Description: Provides an interface to 'Jamendo' API <https://developer.jamendo.com/v3.0>.
Pull audio, features and other information for a given
'Jamendo' user (including yourself!) or enter an artist's -, album's -,
or track's name and retrieve the available information in seconds.
Packaged: 2019-04-14 19:40:14 UTC; Maximilian

Packaged: 2021-11-07 14:17:25 UTC; Maximilian

Title: The Omegahat interface for R and Java.
Author:  Duncan Temple Lang <duncan@research.bell-labs.com>,
Description: An interface from R to Java to create and call Java objects
License: GPL version 2 or newer. http://www.gnu.org/copyleft/gpl.html

Description: Graphics device routing all graphics commands to a Java
program. The actual functionality of the JavaGD depends
on the Java-side implementation. Simple AWT and Swing

program. The actual functionality of the JavaGD depends on the
Java-side implementation. Simple AWT and Swing implementations

Imports: rJava (>= 0.5-0), grDevices, graphics
SystemRequirements: GNU make and Java JDK 1.2 or higher

Title: Jaya, a Gradient-Free Optimization Algorithm
Description: Maximization or Minimization of a fitness function using Jaya Algorithm (JA).
A population based method which repeatedly modifies a population of individual solutions.
Capable of solving both constrained and unconstrained optimization problems.
It does not contain any hyperparameters.
Suggests: knitr, rmarkdown, evaluate, testthat

Title: Monte Carlo Option Pricing Algorithm for Jump Diffusion Model
Description: Black-Scholes Model [Black (1973) <doi:10.1086/260062>] is important to calculate option premium in the stock market. And variety of improved models are studied. In this package, I proposed functions in order to calculate normal and new Jump Diffusion Models [Kou (2002) <doi:10.1287/mnsc.48.8.1086.166>] by Monte Carlo Method. This package can be used for Computational Finance.
Imports: igraph, rmarkdown, graphics, stats, utils

Title: Monte Carlo Option Pricing Algorithm for Jump Diffusion Models
Description: Black-Scholes model [Black (1973) <doi:10.1086/260062>] is important to calculate option premiums in the stock market, and variety of improved models are studied. In this package, I propose methods in order to calculate both Black-Scholes model and Jump diffusion model [Kou (2002) <doi:10.1287/mnsc.48.8.1086.166>] by Monte Carlo methods. This package can be used for computational finance.
Imports: igraph, rmarkdown, graphics, stats, utils, png