Package: RTisean
Date: 23/03/2007
Version: 3.0.7
Title:  R interface to Tisean algorithms
Author: TISEAN authors: Rainer Hegger, Holger Kantz, Thomas Schreiber. R interface code by Antonio, Fabio Di Narzo, R documentation and examples by Gianluca Gazzola
Maintainer: Antonio, Fabio Di Narzo <antonio.dinarzo@stat.unibo.it>
Description: Algorithms for time series analysis from nonlinear dynamical systems theory originally made available by Rainer Hegger, Holger Kantz and Thomas Schreiber at the site http://www.mpipks-dresden.mpg.de/~tisean/ .  A related R package (tseriesChaos by Antonio, Fabio Di Narzo) contains rewritten versions of a few of the TISEAN algorithms.   The intention of the present package is to use the TISEAN routines from within R with no need of manual importing/exporting.  It is in a beta version state, though most of the functions should be usable.  Correspondence should be sent to either Marji Lines, lines@dss.uniud.it, or to the current maintainer of the package. This package only contains R interface code. It requires that you have the Tisean-3.0.1 algorithms available on your computer.
License: GPL (version 2 or later)
URL: http://tsnonlinear.uniud.it, http://www.mpipks-dresden.mpg.de/~tisean
Packaged: Mon Mar 26 11:24:25 2007; antonio

Packaged: Fri Sep 28 22:13:04 2007; antonio

Packaged: Tue Oct  9 17:08:37 2007; antonio

Title: Analyze and Forecast Credit Migrations
Description: A set of functions used to automate commonly used methods in credit risk. This includes multiple methods for bootstrapping default rates and forecasting/stress testing credit exposures migrations, via Econometrics and Machine Learning algorithms.
Imports: chron, e1071, expm, matrixStats, nnet, pracma, zoo
Packaged: 2017-04-10 23:53:42 UTC; Jamdoulaye

Description: A set of functions used to automate commonly used methods in credit risk to estimate migration (transition) matrices. The package includes multiple methods for bootstrapping default rates and forecasting/stress testing credit exposures migrations, via Econometrics and Machine Learning algorithms.
Imports: chron, e1071, expm, MASS, Matrix, matrixStats, nnet, pracma,
Packaged: 2018-01-19 15:20:15 UTC; Jamdoulaye