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

Data License is the technology that delivers Bloomberg’s data content sets, providing reference, pricing and regulatory data across enterprises and feeding accounting, portfolio management and compliance systems with over 50 million securities and more than 15 thousand fields. The RblDataLicense package aims at providing an easy interface to access prices and market data from within R via the Bloomberg Data License service, without the need to set up any working …