| MODULES SUPPLÉMENTAIRES POUR LE DÉPARTEMENT |
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| actuar.pdf Collection of functions related to actuarial science applications, namely credibility theory and risk theory, for the moment. The package also includes the famous Hachemeister (1975) data set. |
| copula.pdf Classes (S4) of commonly used copulas including elliptical, and Archimidean copulas. Implemented copulas include normal, t, Clayton, Frank, and Gumbel. Methods for density, distribution, random number generators, persp, and contour. Functions for fitting copula models. |
| fBasics.pdf Marketes and Basic Statistics, Environment for teaching "Financial Engineering and Computational Finance" |
| fCalendar.pdf Chronological and Calendarical Objects, Environment for teaching "Financial Engineering and Computational Finance |
| fEcofin.pdf Selected Economic and Financial Data Sets, Environment for teaching "Financial Engineering and Computational Finance" |
| fMultivar.pdf Multivariate Market Analysis, Environment for teaching "Financial Engineering and Computational Finance" |
| fSeries.pdf The Dynamical Process Behind Markets, Environment for teaching "Financial Engineering and Computational Finance" |
| NOUVEAU! gam.pdf Generalized Additive Models: Functions for fitting and working with generalized additive models, as described in chapter 7 of "Statistical Models in S" (Chambers and Hastie (eds), 1991), and "Generalized Additive Models" (Hastie and Tibshirani, 1990). |
| lattice.pdf Implementation of Trellis Graphics |
| mnormt.pdf This package provides functions for computing the density and the distribution function of, and for generating random vectors from the multivariate normal and multivariate t distributions. It provides functions similar in scope to those of the package 'mvtnorm', but with some differences; one of these is that probabilities are computed via a non-Monte Carlo method. |
| mvtnorm.pdf Computes multivariate normal and t probabilities, quantiles and densities. |
| npmc.pdf Provides simultaneous rank test procedures for the one-way layout without presuming a certain distribution. |
| pear.pdf Package for Periodic Autoregression Analysis
Package for estimating periodic autoregressive models. Package also includes methods for plotting periodic time series data. |
| robust.pdf Insightful Robust Library : A package of robust methods. |
| quadprog.pdf This package contains routines and documentation for solving quadratic programming problems. |
| scatterplot3d.pdf Plots a three dimensional (3D) point cloud. |
| sn.pdf Functions for manipulating skew-normal and skew-t probability distributions, and for fitting them to data, in the scalar and in the multivariate case. |
| tseries.pdf Package for time series analysis and computational finance |
| waveslim.pdf Basic wavelet routines for one-, two- and three-dimensional signa.
Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); the dual-tree complex wavelet transform (CWT) from Kingsbury (1999, 2001) as implemented by Selesnick; and Hilbert wavelet pairs (Selesnick 2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and R code available at the book website(s) below. |
| wavethresh.pdf Software to perform wavelet statistics and transforms. Software to perform 1-d and 2-d wavelet statistics and transforms.
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| zoo.pdf An S3 class with methods for totally ordered indexed observations. It is particularly aimed at irregular time series of numeric vectors/matrices and factors. zoo's key design goals are independence of a particular index/date/time class and consistency with with ts and base R by providing methods to extend standard generics. |
