EZ
Eric Zivot
6 packages
On CRAN since Mar 2004 (22 years) · last active 2 years ago
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Econometric Tools for Performance and Risk Analysis
Econometric Tools for Performance and Risk Analysis
Extreme Values in R
Time Series Factor Models for Asset Returns
Generalized Regression on Orthogonal Components
Port of the S+ "Robust Library"
Unit Root and Cointegration Tests for Time Series Data
Econometric Tools for Performance and Risk Analysis
Generalized Regression on Orthogonal Components
Port of the S+ "Robust Library"
Co-authored Packages
2 packages
Contributions
3 packages
| Package | Version |
|---|---|
| urca | 1.3-4 |
| PerformanceAnalytics | 2.1.0 |
| evir | 1.7-4 |
Other Roles
1 package
| Package | Version |
|---|---|
| groc | 1.0.10 |