Packaged: 2017-02-12 11:07:28 UTC; robjhyndman

Description: All data sets from "Forecasting: methods and applications" by Makridakis, Wheelwright & Hyndman (Wiley, 3rd ed., 1998) <https://robjhyndman.com/forecasting/>.
Packaged: 2020-01-14 00:36:06 UTC; robjhyndman

Description: Implements basic financial market objects like currencies, currency
pairs, interest rates and interest rate indices. You will be able to use
Benchmark instances of these objects which have been defined using their most
common conventions or those defined by International Swap Dealer Association
Imports: fmdates (>= 0.1.2), assertthat, lubridate (>= 1.6.0)

Imports: fmdates (>= 0.1.2), assertthat, lubridate (>= 1.6.0), tibble,

Imports: assertthat, fmdates (>= 0.1.2), lubridate (>= 1.6.0), methods,

Authors@R: c(person("George", "Vega Yon", email = "g.vegayon@gmail.com", role =
person("Paul", "Marjoram", email = "pmarjora@usc.edu", role = c("ctb",
5P01CA196569-02"), person("Fabian", "Scheipl", role = "rev", comment =
Description: Provides a friendly (flexible) Markov Chain Monte Carlo (MCMC)
framework for implementing Metropolis-Hastings algorithm in a modular way
allowing users to specify automatic convergence checker, personalized
transition kernels, and out-of-the-box multiple MCMC chains using
parallel computing. Most of the methods implemented in this package can
be found in Brooks et al. (2011, ISBN 9781420079425).
Suggests: covr, mvtnorm, knitr, rmarkdown, mcmc, tinytest

be found in Brooks et al. (2011, ISBN 9781420079425). Among the methods
Robust Adaptive Metropolis, and Thawornwattana et
al. (2018) <doi:10.1214/17-BA1084> Mirror transition kernels.
Suggests: covr, knitr, rmarkdown, mcmc, tinytest, mvtnorm, adaptMCMC
Imports: parallel, coda, stats, methods, MASS

Imports: parallel, coda, stats, methods, MASS, Matrix

Suggests: covr, knitr, rmarkdown, mcmc, tinytest, mvtnorm,

Title: Financial Market Date Calculations
Description: Implements common date calculations relevant for specifying
the economic nature of financial market contracts that are typically defined
by International Swap Dealer Association (ISDA, http://www2.isda.org) legal
documentation. This includes methods to check whether dates are business
days in certain locales, functions to adjust and shift dates and time length
Imports: lubridate (>= 1.6.0), assertthat, methods, utils, stats