Nonlinear and Chaotic Time Series Modelling
R (>= 2.4.0), methods, timeDate, timeSeries, fBasics, fGarch

Rmetrics - Nonlinear and Chaotic Time Series Modelling

Provides a collection of functions for testing various aspects of
univariate time series including independence and neglected
nonlinearities. Further provides functions to investigate the chaotic
behavior of time series processes and to simulate different types of chaotic
time series maps.

Diethelm Wuertz [aut],
Tobias Setz [aut],
Yohan Chalabi [aut],
Paul Smith [cre]

Financial Software Collection - fPortfolio
fPortfolio from Rmetrics
Rmetrics is an Environment and
Software Collection for teaching
"Financial Engineering and Computational Finance"
GPL Version 2 or laterLicense: GPL Version 2 or later

Rmetrics - Portfolio Selection and Optimization
R (>= 2.7.0), methods, MASS, timeDate, timeSeries (>= 290.81),
fBasics, fCopulae, fAssets, quadprog, Rglpk, Rsymphony,
robustbase

R (>= 2.7.0), methods, MASS, timeDate, timeSeries, fBasics,
fCopulae, fAssets (>= 2100.77), quadprog, Rglpk, Rsymphony,
robustbase

R (>= 2.7.0), methods, MASS, quadprog, robustbase, timeDate,
timeSeries, fBasics, fAssets (>= 2100.78), Rglpk

Rmetrics - Portfolio Selection and Optimization - ebook
available at www.rmetrics.org
R (>= 2.8.0), methods, MASS, quadprog, robustbase, timeDate,
timeSeries, fBasics, fAssets (>= 2100.78), Rglpk

R (>= 2.8.0), methods, MASS, robustbase, timeDate, timeSeries,
fBasics, fAssets (>= 2100.78)

R (>= 1.9.0), methods, fBasics, fCalendar, fSeries, fMultivar, fExtremes

R (>= 1.9.0), methods, fEcofin, fCalendar, fBasics, fSeries, fMultivar, fExtremes

R (>= 2.2.1), methods, robustbase, MASS, fEcofin, fCalendar, fBasics, fSeries, fMultivar, fExtremes, fCopulae, quadprog, lpSolve

R (>= 2.4.0), quadprog, lpSolve, MASS, fAssets
Diethelm Wuertz and Rmetrics Core team <Rmetrics-core@r-project.org>

R (>= 2.6.0), methods, MASS, timeDate, timeSeries, fBasics, fAssets, quadprog, Rglpk

R (>= 2.15.1), methods, timeDate, timeSeries, fBasics, fAssets
fCopulae, robustbase, MASS, Rglpk, slam, Rsymphony, Rsolnp,
kernlab, quadprog, rneos
Rsocp, Rnlminb2, Rdonlp2, dplR, bcp, fGarch, mvoutlier