R-universe search: greeks

ahudde

greeks:Sensitivities of Prices of Financial Options and Implied Volatilities

Methods to calculate sensitivities of financial option prices for European, geometric and arithmetic Asian, and American options, with various payoff functions in the Black Scholes model, and in more general jump diffusion models. A shiny app to interactively plot the results is included. Furthermore, methods to compute implied volatilities are provided for a wide range of option types and custom payoff functions. Classical formulas are implemented for European options in the Black Scholes Model, as is presented in Hull, J. C. (2017), Options, Futures, and Other Derivatives. In the case of Asian options, Malliavin Monte Carlo Greeks are implemented, see Hudde, A. & Rüschendorf, L. (2023). European and Asian Greeks for exponential Lévy processes. <doi:10.1007/s11009-023-10014-5>. For American options, the Binomial Tree Method is implemented, as is presented in Hull, J. C. (2017).

Maintained by Anselm Hudde. Last updated 3 days ago.

asian-option greeks implied-volatility option cpp

83.9 match 7 stars 5.75 score 6 scripts

ropensci

rperseus:Get Texts from the Perseus Digital Library

The Perseus Digital Library is a collection of classical texts. This package helps you get them. The available works can also be viewed here: <http://cts.perseids.org/>.

Maintained by David Ranzolin. Last updated 2 years ago.

classics greek greek-bible greek-new-testament latin peer-reviewed perseus perseus-digital-library translation

30.9 match 19 stars 3.74 score 29 scripts

valentint

rrcov:Scalable Robust Estimators with High Breakdown Point

Robust Location and Scatter Estimation and Robust Multivariate Analysis with High Breakdown Point: principal component analysis (Filzmoser and Todorov (2013), <doi:10.1016/j.ins.2012.10.017>), linear and quadratic discriminant analysis (Todorov and Pires (2007)), multivariate tests (Todorov and Filzmoser (2010) <doi:10.1016/j.csda.2009.08.015>), outlier detection (Todorov et al. (2010) <doi:10.1007/s11634-010-0075-2>). See also Todorov and Filzmoser (2009) <urn:isbn:978-3838108148>, Todorov and Filzmoser (2010) <doi:10.18637/jss.v032.i03> and Boudt et al. (2019) <doi:10.1007/s11222-019-09869-x>.

Maintained by Valentin Todorov. Last updated 7 months ago.

fortran openblas

5.6 match 2 stars 10.57 score 484 scripts 96 dependents

ropensci

hydroscoper:Interface to the Greek National Data Bank for Hydrometeorological Information

R interface to the Greek National Data Bank for Hydrological and Meteorological Information. It covers Hydroscope's data sources and provides functions to transliterate, translate and download them into tidy dataframes.

Maintained by Konstantinos Vantas. Last updated 8 months ago.

climate greece hydrology hydrometeorology hydroscope meteorological-data meteorological-stations peer-reviewed tidy-data time-series water-resources

9.7 match 14 stars 4.97 score 33 scripts

ropensci

charlatan:Make Fake Data

Make fake data that looks realistic, supporting addresses, person names, dates, times, colors, coordinates, currencies, digital object identifiers ('DOIs'), jobs, phone numbers, 'DNA' sequences, doubles and integers from distributions and within a range.

Maintained by Roel M. Hogervorst. Last updated 1 months ago.

data dataset fake-data faker peer-reviewed

4.1 match 296 stars 10.06 score 180 scripts 1 dependents

kevin444

greekLetters:Routines for Writing Greek Letters and Mathematical Symbols on the 'RStudio' and 'RGui'

An implementation of functions to display Greek letters on the 'RStudio' (include subscript and superscript indexes) and 'RGui' (without subscripts and only with superscript 1, 2 or 3; because 'RGui' doesn't support printing the corresponding Unicode characters as a string: all subscripts ranging from 0 to 9 and superscripts equal to 0, 4, 5, 6, 7, 8 or 9). The functions in this package do not work properly on the R console. Characters are used via Unicode and encoded as UTF-8 to ensure that they can be viewed on all operating systems. Other characters related to mathematics are included, such as the infinity symbol. All this accessible from very simple commands. This is a package that can be used for teaching purposes, the statistical notation for hypothesis testing can be written from this package and so it is possible to build a course from the 'swirlify' package. Another utility of this package is to create new summary functions that contain the functional form of the model adjusted with the Greek letters, thus making the transition from statistical theory to practice easier. In addition, it is a natural extension of the 'clisymbols' package.

