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This is the Debian GNU/Linux r-cran-fseries package of fSeries, a set
of functions for modelling dynamic time series, and part of Rmetrics,
a collection of packages for financial engineering and computational
finance. Both fSeries and Rmetrics were written and compiled primarily
by Diethelm Wuertz, with code by others (see below for fSeries).
This package was created by Dirk Eddelbuettel <edd@debian.org>.
The sources were downloaded from
http://www.rmetrics.org
and are also available from
http://cran.r-project.org/src/contrib/
and all CRAN mirrors as e.g.
http://cran.us.r-project.org/src/contrib/
The package was renamed from its upstream name 'fSeries' to
'r-cran-fseries' to fit the pattern of CRAN (and non-CRAN) packages
for R.
fSeries is copyright by Diethelm Wuerth, and others, and released under
the GNU General Public License (GPL).
On a Debian GNU/Linux system, the GPL license is included in the file
/usr/share/common-licenses/GPL.
For reference, the upstream DESCRIPTION file is included below:
Package: fSeries
Version: 190.10055
Date: 2004
Title: Financial Software Collection - fSeries
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 1.9.0), methods, mgcv, modreg, nnet
Maintainer: Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
Description: fSeries Library from Rmetrics -
Rmetrics is an Environment and
Software Collection for teaching
"Financial Engineering and Computational Finance"
License: GPL Version 2 or later
URL: http://www.itp.phys.ethz.ch/econophysics/R/1.9
Packaged: Sun Jun 13 06:59:05 2004; myself
and the following segment was extracted from the header of src/zzz.R:
# Copyrights (C)
# for this R-port:
# Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# for the code accessed (or partly included) from other R-ports:
# ts: Collected by Brian Ripley. See SOURCES
# tseries: Compiled by Adrian Trapletti <a.trapletti@bluewin.ch>
# fracdiff: S original by Chris Fraley <fraley@stat.washington.edu>
# R-port: by Fritz Leisch <leisch@ci.tu-wien.ac.at>
# since 2003-12: Martin Maechler
# lmtest: Torsten Hothorn <Torsten.Hothorn@rzmail.uni-erlangen.de>
# Achim Zeileis <zeileis@ci.tuwien.ac.at>
# David Mitchell
# mda: S original by Trevor Hastie & Robert Tibshirani
# R port by Friedrich Leisch, Kurt Hornik and Brian D. Ripley
# mgcv: Simon Wood <simon@stats.gla.ac.uk>
# modreg: Brian Ripley and the R Core Team
# polspline: Charles Kooperberg <clk@fhcrc.org>
# nnet: S original by Venables & Ripley.
# R port by Brian Ripley <ripley@stats.ox.ac.uk>
# following earlier work by Kurt Hornik and Albrecht Gebhardt
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