Title: Financial Analysis and Regression Diagnostic Analysis
Description: Functions for regression analysis and financial modeling, including batch graphs generation, beta calculation, descriptive statistics.

Description: Functions for financial analysis and financial modeling,
including batch graphs generation, beta calculation,
descriptive statistics, annuity calculation, bond pricing
Note: Few parts are still preliminary and might be changed in the near
future. And more functions will be add as easier tools to

Title: Classifies implicit trading activity from market quotes and
computes the probability of informed trading
Description: This package accomplishes two tasks: a) it classifies
implicit trading activity from quotes in OTC markets using the
algorithm of Lee and Ready (1991); b) based on information for
trade initiation, the package computes the probability of
informed trading of Easley and O'Hara (1987).
Packaged: 2012-04-03 13:58:28 UTC; paolozagaglia

Description: Financial calculator for time value money.
Author: Felix Yanhui Fan <nolanfyh@gmail.com>
Maintainer: Felix Yanhui Fan <nolanfyh@gmail.com>

Title: Time Value of Money Calculation and Computational Finance
Description: Package for time value of money calculation and computational

Depends: ggplot2, reshape2, scales, RCurl

Title: Time Value of Money, time series analysis and Computational
Description: Package for time value of money calculation, time series analysis
Collate: 'SFRatio.R' 'Sharpe.ratio.R' 'bdy.R' 'bdy2mmy.R'
'ear2bey.R' 'ear2hpr.R' 'fv.R' 'fv.annuity.R' 'fv.simple.R'
'harmonic.mean.R' 'hpr.R' 'hpr2bey.R' 'hpr2ear.R' 'hpr2mmy.R'
'n.period.R' 'npv.R' 'pmt.R' 'pv.R' 'pv.annuity.R'

Imports: ggplot2, reshape2, scales, RCurl

Title: Time Value of Money, Time Series Analysis and Computational
Description: Package for time value of money calculation, time series analysis and computational finance.
Packaged: 2015-12-30 05:28:26 UTC; alicefelix

Packaged: 2016-07-29 03:22:16 UTC; alicefelix

Title: Covariance Matrix Estimation and Regularization for Finance
Authors@R: person("Yachen", "Yan", email = "yanyachen21@gmail.com", role = c("aut", "cre"))
Description: Estimation and regularization for covariance matrix of asset returns. For covariance matrix estimation,
three major types of factor models are included: macroeconomic factor model, fundamental factor model and statistical
factor model. For covariance matrix regularization, four regularized estimators are included: banding, tapering,
hard-thresholding and soft-thresholding. The tuning parameters of these regularized estimators are selected via
Packaged: 2015-03-01 08:47:42 UTC; Administrator