DW
Diethelm Wuertz
18 packages
On CRAN since Jul 2004 (22 years) · last active 10 years ago
Downloads
505.3K
Last 30 days
1.8M
Last 90 days
6.5M
Last year
Average trend: -9.6% (30d vs prior 30d)
Top Packages by Downloads
timeDate
360.8K
Recent Activity
Econometric Tools for Performance and Risk Analysis
Econometric Tools for Performance and Risk Analysis
R Optimization Infrastructure
'ipop' Plug-in for the 'R' Optimization Interface
Rmetrics - Analysing and Modelling Financial Assets
Rmetrics - Markets and Basic Statistics
Rmetrics - Bivariate Dependence Structures with Copulae
Rmetrics - Modelling Extreme Events in Finance
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Rmetrics - Importing Economic and Financial Data
Co-authored Packages
15 packages
| Package | Version |
|---|---|
| timeDate | 4052.112 |
| timeSeries | 4052.112 |
| stabledist | 0.7-2 |
| fBasics | 4052.98 |
| randtoolbox | 2.0.5 |
| fGarch | 4052.93 |
| fImport | 4052.89 |
| fUnitRoots | 4052.82 |
| fMultivar | 4031.84 |
| fPortfolio | 4023.84 |
| fAssets | 4023.85 |
| fCopulae | 4052.86 |
| fExtremes | 4032.84 |
| fNonlinear | 4052.83 |
| fRegression | 4021.83 |
Contributions
3 packages
| Package | Version |
|---|---|
| PerformanceAnalytics | 2.1.0 |
| ROI | 1.0-2 |
| ROI.plugin.ipop | 1.0-0 |