Calculus: High Dimensional Numerical and Symbolic Calculus in R
description

Calculus: High Dimensional Numerical and Symbolic Calculus in R

Efficient C++ optimized functions for numerical and symbolic calculus. It includes basic symbolic arithmetic, tensor calculus, Einstein summing convention, fast computation of the Levi-Civita symbol and generalized Kronecker delta, Taylor series expansion, multivariate Hermite polynomials, accurate high-order derivatives, differential operators (Gradient, Jacobian, Hessian, Divergence, Curl, Laplacian) and Monte Carlo integration in arbitrary orthogonal coordinate systems: cartesian, polar, spherical, cylindrical, parabolic or user defined by custom scale factors. Quickstart # Install …
yuimaGUI: A Graphical User Interface for the ‘yuima’ Package
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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
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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 …