Showing 200 of total 311 results (show query)
business-science
tidyquant:Tidy Quantitative Financial Analysis
Bringing business and financial analysis to the 'tidyverse'. The 'tidyquant' package provides a convenient wrapper to various 'xts', 'zoo', 'quantmod', 'TTR' and 'PerformanceAnalytics' package functions and returns the objects in the tidy 'tibble' format. The main advantage is being able to use quantitative functions with the 'tidyverse' functions including 'purrr', 'dplyr', 'tidyr', 'ggplot2', 'lubridate', etc. See the 'tidyquant' website for more information, documentation and examples.
Maintained by Matt Dancho. Last updated 1 months ago.
dplyrfinancial-analysisfinancial-datafinancial-statementsmultiple-stocksperformance-analysisperformanceanalyticsquantmodstockstock-exchangesstock-indexesstock-listsstock-performancestock-pricesstock-symboltidyversetime-seriestimeseriesxts
86.5 match 872 stars 13.34 score 5.2k scripts
r4ss
r4ss:R Code for Stock Synthesis
A collection of R functions for use with Stock Synthesis, a fisheries stock assessment modeling platform written in ADMB by Dr. Richard D. Methot at the NOAA Northwest Fisheries Science Center. The functions include tools for summarizing and plotting results, manipulating files, visualizing model parameterizations, and various other common stock assessment tasks. This version of '{r4ss}' is compatible with Stock Synthesis versions 3.24 through 3.30 (specifically version 3.30.23.1, from December 2024). Support for 3.24 models is only through the core functions for reading output and plotting.
Maintained by Ian G. Taylor. Last updated 5 days ago.
fisheriesfisheries-stock-assessmentstock-synthesis
57.6 match 43 stars 11.38 score 1.0k scripts 2 dependents
fishr-core-team
FSAdata:Data to Support Fish Stock Assessment ('FSA') Package
The datasets to support the Fish Stock Assessment ('FSA') package.
Maintained by Derek Ogle. Last updated 2 years ago.
fishfisheriesfisheries-stock-assessmentfishr-websitestock-assessment
108.1 match 13 stars 5.67 score 285 scripts
blue-matter
MSEtool:Management Strategy Evaluation Toolkit
Development, simulation testing, and implementation of management procedures for fisheries (see Carruthers & Hordyk (2018) <doi:10.1111/2041-210X.13081>).
Maintained by Adrian Hordyk. Last updated 26 days ago.
53.7 match 8 stars 7.69 score 163 scripts 3 dependents
ss3sim
ss3sim:Fisheries Stock Assessment Simulation Testing with Stock Synthesis
A framework for fisheries stock assessment simulation testing with Stock Synthesis (SS3) as described in Anderson et al. (2014) <doi:10.1371/journal.pone.0092725>.
Maintained by Kelli F. Johnson. Last updated 5 months ago.
fisheriessimulationstock-synthesis
40.1 match 39 stars 8.89 score 149 scripts
nandp1
nser:Bhavcopy and Live Market Data from National Stock Exchange (NSE) & Bombay Stock Exchange (BSE) India
Download Current & Historical Bhavcopy. Get Live Market data from NSE India of Equities and Derivatives (F&O) segment. Data source <https://www.nseindia.com/>.
Maintained by Nandan Patil. Last updated 4 months ago.
bhavbhavcopybhavcopy-downloaderfinancial-datamarket-datanational-stock-exchangensense-stock-dataoption-pricingoptionchainrseleniumstock-prices
41.4 match 8 stars 7.61 score 76 scripts
vandomed
stocks:Stock Market Analysis
Functions for analyzing and visualizing stock market data. Main features are loading and aligning historical data, calculating performance metrics for individual funds or portfolios (e.g. annualized growth, maximum drawdown, Sharpe/Sortino ratio), and creating graphs.
Maintained by Dane R. Van Domelen. Last updated 5 years ago.
investment-analysisportfolio-constructionportfolio-optimizationsharpe-ratiostock-markettime-seriescpp
66.7 match 22 stars 4.63 score 39 scriptsfishr-core-team
FSA:Simple Fisheries Stock Assessment Methods
A variety of simple fish stock assessment methods.
