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Tip revision: 1ddf9aeb40e0cabe908b3c8496509cb63a5e1fdb authored by Kurt Hornik on 13 December 2007, 00:00:00 UTC
version 0.10-13
version 0.10-13
Tip revision: 1ddf9ae
README
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, A. Zeileis
License: GPL
Depends on the following R packages:
stats (included in the R distribution),
portfolio.optim needs package quadprog