Line Interface

Functions implementing Single Source of Error state-space models for purposes of time series analysis and forecasting. The package includes exponential smoothing, SARIMA in state-space forms and several simulation functions.

Provides R interfaces to a handful of common functions implemented using the Nvidia CUDA toolkit. Some of the functions require at least GPU Compute Capability 1.3. Thanks to Craig Stark at UC Irvine for donating time on his lab's Mac.