Maintained by Derek H. Ogle. Last updated 2 months ago.
fishfisheriesfisheries-managementfisheries-stock-assessmentpopulation-dynamicsstock-assessment
24.5 match 68 stars 11.08 score 1.7k scripts 6 dependents
gadget-framework
gadget3:Globally-Applicable Area Disaggregated General Ecosystem Toolbox V3
A framework to assist creation of marine ecosystem models, generating either 'R' or 'C++' code which can then be optimised using the 'TMB' package and standard 'R' tools. Principally designed to reproduce gadget2 models in 'TMB', but can be extended beyond gadget2's capabilities. Kasper Kristensen, Anders Nielsen, Casper W. Berg, Hans Skaug, Bradley M. Bell (2016) <doi:10.18637/jss.v070.i05> "TMB: Automatic Differentiation and Laplace Approximation.". Begley, J., & Howell, D. (2004) <https://core.ac.uk/download/pdf/225936648.pdf> "An overview of Gadget, the globally applicable area-disaggregated general ecosystem toolbox. ICES.".
Maintained by Jamie Lentin. Last updated 1 months ago.
25.1 match 8 stars 8.66 score 170 scripts
flr
FLCore:Core Package of FLR, Fisheries Modelling in R
Core classes and methods for FLR, a framework for fisheries modelling and management strategy simulation in R. Developed by a team of fisheries scientists in various countries. More information can be found at <http://flr-project.org/>.
Maintained by Iago Mosqueira. Last updated 10 days ago.
fisheriesflrfisheries-modelling
24.5 match 16 stars 8.78 score 956 scripts 23 dependents
openintrostat
openintro:Datasets and Supplemental Functions from 'OpenIntro' Textbooks and Labs
Supplemental functions and data for 'OpenIntro' resources, which includes open-source textbooks and resources for introductory statistics (<https://www.openintro.org/>). The package contains datasets used in our open-source textbooks along with custom plotting functions for reproducing book figures. Note that many functions and examples include color transparency; some plotting elements may not show up properly (or at all) when run in some versions of Windows operating system.
Maintained by Mine Çetinkaya-Rundel. Last updated 3 months ago.
15.4 match 240 stars 11.39 score 6.0k scripts
martinrd3d
PCRA:Companion to Portfolio Construction and Risk Analysis
A collection of functions and data sets that support teaching a quantitative finance MS level course on Portfolio Construction and Risk Analysis, and the writing of a textbook for such a course. The package is unique in providing several real-world data sets that may be used for problem assignments and student projects. The data sets include cross-sections of stock data from the Center for Research on Security Prices, LLC (CRSP), corresponding factor exposures data from S&P Global, and several SP500 data sets.
Maintained by Doug Martin. Last updated 2 years ago.
45.1 match 3.67 score 94 scripts
wagathu
StockDistFit:A Package for Fitting Stock Price Distributions
The `StockDistFit` package provides functions for fitting probability distributions to stock price data. The package uses maximum likelihood estimation to find the best-fitting distribution for a given stock. It also offers a function to fit several distributions to one or more assets and compare the distribution with the Akaike Information Criterion (AIC) and then pick the best distribution.
Maintained by Brian Njuguna. Last updated 2 years ago.
43.4 match 3.70 score 9 scripts
bpfaff
QRM:Provides R-Language Code to Examine Quantitative Risk Management Concepts
Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.
Maintained by Bernhard Pfaff. Last updated 5 years ago.
32.7 match 4.53 score 181 scripts 5 dependents
jonathancornelissen
highfrequency:Tools for Highfrequency Data Analysis
Provide functionality to manage, clean and match highfrequency trades and quotes data, calculate various liquidity measures, estimate and forecast volatility, detect price jumps and investigate microstructure noise and intraday periodicity. A detailed vignette can be found in the paper "Analyzing Intraday Financial Data in R: The highfrequency Package" by Boudt, Kleen, and Sjoerup (2022, <doi:10.18637/jss.v104.i08>). The DOI in the CITATION is for a new Journal of Statistical Software publication that will be registered after publication on CRAN. A working paper version can be found on SSRN: <doi:10.2139/ssrn.3917548>.
