Extreme Values in R

Functions for extreme value theory, which may be divided into the following groups; exploratory data analysis, block maxima, peaks over thresholds (univariate and bivariate), point processes, gev/gpd distributions.

Cone Constrained Convex Problems

Routines for solving convex optimization problems with cone constraints by means of interior-point methods. The implemented algorithms are partially ported from CVXOPT, a Python module for convex optimization (see < https://cvxopt.org> for more information).

Provides R-Language Code to Examine Quantitative Risk Management Concepts

Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.

Dynamic Settings File

Any package (subsequently called 'target package') is enabled to provide its users an easily accessible, user-friendly and human readable text file where key=value pairs (used by functions defined in the target package) can be saved. This settings file lives in a location defined by the user of the target package, and its user-defined values remain unchanged even when the author of the target package is introducing or deleting keys, or when the target package is updated or re-installed.

Financial Risk Modelling and Portfolio Optimisation with R

Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.

Bitcoin API

Implementation of the RPC-JSON API for Bitcoin and utility functions for address creation and content analysis of the blockchain.

Generalized Orthogonal GARCH (GO-GARCH) Models

Provision of classes and methods for estimating generalized orthogonal GARCH models. This is an alternative approach to CC-GARCH models in the context of multivariate volatility modeling.

Plots (Slightly Extended) Bland-Altman Plots

Bland-Altman Plots using either base graphics or ggplot2, augmented with confidence intervals, with detailed return values and a sunflowerplot option for data with ties.

XML-RPC Interface to NEOS

Within this package the XML-RPC API to NEOS < https://neos-server.org/neos/> is implemented. This enables the user to pass optimization problems to NEOS and retrieve results within R.

Standard Conform Pure Tone Audiometry (PTA) Plots

Facilitates plotting audiometric data (mostly) by preparing the coordinate system according to standards, given e. g. in American Speech-Language-Hearing Association (2005), .