Maintained by Kevin Allan Sales Rodrigues. Last updated 5 months ago.

13.6 match 2.18 score 51 scripts 1 dependents

jpmonteagudo28

logos:Access to the Hebrew, Greek, and English Version of the Bible

Access to the Greek New Testament (27 books) and the Old Testament (39 books) and allow users to do textual analysis on the data. The New and Old Testament have been provided in their original languages, Greek and Hebrew, respectively. Additionally, the Revised American Standard Bible is also provided for users who'd rather use a word–for–word modern English translation.

Maintained by JP Monteagudo. Last updated 27 days ago.

7.2 match 3.70 score

rmcd1024

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.

5.0 match 36 stars 5.13 score 75 scripts

santiagobarreda

phonTools:Tools for Phonetic and Acoustic Analyses

Contains tools for the organization, display, and analysis of the sorts of data frequently encountered in phonetics research and experimentation, including the easy creation of IPA vowel plots, and the creation and manipulation of WAVE audio files.

Maintained by Santiago Barreda. Last updated 1 years ago.

3.4 match 4 stars 6.21 score 157 scripts 7 dependents

xfim

ggmcmc:Tools for Analyzing MCMC Simulations from Bayesian Inference

Tools for assessing and diagnosing convergence of Markov Chain Monte Carlo simulations, as well as for graphically display results from full MCMC analysis. The package also facilitates the graphical interpretation of models by providing flexible functions to plot the results against observed variables, and functions to work with hierarchical/multilevel batches of parameters (Fernández-i-Marín, 2016 <doi:10.18637/jss.v070.i09>).

Maintained by Xavier Fernández i Marín. Last updated 2 years ago.

bayesian-data-analysis ggplot2 graphical jags mcmc stan

1.5 match 112 stars 12.02 score 1.6k scripts 8 dependents

anuragagrawaal

roptions:Option Strategies and Valuation

Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. Hull, John C. "Options, Futures, and Other Derivatives" (1997, ISBN:0-13-601589-1). Fischer Black, Myron Scholes (1973) "The Pricing of Options and Corporate Liabilities" <doi:10.1086/260062>.

Maintained by Anurag Agrawal. Last updated 5 years ago.

16.4 match 1.00 score

bergsmat

spork:Generalized Label Formatting

The 'spork' syntax describes label formatting concisely, supporting mixed nesting of subscripts and superscripts to arbitrary depth. It intends to be easy to read and write in plain text, and easy to convert to equivalent presentations in 'plotmath', 'latex', and 'html'. Greek symbols and a multiplication symbol are explicitly supported. See ?as_spork and ?as_previews.

Maintained by Tim Bergsma. Last updated 5 months ago.

3.8 match 2 stars 4.00 score 28 scripts 2 dependents

klauschn

ICtest:Estimating and Testing the Number of Interesting Components in Linear Dimension Reduction

For different linear dimension reduction methods like principal components analysis (PCA), independent components analysis (ICA) and supervised linear dimension reduction tests and estimates for the number of interesting components (ICs) are provided.

Maintained by Klaus Nordhausen. Last updated 3 years ago.

openblas cpp

3.4 match 4.36 score 63 scripts 4 dependents

bioc

MetMashR:Metabolite Mashing with R

A package to merge, filter sort, organise and otherwise mash together metabolite annotation tables. Metabolite annotations can be imported from multiple sources (software) and combined using workflow steps based on S4 class templates derived from the `struct` package. Other modular workflow steps such as filtering, merging, splitting, normalisation and rest-api queries are included.

Maintained by Gavin Rhys Lloyd. Last updated 5 months ago.

workflowstep metabolomics kegg

2.3 match 2 stars 5.81 score 5 scripts

s-mckay-curtis

mcmcplots:Create Plots from MCMC Output

Functions for convenient plotting and viewing of MCMC output.

Maintained by S. McKay Curtis. Last updated 7 years ago.

