Imports: stats, graphics, utils, methods, pyinit, rrcov, robustbase

Title: Interface for the RobinHood.com No Commission Investing Platform
Description: Execute API calls to the RobinHood <https://robinhood.com> investing platform. Functionality includes accessing account data and current holdings, retrieving investment statistics and quotes, placing and canceling orders, getting market trading hours, searching investments by popular tag, and interacting with watch lists.
Imports: curl, jsonlite, magrittr, lubridate, profvis

Imports: curl, jsonlite, magrittr, lubridate, profvis, dplyr, httr

Imports: jsonlite, lubridate, profvis, magrittr, dplyr, httr, uuid

Title: Generation of Dynamic Coappearance Matrices Within Texts
Imports: data.table, igraph, markovchain, tm
Description: Generation of dynamic coappearance matrices for elements
within a text along with utilities to aid in the generation

Title: Truncated Maximum Likelihood fit and Robust Accelerated Failure
Time regression for Gaussian and logWeibull case.
Depends: R (>= 2.9.2), robustbase, stats, graphics, survival
Author: Alfio Marazzi <Alfio.Marazzi@chuv.ch>, Jean-Luc Muralti
Description: R functions for the computation of the truncated maximum
likelihood and the robust accelerated failure time regression

Time regression for Gaussian and log-Weibull case.

Title: Truncated Maximum Likelihood Fit and Robust Accelerated Failure
Time Regression for Gaussian and Log-Weibull Case

Depends: R (>= 3.2.0), stats, graphics, survival, robustbase

Author: Alfio Marazzi <Alfio.Marazzi@unisante.ch>, Jean-Luc Muralti

Title: Robust One-Way ANOVA Tests under Heteroscedasticity and
Authors@R: c(person("Gamze", "Guven", role = c("aut", "cre"),
person("Sukru", "Acitas", role = c("aut"),
person("Birdal", "Senoglu", role = c("aut"),
Description: Robust tests (RW, RPB and RGF) are provided for testing the equality of several long-tailed symmetric (LTS) means when the variances are unknown and arbitrary. RW, RPB and RGF tests are robust versions of Welch's F test proposed by Welch (1951) <doi:10.2307/2332579>, parametric bootstrap test proposed by Krishnamoorthy et. al (2007) <doi:10.1016/j.csda.2006.09.039>; and generalized F test proposed by Weerahandi (1995) <doi:10.2307/2532947>;, respectively. These tests are based on the modified maximum likelihood (MML) estimators proposed by Tiku(1967, 1968) <doi:10.2307/2333859>, <doi:10.1080/01621459.1968.11009228>.
Packaged: 2022-10-11 12:24:28 UTC; sukruacitas