iterators, MSwM, parallel, psych, png, stats, tseries, utils,
Description: Allows to estimate dynamic model averaging, dynamic model selection and median probability model. The original methods are implemented, as well as, selected further modifications of these methods. In particular the user might choose between recursive moment estimation and exponentially moving average for variance updating. Inclusion probabilities might be modified in a way using 'Google Trends'. The code is written in a way which minimises the computational burden (which is quite an obstacle for dynamic model averaging if many variables are used). For example, this package allows for parallel computations and Occam's window approach. The package is designed in a way that is hoped to be especially useful in economics and finance. Main reference: Raftery, A.E., Karny, M., Ettler, P. (2010) <doi:10.1198/TECH.2009.08104>.

iterators, MSwM, parallel, psych, png, Rcpp, stats, tseries,

iterators, itertools, MSwM, parallel, psych, png, Rcpp, stats,

iterators, itertools, parallel, psych, png, Rcpp, stats,

Depends: R (>= 2.4.0), methods, timeDate, timeSeries, fBasics, fOptions

Packaged: Mon Oct  1 15:35:29 2007; myself

Package: fExoticOptions
Version: 260.72
Date: 1997 - 2007
Title: Rmetrics - Exotic Option Valuation
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), fOptions
Maintainer: Diethelm Wuertz and Rmetrics Core Team <Rmetrics-core@r-project.org>
Description: Environment for teaching "Financial Engineering and Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE.
THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES,
AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyLoad: yes
LazyData: yes
License: GPL Version 2 or later
URL: http://www.rmetrics.org
Packaged: Mon Oct  8 14:08:34 2007; myself

Package: fExoticOptions
Version: 270.73
Date: 1997 - 2008
Title: Exotic Option Valuation
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), methods, fBasics, fOptions
Maintainer: Rmetrics Core Team <Rmetrics-core@r-project.org>
Description: Environment for teaching "Financial Engineering and Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE.
THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES,
AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyLoad: yes
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: Thu Oct 23 10:16:23 2008; yankee