1.8 match 4 stars 6.53 score 880 scripts 4 dependents

leahfeuerstahler

flexmet:Flexible Latent Trait Metrics using the Filtered Monotonic Polynomial Item Response Model

Application of the filtered monotonic polynomial (FMP) item response model to flexibly fit item response models. The package includes tools that allow the item response model to be build on any monotonic transformation of the latent trait metric, as described by Feuerstahler (2019) <doi:10.1007/s11336-018-9642-9>.

Maintained by Leah Feuerstahler. Last updated 4 years ago.

3.4 match 1 stars 3.18 score 15 scripts

trenchproject

TrenchR:Tools for Microclimate and Biophysical Ecology

Tools for translating environmental change into organismal response. Microclimate models to vertically scale weather station data to organismal heights. The biophysical modeling tools include both general models for heat flows and specific models to predict body temperatures for a variety of ectothermic taxa. Additional functions model and temporally partition air and soil temperatures and solar radiation. Utility functions estimate the organismal and environmental parameters needed for biophysical ecology. 'TrenchR' focuses on relatively simple and modular functions so users can create transparent and flexible biophysical models. Many functions are derived from Gates (1980) <doi:10.1007/978-1-4612-6024-0> and Campbell and Norman (1988) <isbn:9780387949376>.

Maintained by Lauren Buckley. Last updated 1 years ago.

1.5 match 13 stars 6.89 score 43 scripts

nmfs-ost

asar:Build NOAA Stock Assessment Report

Build a full or update stock assessment report for any stock assessment model. Parameterization allows the user to call a template based on their regional science center, species, area, ect.

Maintained by Samantha Schiano. Last updated 7 days ago.

latex quarto stock-assessment-reports

1.5 match 21 stars 6.87 score 3 scripts

cran

optionstrat:Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies

Utilizes the Black-Scholes-Merton option pricing model to calculate key option analytics and perform graphical analysis of various option strategies. Provides functions to calculate the option premium and option greeks of European-style options.

Maintained by John T. Buynak. Last updated 5 years ago.

4.5 match 2.00 score

homerhanumat

tigerData:GC Statistics Datasets

A small, informal collection of datasets useful in undergraduate statistics courses.

Maintained by Homer White. Last updated 1 months ago.

4.0 match 2.18 score 6 scripts

mariushofert

qrmtools:Tools for Quantitative Risk Management

Functions and data sets for reproducing selected results from the book "Quantitative Risk Management: Concepts, Techniques and Tools". Furthermore, new developments and auxiliary functions for Quantitative Risk Management practice.

Maintained by Marius Hofert. Last updated 1 years ago.

1.9 match 2 stars 4.15 score 237 scripts

cran

SpatialAcc:Spatial Accessibility Measures

Provides a set of spatial accessibility measures from a set of locations (demand) to another set of locations (supply). It aims, among others, to support research on spatial accessibility to health care facilities. Includes the locations and some characteristics of major public hospitals in Greece.

Maintained by Stamatis Kalogirou. Last updated 12 months ago.

4.5 match 1.67 score 47 scripts

openanalytics

inTextSummaryTable:Creation of in-Text Summary Table

Creation of tables of summary statistics or counts for clinical data (for 'TLFs'). These tables can be exported as in-text table (with the 'flextable' package) for a Clinical Study Report (Word format) or a 'topline' presentation (PowerPoint format), or as interactive table (with the 'DT' package) to an html document for clinical data review.

Maintained by Laure Cougnaud. Last updated 9 months ago.

1.3 match 1 stars 5.52 score 47 scripts

nalimilan

SnowballC:Snowball Stemmers Based on the C 'libstemmer' UTF-8 Library

An R interface to the C 'libstemmer' library that implements Porter's word stemming algorithm for collapsing words to a common root to aid comparison of vocabulary. Currently supported languages are Arabic, Basque, Catalan, Danish, Dutch, English, Finnish, French, German, Greek, Hindi, Hungarian, Indonesian, Irish, Italian, Lithuanian, Nepali, Norwegian, Portuguese, Romanian, Russian, Spanish, Swedish, Tamil and Turkish.

