EZ
Eric Zivot
6 packages
On CRAN since Mar 2006 (20 years) · last active 4 months ago
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Recent Activity
Econometric Tools for Performance and Risk Analysis
Time Series Factor Models for Asset Returns
Econometric Tools for Performance and Risk Analysis
Generalized Regression on Orthogonal Components
Port of the S+ "Robust Library"
Unit Root and Cointegration Tests for Time Series Data
Generalized Regression on Orthogonal Components
Port of the S+ "Robust Library"
Port of the S+ "Robust Library"
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 |