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.