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CRAN packages

7 matches

bayesGARCH CRAN v2.1.10 5440th by downloads

Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

David Ardia 322 downloads/30d
AdMit CRAN v2.1.9 6230th by downloads

Adaptive Mixture of Student-t Distributions

David Ardia 277 downloads/30d
RiskPortfolios CRAN v2.1.7 6436th by downloads

Computation of Risk-Based Portfolios

David Ardia 269 downloads/30d
PeerPerformance CRAN v2.4.0 8072nd by downloads

Luck-Corrected Peer Performance Analysis in R

David Ardia 224 downloads/30d
smqf CRAN v1.1-1 19731st by downloads

Statistical Methods in Quantitative Finance

David Ardia 128 downloads/30d
RSDC CRAN v1.7-0 20322nd by downloads

Regime-Switching Dynamic Correlation Models

David Ardia 124 downloads/30d
spantest CRAN v1.1-3 23055th by downloads

Mean-Variance Spanning Tests

David Ardia 98 downloads/30d