Maintained by Kris Boudt. Last updated 2 years ago.
18.8 match 152 stars 7.37 score 286 scripts
tokami
TropFishR:Tropical Fisheries Analysis
A compilation of fish stock assessment methods for the analysis of length-frequency data in the context of data-poor fisheries. Includes methods and examples included in the FAO Manual by P. Sparre and S.C. Venema (1998), "Introduction to tropical fish stock assessment" (<http://www.fao.org/documents/card/en/c/9bb12a06-2f05-5dcb-a6ca-2d6dd3080f65/>), as well as other more recent methods.
Maintained by Tobias K. Mildenberger. Last updated 5 months ago.
assessmentfao-manualfishfish-stocks
16.3 match 25 stars 8.12 score 149 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.
latexquartostock-assessment-reports
17.2 match 21 stars 6.87 score 3 scripts
mrchypark
tqk:Get Financial Data in Korea
Enables the acquisition of Korean financial market data, designed to integrate seamlessly with the 'tidyquant' package.
Maintained by Chanyub Park. Last updated 3 months ago.
hacktoberfesthacktoberfest2021korea-stockquantstocktidyquanttidyverse
25.3 match 61 stars 4.56 score 12 scripts
ropensci
ramlegacy:Download and Read RAM Legacy Stock Assessment Database
Contains functions to download, cache and read in 'Excel' version of the RAM Legacy Stock Assessment Data Base, an online compilation of stock assessment results for commercially exploited marine populations from around the world. The database is named after Dr. Ransom A. Myers whose original stock-recruitment database, is no longer being updated. More information about the database can be found at <https://ramlegacy.org/>. Ricard, D., Minto, C., Jensen, O.P. and Baum, J.K. (2012) <doi:10.1111/j.1467-2979.2011.00435.x>.
Maintained by Kshitiz Gupta. Last updated 5 years ago.
fisheriesmarine-biologyramlegacyropenscistock-assessment
22.1 match 5 stars 5.11 score 26 scripts
ices-tools-prod
icesSAG:Stock Assessment Graphs Database Web Services
R interface to access the web services of the ICES Stock Assessment Graphs database <https://sg.ices.dk>.
Maintained by Colin Millar. Last updated 5 months ago.
17.7 match 11 stars 6.24 score 131 scripts 2 dependentsflr
mse:Tools for Running Management Strategy Evaluations using FLR
A set of functions and methods to enable the development and running of Management Strategy Evaluation (MSE) analyses, using the FLR packages and classes and the a4a methods and algorithms.
Maintained by Iago Mosqueira. Last updated 22 days ago.
15.3 match 4 stars 7.04 score 137 scripts 3 dependentsices-tools-prod
fisheryO:Fisheries Overviews for ICES Advice
Functions that work with International Council for the Exploration of the Sea (ICES) web services and databases to collate, aggregate, and plot Fisheries Overview products.
Maintained by Scott Large. Last updated 7 years ago.
41.6 match 3 stars 2.45 score 19 scriptsflr
FLBRP:Reference Points for Fisheries Management
Calculates a range of biological reference points based upon yield per recruit and stock recruit based equilibrium calculations. These include F based reference points like F0.1, FMSY and biomass based reference points like BMSY.
Maintained by Iago Mosqueira. Last updated 3 months ago.
reference pointsfisheriesflrcpp
15.1 match 2 stars 6.58 score 350 scripts 4 dependents
mariushofert
qrmdata:Data Sets for Quantitative Risk Management Practice
Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.
Maintained by Marius Hofert. Last updated 1 years ago.
44.0 match 2.18 score 150 scriptsbusiness-science
timetk:A Tool Kit for Working with Time Series
Easy visualization, wrangling, and feature engineering of time series data for forecasting and machine learning prediction. Consolidates and extends time series functionality from packages including 'dplyr', 'stats', 'xts', 'forecast', 'slider', 'padr', 'recipes', and 'rsample'.
