Package: Amelia
Version: 1.7
Date: 2013-02-10
Title: Amelia II: A Program for Missing Data
Author: James Honaker <jhonaker@iq.harvard.edu>, Gary King
<king@harvard.edu>, Matthew Blackwell
<m.blackwell@rochester.edu>
Maintainer: Matthew Blackwell <m.blackwell@rochester.edu>
Depends: R (>= 2.14.0), foreign, utils, Rcpp (>= 0.10.0.4),
RcppArmadillo
LinkingTo: Rcpp, RcppArmadillo
Description: Amelia II "multiply imputes" missing data in a single
cross-section (such as a survey), from a time series (like
variables collected for each year in a country), or from a
time-series-cross-sectional data set (such as collected by
years for each of several countries).  Amelia II implements our
bootstrapping-based algorithm that gives essentially the same
answers as the standard IP or EMis approaches, is usually
considerably faster than existing approaches and can handle
many more variables.  Unlike Amelia I and other statistically
rigorous imputation software, it virtually never crashes (but
please let us know if you find to the contrary!).  The program
also generalizes existing approaches by allowing for trends in
time series across observations within a cross-sectional unit,
as well as priors that allow experts to incorporate beliefs
they have about the values of missing cells in their data.
Amelia II also includes useful diagnostics of the fit of
multiple imputation models.  The program works from the R
command line or via a graphical user interface that does not
require users to know R.
License: GPL (>= 2)
URL: http://gking.harvard.edu/amelia
Suggests: tcltk, Zelig
Packaged: 2013-02-11 14:47:58 UTC; mblackwell
Repository: CRAN
Date/Publication: 2013-02-13 15:31:51

Package: AmericanCallOpt
Type: Package
Title: This package includes pricing function for selected American
call options with underlying assets that generate payouts.
Version: 0.95
Date: 2012-03-02
Author: Paolo Zagaglia
Maintainer: Paolo Zagaglia <paolo.zagaglia@gmail.com>
Depends: R (>= 2.0.0)
Description: This package includes a set of pricing functions for
American call options. The following cases are covered: Pricing
of an American call using the standard binomial approximation;
Hedge parameters for an American call with a standard binomial
tree; Binomial pricing of an American call with continuous
payout from the underlying asset; Binomial pricing of an
American call with an underlying stock that pays proportional
dividends in discrete time; Pricing of an American call on
futures using a binomial approximation; Pricing of a currency
futures American call using a binomial approximation; Pricing
of a perpetual American call. The user should kindly notice
that this material is for educational purposes only. The codes
are not optimized for computational efficiency as they are
meant to represent standard cases of analytical and numerical
solution.
License: GPL-3
Packaged: 2012-03-03 15:07:38 UTC; paolozagaglia
Repository: CRAN
Date/Publication: 2012-03-04 15:32:00