R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering'

R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering', by Bruno Remillard, CRC Press, (2013).


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Reference manual

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install.packages("SMFI5")

1.0 by Bruno Remillard, 5 years ago


http://www.r-project.org, http://www.brunoremillard.com


Browse source code at https://github.com/cran/SMFI5


Authors: Bruno Remillard


Documentation:   PDF Manual  


GPL (>= 2) license


Depends on ggplot2, reshape, corpcor


See at CRAN