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@Book{Abramowitz:1972,
author = {Abramowitz, M. and Stegun, I. A.},
title = {Handbook of Mathematical Functions},
publisher = {Dover},
year = 1972,
url = {http://people.math.sfu.ca/~cbm/aands/},
language = {english}
}
@Manual{GSL,
title = {{GNU} Scientific Library Reference Manual},
author = {Galassi, M. and Davies, J. and Theiler, J. and
Gough, B. and Jungman, G. and Alken P. and Booth, M.
and Rossi, F. and Ulerich, R.},
edition = {Third},
year = 2009,
isbn = {0-95461207-8},
url = {https://www.gnu.org/software/gsl/},
language = {english}
}
@Book{Gil:2007,
author = {Gil, A. and Segura, J. and Temme, N. M.},
title = {Numerical Methods for Special Functions},
publisher = {Society for Industrial and Applied Mathematics},
year = 2007,
isbn = {978-0-89871634-4},
url = {http://dx.doi.org/10.1137/1.9780898717822},
language = {english}
}
@Book{LossModels4e,
author = {Klugman, S. A. and Panjer, H. H. and Willmot, G.},
title = {Loss Models: From Data to Decisions},
edition = 4,
publisher = {Wiley},
year = 2012,
address = {New York},
isbn = {978-1-11831532-3},
language = {english}
}
@Manual{Matrix,
title = {Matrix: Sparse and Dense Matrix Classes and Methods},
author = {D. Bates and M. Maechler},
year = 2016,
note = {R package version 1.2-7.1},
url = {https://CRAN.R-project.org/package=Matrix},
language = {english}
}
@Manual{RcppXts,
title = {RcppXts: Interface the xts API via Rcpp},
author = {D. Eddelbuettel},
year = 2013,
note = {R package version 0.0.4},
url = {https://CRAN.R-project.org/package=RcppXts},
language = {english}
}
@Manual{TTR,
title = {TTR: Technical Trading Rules},
author = {J. Ulrich},
year = 2016,
note = {R package version 0.23-1},
url = {https://CRAN.R-project.org/package=TTR},
language = {english}
}
@Book{VGAM,
author = {Yee, T. W.},
title = {Vector Generalized Linear and Additive Models: With
an Implementation in {R}},
publisher = {Springer},
year = 2015,
isbn = {978-1-49392818-7},
url = {https://cran.r-project.org/package=VGAM},
language = {english}
}
@Manual{WRE,
title = {Writing {R} Extensions},
author = {{R Core Team}},
year = 2016,
note = {Manual for {R} version 3.3.2},
url = {https://cran.r-project.org/doc/manuals/R-exts.html},
language = {english}}
@Article{actuar,
author = {Dutang, C. and Goulet, V. and Pigeon, M.},
title = {\pkg{actuar}: An {R} Package for Actuarial Science},
journal = {Journal of Statistical Software},
year = 2008,
volume = 25,
number = 7,
url = {http://www.jstatsoft.org/v25/i07},
language = {english}
}
@Manual{frmqa,
title = {\pkg{frmqa}: The Generalized Hyperbolic Distribution,
Related Distributions and Their Applications in
Finance},
author = {Thanh T. Tran},
year = 2012,
note = {R package},
url = {https://cran.r-project.org/package=frmqa},
language = {english}
}
@Article{gsl-package,
title = {Special functions in {R}: introducing the \pkg{gsl} package},
author = {Hankin, R. K. S.},
journal = {R News},
year = {2006},
month = {October},
volume = {6},
issue = {4},
language = {english}
}
@Manual{pracma,
title = {\pkg{pracma}: Practical Numerical Math Functions},
author = {Borchers, H. W.},
year = {2016},
note = {R package},
url = {https://cran.r-project.org/package=pracma},
language = {english}
}
@Manual{xts,
title = {xts: {eXtensible} Time Series},
author = {J. A. Ryan and J. M. Ulrich},
year = 2014,
note = {R package version 0.9-7},
url = {https://CRAN.R-project.org/package=xts},
language = {english}
}
@InProceedings{zipfR,
title = {\pkg{zipfR}: Word Frequency Distributions in {R}},
author = {Evert, S. and Baroni, M.},
booktitle = {Proceedings of the 45\textsuperscript{th} Annual
Meeting of the Association for Computational
Linguistics, Posters and Demonstrations Sessions},
address = {Prague, Czech Republic},
year = {2007},
pages = {29--32},
note = {R package},
url = {https://cran.r-project.org/package=zipfR},
language = {english}
}
@Article{zoo,
title = {zoo: S3 Infrastructure for Regular and Irregular Time Series},
author = {A. Zeileis and G. Grothendieck},
journal = {Journal of Statistical Software},
year = 2005,
volume = 14,
number = 6,
pages = {1--27},
doi = {10.18637/jss.v014.i06},
language = {english}
}
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