Support the analysis of financial and econometric time series, including recursive forecasts for machine learning.
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Ho Tsung-wu, 5 months ago
Browse source code at
GPL (>= 2)
Imports caret, magrittr, tcltk, tcltk2, zoo
Depends on fPortfolio, xts
Suggests BurStFin, data.table, dplyr, DescTools, fAssets, fBasics, forecast, FRAPO, h2o, iClick, keras, MASS, quantmod, rugarch, tensorflow, tibble, timeDate, timeSeries, timetk
See at CRAN