**Obtain Alpha-Outlier Regions for Well-Known Probability Distributions** (**alphaOutlier**)

Given the parameters of a distribution, the package uses the concept of alpha-outliers by Davies and Gather (1993) to flag outliers in a data set. See Davies, L.; Gather, U. (1993): The identification of multiple outliers, JASA, 88 423, 782-792, doi: 10.1080/01621459.1993.10476339 for details.

**Uses an Archive to Amend Previous Stages of a Pipe using Current Output** (**loopr**)

Remedies a common problem in piping: not having access to intermediate outputs of the pipe. Within a ‘loop’, a piping intermediate is stored in a stack archive, data is processed, and then both the stored intermediate and the current output are reintegrated using an ‘ending’ function. Two special ending functions are provided: amend and insert. However, any ending function can be specified, including merge functions, join functions, setNames(), etc. This framework allows the following workflow: focus on a particular aspect or section of a dataset, conduct specific operations, and then reintegrate changes into the whole.

**Pricing of Vanilla and Exotic Option Contracts** (**QFRM**)

Option pricing (financial derivatives) techniques mainly following textbook ‘Options, Futures and Other Derivatives’, 9ed by John C.Hull, 2014. Prentice Hall. Implementations are via binomial tree option model (BOPM), Black-Scholes model, Monte Carlo simulations, etc. This package is a result of Quantitative Financial Risk Management course (STAT 449 and STAT 649) at Rice University, Houston, TX, USA, taught by Oleg Melnikov, statistics PhD student, as of Spring 2015.

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