Sebastian Letmathe
Authors@R so your work is attributed to you and not merged with a namesake.
Downloads
1.8K
Last 30 days
4.8K
Last 90 days
19.2K
Last year
Average trend: -13.7% (30d vs prior 30d)
Top Packages by Downloads
Portfolio Check Status
Aggregate CRAN check results across 2 maintained packages.
OK
Recent Activity
Nonparametric Estimation of the Trend and Its Derivatives in TS
Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall
Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall
Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall
Smoothing Long-Memory Time Series
Smoothing Long-Memory Time Series
Smoothing Long-Memory Time Series
Risk Measure Calculation in Financial TS
Nonparametric Estimation of the Trend and Its Derivatives in TS
Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall
Maintained Packages
2 packages
Co-authored Packages
2 packages