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eddelbuettel
RQuantLib:R Interface to the 'QuantLib' Library
The 'RQuantLib' package makes parts of 'QuantLib' accessible from R The 'QuantLib' project aims to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard open source library for quantitative analysis, modeling, trading, and risk management of financial assets.
Maintained by Dirk Eddelbuettel. Last updated 2 months ago.
42.6 match 123 stars 8.52 score 194 scriptseddelbuettel
RcppQuantuccia:R Bindings to the Calendaring Functionality of 'QuantLib'
'QuantLib' bindings are provided for R using 'Rcpp' via an updated variant of the header-only 'Quantuccia' project (put together initially by Peter Caspers) offering an essential subset of 'QuantLib' (and now maintained separately for the calendaring subset). See the included file 'AUTHORS' for a full list of contributors to both 'QuantLib' and 'Quantuccia'.
Maintained by Dirk Eddelbuettel. Last updated 4 months ago.
18.4 match 12 stars 4.62 score 23 scripts
qlcal
qlcal:R Bindings to the Calendaring Functionality of 'QuantLib'
'QuantLib' bindings are provided for R using 'Rcpp' via an evolved version of the initial header-only 'Quantuccia' project offering an subset of 'QuantLib' (now maintained separately just for the calendaring subset). See the included file 'AUTHORS' for a full list of contributors to 'QuantLib' (and hence also 'Quantuccia').
Maintained by Dirk Eddelbuettel. Last updated 30 days ago.
7.4 match 7 stars 4.99 score 28 scriptseddelbuettel
RcppZiggurat:'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations
The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (2000, <doi:10.18637/jss.v005.i08>) has been improved upon a few times starting with Leong et al (2005, <doi:10.18637/jss.v012.i07>). This package provides an aggregation in order to compare different implementations in order to provide a 'faster but good enough' alternative for use with R and C++ code.
Maintained by Dirk Eddelbuettel. Last updated 2 months ago.
random-number-generatorsrcppzigguratgslcpp
2.2 match 12 stars 10.30 score 73 scripts 145 dependentseddelbuettel
rmsfact:Amazing Random Facts About the World's Greatest Hacker
Display a randomly selected quote about Richard M. Stallman based on the collection in the 'GNU Octave' function 'fact()' which was aggregated by Jordi Gutiérrez Hermoso based on the (now defunct) site stallmanfacts.com (which is accessible only via <http://archive.org>).
Maintained by Dirk Eddelbuettel. Last updated 4 months ago.
1.6 match 4 stars 3.90 score 6 scripts