Maintained by Matt Dancho. Last updated 1 years ago.
coercioncoercion-functionsdata-miningdplyrforecastforecastingforecasting-modelsmachine-learningseries-decompositionseries-signaturetibbletidytidyquanttidyversetimetime-seriestimeseries
6.8 match 625 stars 14.15 score 4.0k scripts 16 dependents
framverse
framrosetta:FRAM LUTs and mappings
Look-up tables and convenience functions for working with FRAM tables.
Maintained by Ty Garber. Last updated 2 months ago.
24.1 match 1 stars 3.95 score 3 scripts 1 dependents
brianstock
MixSIAR:Bayesian Mixing Models in R
Creates and runs Bayesian mixing models to analyze biological tracer data (i.e. stable isotopes, fatty acids), which estimate the proportions of source (prey) contributions to a mixture (consumer). 'MixSIAR' is not one model, but a framework that allows a user to create a mixing model based on their data structure and research questions, via options for fixed/ random effects, source data types, priors, and error terms. 'MixSIAR' incorporates several years of advances since 'MixSIR' and 'SIAR'.
Maintained by Brian Stock. Last updated 4 years ago.
9.1 match 96 stars 9.21 score 122 scriptsframverse
framrsquared:FRAM Database Interface
A convenient tool for interfacing with FRAM access databases in R environments.
Maintained by Ty Garber. Last updated 2 months ago.
16.4 match 6 stars 5.06 score 9 scripts
guyabel
migest:Methods for the Indirect Estimation of Bilateral Migration
Tools for estimating, measuring and working with migration data.
Maintained by Guy J. Abel. Last updated 1 months ago.
14.2 match 32 stars 5.80 score 86 scriptsblue-matter
SAMtool:Stock Assessment Methods Toolkit
Simulation tools for closed-loop simulation are provided for the 'MSEtool' operating model to inform data-rich fisheries. 'SAMtool' provides a conditioning model, assessment models of varying complexity with standardized reporting, model-based management procedures, and diagnostic tools for evaluating assessments inside closed-loop simulation.
Maintained by Quang Huynh. Last updated 20 days ago.
12.4 match 3 stars 6.49 score 36 scripts 1 dependents
arbuzovv
rusquant:Quantitative Trading Framework
Collection of functions to retrieve financial data from various sources, including brokerage and exchange platforms, financial websites, and data providers. Includes functions to retrieve account information, portfolio information, and place/cancel orders from different brokers. Additionally, allows users to download historical data such as earnings, dividends, stock splits.
Maintained by Vyacheslav Arbuzov. Last updated 10 months ago.
cryptocurrencydata-sciencedatasciencedatascrapingdatasetdatasourcedividendsearningsfinamfinanceinvestinginvesting-apiipoquantquantitative-financesplitsstockstrading
14.0 match 46 stars 5.51 score 47 scriptsframverse
TAMMsupport:Streamline working with Terminal Area Management Modules
A convenient tool for interfacing with Terminal Area Manamagement Modules (TAMMs) in R environments.
Maintained by Collin Edwards. Last updated 2 months ago.
22.1 match 3 stars 3.35 score 5 scriptsbusiness-science
tibbletime:Time Aware Tibbles
Built on top of the 'tibble' package, 'tibbletime' is an extension that allows for the creation of time aware tibbles. Some immediate advantages of this include: the ability to perform time-based subsetting on tibbles, quickly summarising and aggregating results by time periods, and creating columns that can be used as 'dplyr' time-based groups.
