yuimaGUI: A Graphical User Interface for the ‘yuima’ Package
description

yuimaGUI: A Graphical User Interface for the ‘yuima’ Package

The YUIMA Software performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on. It also supports stochastic numerical analysis by fast computation of the expected value of functionals of stochastic processes through automatic asymptotic expansion by means of the Malliavin calculus. All models can be multidimensional, multiparametric or non …
RblDataLicense: Connecting R to Bloomberg Data License
description

RblDataLicense: Connecting R to Bloomberg Data License

The RblDataLicense package aims at providing an easy R interface to access prices and market data with the Bloomberg Data License service, the technology that delivers Bloomberg’s data content sets. For the first time, users can directly program against Bloomberg’s comprehensive historical data, servicing the growing needs of data science. Unlike the Rblpapi package for Bloomberg Terminal users, RblDataLicense does not require the user to set up any working Bloomberg installation. As a prerequisite, a valid …