Maintained by Milan Bouchet-Valat. Last updated 18 days ago.

text-mining

0.5 match 27 stars 12.63 score 4.4k scripts 171 dependents

nicolettadangelo

stopp:Spatio-Temporal Point Pattern Methods, Model Fitting, Diagnostics, Simulation, Local Tests

Toolbox for different kinds of spatio-temporal analyses to be performed on observed point patterns, following the growing stream of literature on point process theory. This R package implements functions to perform different kinds of analyses on point processes, proposed in the papers (Siino, Adelfio, and Mateu 2018<doi:10.1007/s00477-018-1579-0>; Siino et al. 2018<doi:10.1002/env.2463>; Adelfio et al. 2020<doi:10.1007/s00477-019-01748-1>; D’Angelo, Adelfio, and Mateu 2021<doi:10.1016/j.spasta.2021.100534>; D’Angelo, Adelfio, and Mateu 2022<doi:10.1007/s00362-022-01338-4>; D’Angelo, Adelfio, and Mateu 2023<doi:10.1016/j.csda.2022.107679>). The main topics include modeling, statistical inference, and simulation issues on spatio-temporal point processes on Euclidean space and linear networks.

Maintained by Nicoletta DAngelo. Last updated 10 months ago.

4.0 match 1.60 score

dkahle

unmconf:Modeling with Unmeasured Confounding

Tools for fitting and assessing Bayesian multilevel regression models that account for unmeasured confounders.

Maintained by David Kahle. Last updated 6 months ago.

jags cpp

2.0 match 2.00 score

slequime

nosoi:A Forward Agent-Based Transmission Chain Simulator

The aim of 'nosoi' (pronounced no.si) is to provide a flexible agent-based stochastic transmission chain/epidemic simulator (Lequime et al. Methods in Ecology and Evolution 11:1002-1007). It is named after the daimones of plague, sickness and disease that escaped Pandora's jar in the Greek mythology. 'nosoi' is able to take into account the influence of multiple variable on the transmission process (e.g. dual-host systems (such as arboviruses), within-host viral dynamics, transportation, population structure), alone or taken together, to create complex but relatively intuitive epidemiological simulations.

Maintained by Sebastian Lequime. Last updated 2 months ago.

0.5 match 8 stars 7.26 score 30 scripts

jrvarma

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.

0.5 match 11 stars 5.90 score 48 scripts 1 dependents

cran

FinancialMath:Financial Mathematics for Actuaries

Contains financial math functions and introductory derivative functions included in the Society of Actuaries and Casualty Actuarial Society 'Financial Mathematics' exam, and some topics in the 'Models for Financial Economics' exam.

Maintained by Kameron Penn. Last updated 8 years ago.

1.8 match 4 stars 1.60 score

rwoldford

eikosograms:The Picture of Probability

An eikosogram (ancient Greek for probability picture) divides the unit square into rectangular regions whose areas, sides, and widths, represent various probabilities associated with the values of one or more categorical variates. Rectangle areas are joint probabilities, widths are always marginal (though possibly joint margins, i.e. marginal joint distributions of two or more variates), and heights of rectangles are always conditional probabilities. Eikosograms embed the rules of probability and are useful for introducing elementary probability theory, including axioms, marginal, conditional, and joint probabilities, and their relationships (including Bayes theorem as a completely trivial consequence). They are markedly superior to Venn diagrams for this purpose, especially in distinguishing probabilistic independence, mutually exclusive events, coincident events, and associations. They also are useful for identifying and understanding conditional independence structure. As data analysis tools, eikosograms display categorical data in a manner similar to Mosaic plots, especially when only two variates are involved (the only case in which they are essentially identical, though eikosograms purposely disallow spacing between rectangles). Unlike Mosaic plots, eikosograms do not alternate axes as each new categorical variate (beyond two) is introduced. Instead, only one categorical variate, designated the "response", presents on the vertical axis and all others, designated the "conditioning" variates, appear on the horizontal. In this way, conditional probability appears only as height and marginal probabilities as widths. The eikosogram is therefore much better suited to a response model analysis (e.g. logistic model) than is a Mosaic plot. Mosaic plots are better suited to log-linear style modelling as in discrete multivariate analysis. Of course, eikosograms are also suited to discrete multivariate analysis with each variate in turn appearing as the response. This makes it better suited than Mosaic plots to discrete graphical models based on conditional independence graphs (i.e. "Bayesian Networks" or "BayesNets"). The eikosogram and its superiority to Venn diagrams in teaching probability is described in W.H. Cherry and R.W. Oldford (2003) <https://math.uwaterloo.ca/~rwoldfor/papers/eikosograms/paper.pdf>, its value in exploring conditional independence structure and relation to graphical and log-linear models is described in R.W. Oldford (2003) <https://math.uwaterloo.ca/~rwoldfor/papers/eikosograms/independence/paper.pdf>, and a number of problems, puzzles, and paradoxes that are easily explained with eikosograms are given in R.W. Oldford (2003) <https://math.uwaterloo.ca/~rwoldfor/papers/eikosograms/examples/paper.pdf>.

