Packages by Georgi N. Boshnakov

Countr — 3.5.5

Flexible Univariate Count Models Based on Renewal Processes

FinTS — 0.4-6

Companion to Tsay (2005) Analysis of Financial Time Series

Rdpack — 2.4

Update and Manipulate Rd Documentation Objects

StableEstim — 2.2

Estimate the Four Parameters of Stable Laws using Different Methods

cvar — 0.4.1

Compute Expected Shortfall and Value at Risk for Continuous Distributions

fBasics — 4021.92

Rmetrics - Markets and Basic Statistics

fGarch — 4021.87

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

fImport — 4021.86

Rmetrics - Importing Economic and Financial Data

fUnitRoots — 4021.80

Rmetrics - Modelling Trends and Unit Roots

gbRd — 0.4-11

Utilities for processing Rd objects and files

gbutils — 0.5

Utilities for Simulation, Plots, Quantile Functions and Programming

lagged — 0.3.2

Classes and Methods for Lagged Objects

mcompanion — 0.5-3

Objects and Methods for Multi-Companion Matrices

mixAR — 0.22.7

Mixture Autoregressive Models

pcts — 0.15.3

Periodically Correlated and Periodically Integrated Time Series

rbibutils — 2.2.9

Read 'Bibtex' Files and Convert Between Bibliography Formats

sarima — 0.9.1

Simulation and Prediction with Seasonal ARIMA Models

timeDate — 4021.104

Rmetrics - Chronological and Calendar Objects

timeSeries — 4021.104

Financial Time Series Objects (Rmetrics)

uroot — 2.1-2

Unit Root Tests for Seasonal Time Series