Packages by Bernhard Pfaff

FRAPO — 0.4-1

Financial Risk Modelling and Portfolio Optimisation with R

QRM — 0.4-31

Provides R-Language Code to Examine Quantitative Risk Management Concepts

cccp — 0.3-1

Cone Constrained Convex Problems

evir — 1.7-4

Extreme Values in R

gogarch — 0.7-5

Generalized Orthogonal GARCH (GO-GARCH) Models

rbtc — 0.1-6

Bitcoin API

rneos — 0.4-0

XML-RPC Interface to NEOS

urca — 1.3-3

Unit Root and Cointegration Tests for Time Series Data

vars — 1.6-1

VAR Modelling