Description: Manager of tick-by-tick transaction data that performs 'cleaning', 'aggregation' and 'import' in an efficient and fast way. The package engine, written in C++, exploits the 'zlib' and 'gzstream' libraries to handle gzipped data without need to uncompress them. 'Cleaning' and 'aggregation' are performed according to Brownlees and Gallo (2006) <DOI:10.1016/j.csda.2006.09.030>. Currently, TAQMNGR processes raw data from WRDS (Wharton Research Data Service, <https://wrds-web.wharton.upenn.edu/wrds/>).

Packaged: 2018-05-20 05:32:34 UTC; cipollini

Title: Bayesian Modeling of Autoregressive Threshold Time Series Models
Description: Identification and estimation of the autoregressive threshold models with Gaussian noise, as well as positive-valued time series. The package provides the identification of the number of regimes, the thresholds and the autoregressive orders, as well as the estimation of remain parameters. The package implements the methodology from the 2005 paper: Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data <DOI:10.1081/STA-200054435>.
Packaged: 2017-02-24 02:41:45 UTC; hanwenzhang

Description: Interactive shiny application for working with textmining and text analytics. Various visualizations  are provided.
Packaged: 2018-11-17 10:28:27 UTC; KARTIKEYA

Title: Tree Branches Evaluated Statistically for Tightness
Description: Our method introduces mathematically well-defined measures for tightness of branches in a hierarchical tree. Statistical significance of the findings is determined, for all branches of the tree, by performing permutation tests, optionally with generalized pareto p-value estimation.

Description: Our method introduces mathematically well-defined measures for tightness of branches in a hierarchical tree. Statistical significance of the findings is determined, for all branches of the tree, by performing permutation tests, optionally with generalized Pareto p-value estimation.

Depends: parallel, signal, fdrtool, graphics, stats, utils