Maintained by Davis Vaughan. Last updated 3 months ago.
periodicitytibbletimetime-seriestimeseriescpp
7.0 match 177 stars 10.51 score 644 scripts 2 dependents
dppalomar
sparseIndexTracking:Design of Portfolio of Stocks to Track an Index
Computation of sparse portfolios for financial index tracking, i.e., joint selection of a subset of the assets that compose the index and computation of their relative weights (capital allocation). The level of sparsity of the portfolios, i.e., the number of selected assets, is controlled through a regularization parameter. Different tracking measures are available, namely, the empirical tracking error (ETE), downside risk (DR), Huber empirical tracking error (HETE), and Huber downside risk (HDR). See vignette for a detailed documentation and comparison, with several illustrative examples. The package is based on the paper: K. Benidis, Y. Feng, and D. P. Palomar, "Sparse Portfolios for High-Dimensional Financial Index Tracking," IEEE Trans. on Signal Processing, vol. 66, no. 1, pp. 155-170, Jan. 2018. <doi:10.1109/TSP.2017.2762286>.
Maintained by Daniel P. Palomar. Last updated 2 years ago.
financial-marketsindexportfoliotracking
10.6 match 52 stars 6.48 score 29 scripts
yihui
animation:A Gallery of Animations in Statistics and Utilities to Create Animations
Provides functions for animations in statistics, covering topics in probability theory, mathematical statistics, multivariate statistics, non-parametric statistics, sampling survey, linear models, time series, computational statistics, data mining and machine learning. These functions may be helpful in teaching statistics and data analysis. Also provided in this package are a series of functions to save animations to various formats, e.g. Flash, 'GIF', HTML pages, 'PDF' and videos. 'PDF' animations can be inserted into 'Sweave' / 'knitr' easily.
Maintained by Yihui Xie. Last updated 2 years ago.
animationstatistical-computingstatistical-graphicsstatistics
5.3 match 208 stars 12.08 score 2.5k scripts 29 dependentsflr
FLBEIA:Bio-Economic Impact Assessment of Management Strategies using FLR
A simulation toolbox that describes a fishery system under a Management Strategy Estrategy approach. The objective of the model is to facilitate the Bio-Economic evaluation of Management strategies. It is multistock, multifleet and seasonal. The simulation is divided in 2 main blocks, the Operating Model (OM) and the Management Procedure (MP). In turn, each of these two blocks is divided in 3 components: the biological, the fleets and the covariables on the one hand, and the observation, the assessment and the advice on the other.
Maintained by FLBEIA Team. Last updated 6 days ago.
10.5 match 11 stars 5.97 score 156 scriptsropensci
rfishbase:R Interface to 'FishBase'
A programmatic interface to 'FishBase', re-written based on an accompanying 'RESTful' API. Access tables describing over 30,000 species of fish, their biology, ecology, morphology, and more. This package also supports experimental access to 'SeaLifeBase' data, which contains nearly 200,000 species records for all types of aquatic life not covered by 'FishBase.'
Maintained by Carl Boettiger. Last updated 3 months ago.
6.0 match 116 stars 10.11 score 764 scripts 2 dependentsfishr-core-team
RFishBC:Back-Calculation of Fish Length
Helps fisheries scientists collect measurements from calcified structures and back-calculate estimated lengths at previous ages using standard procedures and models. This is intended to replace much of the functionality provided by the now out-dated 'fishBC' software (<https://fisheries.org/bookstore/all-titles/software/70317/>).
Maintained by Derek H. Ogle. Last updated 1 years ago.
fishfisheriesfisheries-managementfisheries-stock-assessmentpopulation-dynamicsstock-assessment
14.2 match 13 stars 4.26 score 28 scripts
felixfan
FinCal:Time Value of Money, Time Series Analysis and Computational Finance
Package for time value of money calculation, time series analysis and computational finance.
Maintained by Felix Yanhui Fan. Last updated 8 years ago.
9.8 match 23 stars 6.02 score 203 scripts 1 dependents
sprfmo
FLjjm:Running the JJM Stock Assessment Model Inside the MSE FLR System
Runs the JJM stock assessment model for Chilean Jack Mackerel inside the MSE system of FLR's mse package.
Maintained by Iago Mosqueira. Last updated 10 days ago.
15.8 match 3.74 score 3 scripts
bioc
igvR:igvR: integrative genomics viewer
Access to igv.js, the Integrative Genomics Viewer running in a web browser.
