Showing 14 of total 14 results (show query)
tidyverse
lubridate:Make Dealing with Dates a Little Easier
Functions to work with date-times and time-spans: fast and user friendly parsing of date-time data, extraction and updating of components of a date-time (years, months, days, hours, minutes, and seconds), algebraic manipulation on date-time and time-span objects. The 'lubridate' package has a consistent and memorable syntax that makes working with dates easy and fun.
Maintained by Vitalie Spinu. Last updated 4 months ago.
757 stars 20.95 score 135k scripts 1.9k dependentsapache
arrow:Integration to 'Apache' 'Arrow'
'Apache' 'Arrow' <https://arrow.apache.org/> is a cross-language development platform for in-memory data. It specifies a standardized language-independent columnar memory format for flat and hierarchical data, organized for efficient analytic operations on modern hardware. This package provides an interface to the 'Arrow C++' library.
Maintained by Jonathan Keane. Last updated 2 months ago.
15k stars 19.25 score 10k scripts 82 dependentsenricoschumann
NMOF:Numerical Methods and Optimization in Finance
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). The package provides implementations of optimisation heuristics (Differential Evolution, Genetic Algorithms, Particle Swarm Optimisation, Simulated Annealing and Threshold Accepting), and other optimisation tools, such as grid search and greedy search. There are also functions for the valuation of financial instruments such as bonds and options, for portfolio selection and functions that help with stochastic simulations.
Maintained by Enrico Schumann. Last updated 1 months ago.
black-scholesdifferential-evolutiongenetic-algorithmgrid-searchheuristicsimplied-volatilitylocal-searchoptimizationparticle-swarm-optimizationsimulated-annealingthreshold-accepting
37 stars 9.40 score 101 scripts 3 dependentstrinker
textshape:Tools for Reshaping Text
Tools that can be used to reshape and restructure text data.
Maintained by Tyler Rinker. Last updated 12 months ago.
data-reshapingmanipulationsentence-boundary-detectiontext-datatext-formatingtidy
50 stars 9.18 score 266 scripts 34 dependentsjeromeecoac
seewave:Sound Analysis and Synthesis
Functions for analysing, manipulating, displaying, editing and synthesizing time waves (particularly sound). This package processes time analysis (oscillograms and envelopes), spectral content, resonance quality factor, entropy, cross correlation and autocorrelation, zero-crossing, dominant frequency, analytic signal, frequency coherence, 2D and 3D spectrograms and many other analyses. See Sueur et al. (2008) <doi:10.1080/09524622.2008.9753600> and Sueur (2018) <doi:10.1007/978-3-319-77647-7>.
Maintained by Jerome Sueur. Last updated 1 years ago.
18 stars 8.88 score 880 scripts 23 dependentsspedygiorgio
lifecontingencies:Financial and Actuarial Mathematics for Life Contingencies
Classes and methods that allow the user to manage life table, actuarial tables (also multiple decrements tables). Moreover, functions to easily perform demographic, financial and actuarial mathematics on life contingencies insurances calculations are contained therein. See Spedicato (2013) <doi:10.18637/jss.v055.i10>.
Maintained by Giorgio Alfredo Spedicato. Last updated 6 months ago.
actuarialfinanciallife-contingencieslife-insurancecpp
61 stars 7.06 score 156 scriptsarchaeostat
ArchaeoPhases:Post-Processing of Markov Chain Monte Carlo Simulations for Chronological Modelling
Statistical analysis of archaeological dates and groups of dates. This package allows to post-process Markov Chain Monte Carlo (MCMC) simulations from 'ChronoModel' <https://chronomodel.com/>, 'Oxcal' <https://c14.arch.ox.ac.uk/oxcal.html> or 'BCal' <https://bcal.shef.ac.uk/>. It provides functions for the study of rhythms of the long term from the posterior distribution of a series of dates (tempo and activity plot). It also allows the estimation and visualization of time ranges from the posterior distribution of groups of dates (e.g. duration, transition and hiatus between successive phases) as described in Philippe and Vibet (2020) <doi:10.18637/jss.v093.c01>.
Maintained by Anne Philippe. Last updated 12 months ago.
archaeologybayesian-statisticsgeochronologymarkov-chainradiocarbon-dates
10 stars 6.90 score 66 scriptsjrvarma
jrvFinance:Basic Finance; NPV/IRR/Annuities/Bond-Pricing; Black Scholes
Implements the basic financial analysis functions similar to (but not identical to) what is available in most spreadsheet software. This includes finding the IRR and NPV of regularly spaced cash flows and annuities. Bond pricing and YTM calculations are included. In addition, Black Scholes option pricing and Greeks are also provided.
Maintained by Jayanth Varma. Last updated 3 years ago.
12 stars 5.94 score 48 scripts 1 dependentsfilipezabala
voice:Voice Analysis, Speaker Recognition and Mood Inference via music theory
Voice analysis, speaker recognition and mood inference via music theory.
Maintained by Zabala Filipe J.. Last updated 12 days ago.
20 stars 5.64 score 88 scriptsrmcd1024
derivmkts:Functions and R Code to Accompany Derivatives Markets
A set of pricing and expository functions that should be useful in teaching a course on financial derivatives.
Maintained by Robert McDonald. Last updated 3 years ago.
36 stars 5.20 score 75 scriptslangenbergstefan
sound:A Sound Interface for R
Basic functions for dealing with wav files and sound samples.
Maintained by Stefan Langenberg. Last updated 1 years ago.
3.79 score 124 scripts