Robust Bootstrap Forecast Densities for GARCH Models (RobGARCHBoot)
Bootstrap forecast densities for GARCH (Generalized Autoregressive Conditional Heteroskedastic) returns and volatilities using the robust residual-based bootstrap procedure of Trucios, Hotta and Ruiz (2017) <DOI:10.1080/00949655.2017.1359601>.
Easy Manipulation of Out of Memory Data Sets (hdd)
Hard drive data: Class of data allowing the easy importation/manipulation of out of memory data sets. The data sets are located on disk but look like in-memory, the syntax for manipulation is similar to ‘data.table’. Operations are performed ‘chunk-wise’ behind the scene.
Spatial Navigation Strategy Analysis (Rtrack)
A toolkit for the analysis of paths from spatial tracking experiments (such as the Morris water maze) and calculation of goal-finding strategies. This package is centered on an approach using machine learning for path classification.
Graphical Toolbox for Clustering and Classification of Data Frames (RclusTool)
Graphical toolbox for clustering and classification of data frames. It proposes a graphical interface to process clustering and classification methods on features data-frames, and to view initial data as well as resulted cluster or classes. According to the level of available labels, different approaches are proposed: unsupervised clustering, semi-supervised clustering and supervised classification. To assess the processed clusters or classes, the toolbox can import and show some supplementary data formats: either profile/time series, or images. These added information can help the expert to label clusters (clustering), or to constrain data frame rows (semi-supervised clustering), using Constrained spectral embedding algorithm by Wacquet et al. (2013) <doi:10.1016/j.patrec.2013.02.003> and the methodology provided by Wacquet et al. (2013) <doi:10.1007/978-3-642-35638-4_21>.
R Packages worth a look
10 Sunday Nov 2019
Posted R Packages
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