Description: Utility functions and S3 classes for IPv4 and IPv6 addresses, including
conversion to and from binary representation.

Description: Parameter estimation, computation of probability, information, and
(log-)likelihood, and visualization of item/test characteristic curves and
item/test information functions for three uni-dimensional item response theory
models: the 3-parameter-logistic model, generalized partial credit model,
and graded response model. The full documentation and tutorials are at

Title: Data Analysis and Parameter Estimation Using Item Response

Title: Computes 26 Financial Risk Measures for Any Continuous
Author: Saralees Nadarajah, Stephen Chan
Description: Computes 26 financial risk measures for any continuous distribution.  The 26 financial risk measures  include value at risk, expected shortfall due to Artzner et al. (1999) <DOI:10.1007/s10957-011-9968-2>, tail conditional median due to Kou et al. (2013) <DOI:10.1287/moor.1120.0577>, expectiles due to Newey and Powell (1987) <DOI:10.2307/1911031>, beyond value at risk due to Longin (2001) <DOI:10.3905/jod.2001.319161>, expected proportional shortfall due to Belzunce et al. (2012) <DOI:10.1016/j.insmatheco.2012.05.003>, elementary risk measure due to Ahmadi-Javid (2012) <DOI:10.1007/s10957-011-9968-2>, omega due to Shadwick and Keating (2002), sortino ratio due to Rollinger and Hoffman (2013), kappa  due to Kaplan and Knowles  (2004), Wang (1998)'s <DOI:10.1080/10920277.1998.10595708> risk measures, Stone (1973)'s <DOI:10.2307/2978638> risk measures, Luce (1980)'s <DOI:10.1007/BF00135033> risk measures, Sarin (1987)'s <DOI:10.1007/BF00126387> risk measures, Bronshtein and Kurelenkova (2009)'s risk measures.

Title: Computation of Risk-Based Portfolios
person("Jean-Philippe", "Gagnon-Fleury", role = "aut"))
Description: Collection of functions designed to compute risk-based portfolios as described

Title: Automated Transformations, Normality Testing, and Reporting
person("Daniel", "Mattei", email = "DMattei@live.com", role = c("aut","cre")),
person("John", "Ruscio", email = "ruscio@tcnj.edu", role = "aut")
Automated performance of common transformations used to fulfill parametric
assumptions of normality and identification of the best performing method
for the user. Output for various normality tests (Thode, 2002) corresponding
to the best performing method and a descriptive statistical report of the
input data in its original units (5-number summary and mathematical moments)
are also presented. Lastly, the Rankit, an empirical normal quantile transformation
(ENQT) (Soloman & Sawilowsky, 2009), is provided to accommodate non-standard