Maintained by Arkadiusz Gladki. Last updated 5 months ago.
visualizationthirdpartyclientgenomebrowsers
7.1 match 43 stars 8.31 score 118 scripts
trevorhastie
ISLR2:Introduction to Statistical Learning, Second Edition
We provide the collection of data-sets used in the book 'An Introduction to Statistical Learning with Applications in R, Second Edition'. These include many data-sets that we used in the first edition (some with minor changes), and some new datasets.
Maintained by Trevor Hastie. Last updated 2 years ago.
10.7 match 2 stars 5.49 score 2.2k scripts
poissonconsulting
ypr:Yield Per Recruit
An implementation of equilibrium-based yield per recruit methods. Yield per recruit methods can used to estimate the optimal yield for a fish population as described by Walters and Martell (2004) <isbn:0-691-11544-3>. The yield can be based on the number of fish caught (or harvested) or biomass caught for all fish or just large (trophy) individuals.
Maintained by Joe Thorley. Last updated 2 months ago.
7.3 match 7 stars 7.84 score 55 scripts 1 dependentsbpfaff
FRAPO:Financial Risk Modelling and Portfolio Optimisation with R
Accompanying package of the book 'Financial Risk Modelling and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.
Maintained by Bernhard Pfaff. Last updated 8 years ago.
12.0 match 11 stars 4.71 score 94 scripts
michaelspence
LeMaRns:Length-Based Multispecies Analysis by Numerical Simulation
Set up, run and explore the outputs of the Length-based Multi-species model (LeMans; Hall et al. 2006 <doi:10.1139/f06-039>), focused on the marine environment.
Maintained by Michael A. Spence. Last updated 5 years ago.
19.4 match 2.90 score 16 scripts
yuanchao-xu
gfer:Green Finance and Environmental Risk
Focuses on data collecting, analyzing and visualization in green finance and environmental risk research and analysis. Main function includes environmental data collecting from official websites such as MEP (Ministry of Environmental Protection of China, <https://www.mee.gov.cn>), water related projects identification and environmental data visualization.
Maintained by Yuanchao Xu. Last updated 3 months ago.
corporate-social-responsibilitycsrdata-analysisdata-scrapingenvironmental-riskgreen-financestock-data
11.7 match 8 stars 4.81 score 16 scriptsflr
FLasher:Projection and Forecasting of Fish Populations, Stocks and Fleets
Projection of future population and fishery dynamics is carried out for a given set of management targets. A system of equations is solved, using Automatic Differentation (AD), for the levels of effort by fishery (fleet) that will result in the required abundances, catches or fishing mortalities.
Maintained by Iago Mosqueira. Last updated 10 days ago.
8.0 match 2 stars 6.86 score 254 scripts 6 dependentsflr
FLSAM:An Implementation of the State-Space Assessment Model for FLR
This package provides an FLR wrapper to the SAM state-space assessment model.
Maintained by N.T. Hintzen. Last updated 3 months ago.
12.2 match 4 stars 4.51 score 406 scripts
ices-tools-prod
msy:Estimation of Equilibrium Reference Points for Fsisheries
Methods to estimate equilibrium reference points for fisheries data. Currently data must be converted into FLStock objects of the FLR (Fisheries Library in R) style, defined in the R package FLCore.
Maintained by Colin Millar. Last updated 2 years ago.
14.0 match 13 stars 3.91 score 42 scripts
msperlin
BatchGetSymbols:Downloads and Organizes Financial Data for Multiple Tickers
Makes it easy to download financial data from Yahoo Finance <https://finance.yahoo.com/>.
Maintained by Marcelo Perlin. Last updated 3 years ago.
financial-dataindividual-stockstickersyahoo-finance
7.5 match 18 stars 7.21 score 393 scriptstrevorhastie
ISLR:Data for an Introduction to Statistical Learning with Applications in R
We provide the collection of data-sets used in the book 'An Introduction to Statistical Learning with Applications in R'.
Maintained by Trevor Hastie. Last updated 4 years ago.
