Packages by Georgi N. Boshnakov

Countr — 3.6.1

Flexible Univariate Count Models Based on Renewal Processes

FinTS — 0.4-9

Companion to Tsay (2005) Analysis of Financial Time Series

Rdpack — 2.6.6

Update and Manipulate Rd Documentation Objects

StableEstim — 2.4

Estimate the Four Parameters of Stable Laws using Different Methods

cvar — 0.6

Compute Expected Shortfall and Value at Risk for Continuous Distributions

fBasics — 4052.98

Rmetrics - Markets and Basic Statistics

fGarch — 4052.93

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

fImport — 4052.89

Rmetrics - Importing Economic and Financial Data

fUnitRoots — 4052.82

Rmetrics - Modelling Trends and Unit Roots

gbRd — 0.4.12

Utilities for Processing Rd Objects and Files

gbutils — 0.5.1

Utilities for Simulation, Plots, Quantile Functions and Programming

lagged — 0.3.2

Classes and Methods for Lagged Objects

mcompanion — 0.6

Objects and Methods for Multi-Companion Matrices

mixAR — 0.22.9

Mixture Autoregressive Models

pcts — 0.15.8

Periodically Correlated and Periodically Integrated Time Series

rbibutils — 2.4.1

Read 'Bibtex' Files and Convert Between Bibliography Formats

sarima — 0.9.5

Simulation and Prediction with Seasonal ARIMA Models

timeDate — 4052.112

Rmetrics - Chronological and Calendar Objects

timeSeries — 4052.112

Financial Time Series Objects (Rmetrics)

uroot — 2.1-3

Unit Root Tests for Seasonal Time Series