Maintained by Wayne Oldford. Last updated 6 years ago.

0.5 match 4 stars 4.92 score 14 scripts

cran

OptionPricing:Option Pricing with Efficient Simulation Algorithms

Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.

Maintained by Wolfgang Hormann. Last updated 2 years ago.

1.7 match 2 stars 1.30 score

fatelarico

morestopwords:All Stop Words in One Place

A standalone package combining several stop-word lists for 65 languages with a median of 329 stop words for language and over 1,000 entries for English, Breton, Latin, Slovenian, and Ancient Greek! The user automatically gets access to all the unique stop words contained in: the 'StopwordISO' repository; python's 'Natural Language Toolkit'; the 'Snowball' stop-word list; the R package 'quanteda'; the 'marimo' repository; the 'Perseus' project; and A. Berra's list of stop words for Ancient Greek and Latin.

Maintained by Fabio Ashtar Telarico. Last updated 2 years ago.

0.8 match 2.70 score

jerryratcliffe

aoristic:Generates Aoristic Probability Distributions

It can sometimes be difficult to ascertain when some events (such as property crime) occur because the victim is not present when the crime happens. As a result, police databases often record a 'start' (or 'from') date and time, and an 'end' (or 'to') date and time. The time span between these date/times can be minutes, hours, or sometimes days, hence the term 'Aoristic'. Aoristic is one of the past tenses in Greek and represents an uncertain occurrence in time. For events with a location describes with either a latitude/longitude, or X,Y coordinate pair, and a start and end date/time, this package generates an aoristic data frame with aoristic weighted probability values for each hour of the week, for each observation. The coordinates are not necessary for the program to calculate aoristic weights; however, they are part of this package because a spatial component has been integral to aoristic analysis from the start. Dummy coordinates can be introduced if the user only has temporal data. Outputs include an aoristic data frame, as well as summary graphs and displays. For more information see: Ratcliffe, JH (2002) Aoristic signatures and the temporal analysis of high volume crime patterns, Journal of Quantitative Criminology. 18 (1): 23-43. Note: This package replaces an original 'aoristic' package (version 0.6) by George Kikuchi that has been discontinued with his permission.

Maintained by Jerry Ratcliffe. Last updated 2 years ago.

0.5 match 7 stars 3.54 score 9 scripts

pwbogaart

PantaRhei:Plots Sankey Diagrams

Sankey diagrams are a powerful and visually attractive way to visualize the flow of conservative substances through a system. They typically consists of a network of nodes, and fluxes between them, where the total balance in each internal node is 0, i.e. input equals output. Sankey diagrams are typically used to display energy systems, material flow accounts etc. Unlike so-called alluvial plots, Sankey diagrams also allow for cyclic flows: flows originating from a single node can, either direct or indirect, contribute to the input of that same node. This package, named after the Greek aphorism Panta Rhei (everything flows), provides functions to create publication-quality diagrams, using data in tables (or spread sheets) and a simple syntax.

Maintained by Patrick Bogaart. Last updated 4 years ago.

0.5 match 3 stars 3.18 score 9 scripts

cran

syllogi:Collection of Data Sets for Teaching Purposes

Collection (syllogi in greek) of real and fictitious data sets for teaching purposes. The datasets were manually entered by the author from the respective references as listed in the individual dataset documentation. The fictions datasets are the creation of the author, that he has found useful for teaching statistics.

Maintained by Jared Studyvin. Last updated 2 months ago.

0.5 match 1.30 score