R Interface to the ‘QuantLib’ Library (RQuantLib)
The ‘RQuantLib’ package makes parts of ‘QuantLib’ accessible from R The ‘QuantLib’ project aims to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard open source library for quantitative analysis, modeling, trading, and risk management of financial assets.
Modelling STARMA Processes (starma)
Statistical functions to identify, estimate and diagnose a STARMA model.
Assertions to Check Properties of Files (assertive.files)
A set of predicates and assertions for checking the properties of files and connections. This is mainly for use by other package developers who want to include run-time testing features in their own packages. End-users will usually want to use assertive directly.
Diagnostics for Fine and Gray Model (crskdiag)
Provides the implementation of analytical and graphical approaches for checking the assumptions of the Fine and Gray model.
Solving Least Squares Problems under Equality/Inequality Constraints (lsei)
It contains functions that solve least squares linear regression problems under linear equality/inequality constraints. It is developed based on the ‘Fortran’ program of Lawson and Hanson (1974, 1995), which is public domain and available at http://…/lawson-hanson.