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@Article{zoo:Zeileis+Grothendieck:2005,
author = {Achim Zeileis and Gabor Grothendieck},
title = {\pkg{zoo}: \proglang{S3} Infrastructure for Regular and Irregular Time Series},
journal = {Journal of Statistical Software},
year = 2005,
volume = 14,
number = 6,
pages = {1--27},
url = {10.18637/jss.v014.i06}
}
@Manual{zoo:R:2008,
title = {\proglang{R}: {A} Language and Environment for Statistical Computing},
author = {{\proglang{R} Core Team}},
organization = {\proglang{R} Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2017},
url = {https://www.R-project.org/}
}
@Article{zoo:Zeileis+Leisch+Hornik:2002,
author = {Achim Zeileis and Friedrich Leisch and Kurt Hornik and
Christian Kleiber},
title = {\pkg{strucchange}: {A}n \proglang{R} Package for Testing
for Structural Change in Linear Regression Models},
journal = {Journal of Statistical Software},
year = 2002,
volume = 7,
number = 2,
pages = {1--38},
url = {10.18637/jss.v007.i02}
}
@Article{zoo:Zeileis:2005,
author = {Achim Zeileis},
title = {Implementing a Class of Structural Change Tests: An Econometric Computing Approach},
journal = {Computational Statistics \& Data Analysis},
volume = {50},
issue = {11},
pages = {2987--3008},
year = {2006},
doi = {10.1016/j.csda.2005.07.001},
}
@Article{zoo:Zeileis+Hothorn+Hornik:2008,
author = {Achim Zeileis and Torsten Hothorn and Kurt Hornik},
title = {Model-Based Recursive Partitioning},
journal = {Journal of Computational and Graphical Statistics},
year = {2008},
volume = {17},
number = {2},
pages = {492--514},
doi = {10.1198/106186008X319331}
}
@Book{zoo:Kleiber+Zeileis:2008,
title = {Applied Econometrics with \proglang{R}},
author = {Christian Kleiber and Achim Zeileis},
year = {2008},
publisher = {Springer-Verlag},
address = {New York},
doi = {10.1007/978-0-387-77318-6},
url = {http://CRAN.R-project.org/package=AER},
}
@Manual{zoo:Rmetrics:2008,
title = {\pkg{Rmetrics}: {A}n Environment and Software Collection for
Teaching Financial Engineering and Computational Finance},
author = {Diethelm Wuertz},
year = {2016},
note = {\proglang{R}~packages \pkg{fArma}, \pkg{fAsianOptions},
\pkg{fAssets}, \pkg{fBasics}, \pkg{fCalendar}, \pkg{fCopulae},
\pkg{fEcofin}, \pkg{fExoticOptions}, \pkg{fExtremes}, \pkg{fGarch},
\pkg{fImport}, \pkg{fMultivar}, \pkg{fNonlinear}, \pkg{fOptions},
\pkg{fPortfolio}, \pkg{fRegression}, \pkg{fSeries}, \pkg{fTrading},
\pkg{fUnitRoots}, \pkg{fUtilities}},
url = {http://www.Rmetrics.org/},
}
@Manual{zoo:tseries:2007,
title = {\pkg{tseries}: Time Series Analysis and Computational Finance},
author = {Adrian Trapletti and Kurt Hornik},
year = {2017},
note = {\proglang{R}~package version~0.10-38},
url = {https://CRAN.R-project.org/package=tseries}
}
@Manual{zoo:its:2004,
title = {\pkg{its}: Irregular Time Series},
author = {Giles Heywood},
organization = {Portfolio \& Risk Advisory Group and Commerzbank Securities},
year = {2009},
note = {\proglang{R} package version 1.1.8},
url = {https://CRAN.R-project.org/src/contrib/Archive/its/},
}
@Manual{zoo:DAAG:2004,
title = {\pkg{DAAG}: Data Analysis and Graphics},
author = {John Maindonald and W. John Braun},
year = {2015},
note = {\proglang{R} package version 1.22},
url = {https://CRAN.R-project.org/package=DAAG},
}
@Manual{zoo:xts:2008,
title = {\pkg{xts}: Extensible Time Series},
author = {Jeffrey A. Ryan and Josh M. Ulrich},
year = {2014},
note = {\proglang{R} package version 0.9-7},
url = {https://CRAN.R-project.org/package=xts},
}
@Manual{zoo:RUnit,
title = {\pkg{RUnit}: \proglang{R} Unit Test Framework},
author = {Matthias Burger and Klaus J\"unemann and Thomas K\"onig},
year = {2015},
note = {\proglang{R} package version 0.4.31},
url = {https://CRAN.R-project.org/package=RUnit},
}
@Book{lattice,
title = {\pkg{lattice}: Multivariate Data Visualization with \proglang{R}},
author = {Deepayan Sarkar},
publisher = {Springer-Verlag},
address = {New York},
year = {2008},
}
@Book{ggplot2,
author = {Hadley Wickham},
title = {\pkg{ggplot2}: Elegant Graphics for Data Analysis},
publisher = {Springer-Verlag},
address = {New York},
year = 2009,
}
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