Package: optextras
Version: 2019-12.4
Date: 2019-12-04
Title: Tools to Support Optimization Possibly with Bounds and Masks
Authors@R: c( person(given = c("John", "C"), family = "Nash",
role =c("aut", "cre"), email = "nashjc@uottawa.ca") )
Maintainer: John C Nash <nashjc@uottawa.ca>
Description: Tools to assist in safely applying user generated objective and
derivative function to optimization programs. These are primarily function
minimization methods with at most bounds and masks on the parameters.
Provides a way to check the basic computation of objective functions that
the user provides, along with proposed gradient and Hessian functions,
as well as to wrap such functions to avoid failures when inadmissible parameters
are provided. Check bounds and masks. Check scaling or optimality conditions.
Perform an axial search to seek lower points on the objective function surface.
Includes forward, central and backward gradient approximation codes.
License: GPL-2
Imports: numDeriv, utils
NeedsCompilation: no
Packaged: 2019-12-04 17:30:36 UTC; john
Author: John C Nash [aut, cre]
Repository: CRAN
Date/Publication: 2019-12-20 13:20:07 UTC

Title: Miscellaneous functions for finance / credit risk analysts
Description: This packages fills the gaps credit analysts and loan modellers at
Optimum Credit identify in the existing R code body.
It allows for the production of documentation with less coding,
replicates a number of Microsoft Excel functions useful for
modelling loans (without rounding), and other helpful functions
for producing scorecards and outputting the results.
email = "stephanie.locke@optimumcredit.co.uk", role = c("aut", "cre")))
Suggests: testthat, ggplot2, ggthemes, knitr, AUC, scales

Suggests: testthat, grid, ggplot2, ggthemes, knitr, AUC, scales

Suggests: testthat, grid, ggplot2, ggthemes, knitr, AUC, scales,

for producing charts and tables.  It also has some additional scales for

Title: Miscellaneous functions for (primarily) finance / credit risk
Description: This fills the gaps credit analysts and loan modellers at
Imports: data.table, ggplot2, AUC, grid, knitr, plyr, scales, stringr,