person("Philipp", "Bach", email = "philipp.bach@uni-hamburg.de", role="aut"),
person("Malte S.", "Kurz", email = "malte.simon.kurz@uni-hamburg.de", role=c("aut", "cre")),
Description: Implementation of the double/debiased machine learning framework of
Chernozhukov et al. (2018) <doi:10.1111/ectj.12097> for partially linear
regression models, partially linear instrumental variable regression models,
interactive regression models and interactive instrumental variable
regression models. 'DoubleML' allows estimation of the nuisance parts in
these models by machine learning methods and computation of the Neyman
orthogonal score functions. 'DoubleML' is built on top of 'mlr3' and the
'mlr3' ecosystem. The object-oriented implementation of 'DoubleML' based on
Imports: R6 (>= 2.4.1), data.table (>= 1.12.8), stats, checkmate, mlr3
Suggests: knitr, rmarkdown, testthat, patrick, mlr3learners (>= 0.3.0),
paradox (>= 0.4.0), dplyr, glmnet, lgr, ranger, sandwich, AER,
Maintainer: Malte S. Kurz <malte.simon.kurz@uni-hamburg.de>

clusterGeneration, readstata13, mlr3learners (>= 0.3.0)
Suggests: knitr, rmarkdown, testthat, covr, patrick, paradox (>=
0.4.0), dplyr, glmnet, lgr, ranger, sandwich, AER, rpart, bbotk

clusterGeneration, readstata13, mlr3learners (>= 0.3.0),

Suggests: knitr, rmarkdown, testthat, covr, patrick (>= 0.1.0), paradox
(>= 0.4.0), dplyr, glmnet, lgr, ranger, sandwich, AER, rpart,

person("Philipp", "Bach", email = "philipp.bach@uni-hamburg.de", role=c("aut", "cre")),
person("Malte S.", "Kurz", email = "mkurz-software@gmx.de", role="aut"),

Package: Dowd
Type: Package
Title: Functions Ported from 'MMR2' Toolbox Offered in Kevin Dowd's
Book Measuring Market Risk
Version: 0.1
Date: 2015-08-20
Author: Dinesh Acharya <dines.acharya@gmail.com>
Maintainer: Dinesh Acharya <dines.acharya@gmail.com>
Description: Kevin Dowd's book Measuring Market Risk is a widely read book
in the area of risk measurement by students and
practitioners alike. As he claims, 'MATLAB' indeed might have been the most
suitable language when he originally wrote the functions, but,
with growing popularity of R it is not entirely
valid. As Dowd's code was not intended to be error free and were mainly
for reference, some functions in this package have inherited those
errors. An attempt will be made in future releases to identify and correct
them. Dowd's original code can be downloaded from www.kevindowd.org/measuring-market-risk/.
It should be noted that Dowd offers both
'MMR2' and 'MMR1' toolboxes. Only 'MMR2' was ported to R. 'MMR2' is more
recent version of 'MMR1' toolbox and they both have mostly similar
function. The toolbox mainly contains different parametric and non
parametric methods for measurement of market risk as well as
backtesting risk measurement methods.
Depends: R (>= 3.0.0), bootstrap, MASS, forecast
Suggests: PerformanceAnalytics, testthat
License: GPL
NeedsCompilation: no
Packaged: 2015-08-31 21:33:33 UTC; denis
Repository: CRAN
Date/Publication: 2015-09-01 17:41:37