File: README

package info (click to toggle)
tseries 0.10-32-1
  • links: PTS
  • area: main
  • in suites: jessie, jessie-kfreebsd
  • size: 620 kB
  • ctags: 274
  • sloc: fortran: 1,346; ansic: 706; makefile: 66
file content (18 lines) | stat: -rw-r--r-- 532 bytes parent folder | download | duplicates (2) 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
 
Package for time series analysis and computational finance

Authors:
  A. Trapletti
  B. LeBaron (./src/bdstest.c)
  D. M. Gay (./src/dsumsl.f)

  In addition, the following people have contributed 
  code, bug reports, and documentation:
  P. Buehlmann, D. Eddelbuettel, X. G. Fan, K. Hornik, W. Koller, 
  F. Leisch, M. Maechler, D. Murdoch, M. Parzen, A. Shah, Matthieu Stigler,
  A. Zeileis

License: GPL-2

Depends on the following R packages:
  stats (included in the R distribution),
  portfolio.optim needs package quadprog