7.1 match 4 stars 7.58 score 10k scripts 2 dependents
theeliteanalyst
Riex:IEX Stocks and Market Data
Retrieves efficiently and reliably Investors Exchange ('IEX') stock and market data using 'IEX Cloud API'. The platform is offered by Investors Exchange Group (IEX Group). Main goal is to leverage 'R' capabilities including existing packages to effectively provide financial and statistical analysis as well as visualization in support of fact-based decisions. In addition, continuously improve and enhance 'Riex' by applying best practices and being in tune with users' feedback and requirements. Please, make sure to review and acknowledge Investors Exchange Group (IEX Group) terms and conditions before using 'Riex' (<https://iexcloud.io/terms/>).
Maintained by Myriam Ibrahim. Last updated 4 years ago.
financefinancial-analysisfinancial-dataiexiex-apiiexcloud
11.3 match 9 stars 4.69 score 11 scriptsdppalomar
portfolioBacktest:Automated Backtesting of Portfolios over Multiple Datasets
Automated backtesting of multiple portfolios over multiple datasets of stock prices in a rolling-window fashion. Intended for researchers and practitioners to backtest a set of different portfolios, as well as by a course instructor to assess the students in their portfolio design in a fully automated and convenient manner, with results conveniently formatted in tables and plots. Each portfolio design is easily defined as a function that takes as input a window of the stock prices and outputs the portfolio weights. Multiple portfolios can be easily specified as a list of functions or as files in a folder. Multiple datasets can be conveniently extracted randomly from different markets, different time periods, and different subsets of the stock universe. The results can be later assessed and ranked with tables based on a number of performance criteria (e.g., expected return, volatility, Sharpe ratio, drawdown, turnover rate, return on investment, computational time, etc.), as well as plotted in a number of ways with nice barplots and boxplots.
Maintained by Daniel P. Palomar. Last updated 3 years ago.
backtestingfinancial-marketsportfolio
7.9 match 60 stars 6.60 score 66 scripts
statmanrobin
Stat2Data:Datasets for Stat2
Datasets for the textbook Stat2: Modeling with Regression and ANOVA (second edition). The package also includes data for the first edition, Stat2: Building Models for a World of Data and a few functions for plotting diagnostics.
Maintained by Robin Lock. Last updated 6 years ago.
10.6 match 5 stars 4.94 score 544 scriptsices-tools-prod
icesFO:Functions to support the creation of ICES Fisheries Overviews
Functions to support the creation of ICES Fisheries Overviews.
Maintained by Adriana Villamor. Last updated 9 months ago.
15.1 match 2 stars 3.41 score 260 scripts
kjhealy
gssrdoc:Document General Social Survey Variable
The General Social Survey (GSS) is a long-running, mostly annual survey of US households. It is administered by the National Opinion Research Center (NORC). This package contains the a tibble with information on the survey variables, together with every variable documented as an R help page. For more information on the GSS see \url{http://gss.norc.org}.
Maintained by Kieran Healy. Last updated 11 months ago.
21.6 match 2.28 score 38 scripts
cefasrepres
EcoEnsemble:A General Framework for Combining Ecosystem Models
Fit and sample from the ensemble model described in Spence et al (2018): "A general framework for combining ecosystem models"<doi:10.1111/faf.12310>.
Maintained by Michael A. Spence. Last updated 1 months ago.
8.0 match 1 stars 6.07 score 19 scriptsropensci
yfR:Downloads and Organizes Financial Data from Yahoo Finance
Facilitates download of financial data from Yahoo Finance <https://finance.yahoo.com/>, a vast repository of stock price data across multiple financial exchanges. The package offers a local caching system and support for parallel computation.
Maintained by Marcelo Perlin. Last updated 9 months ago.
6.6 match 44 stars 7.37 score 119 scripts 1 dependents
mages
googleVis:R Interface to Google Charts
R interface to Google's chart tools, allowing users to create interactive charts based on data frames. Charts are displayed locally via the R HTTP help server. A modern browser with an Internet connection is required. The data remains local and is not uploaded to Google.
Maintained by Markus Gesmann. Last updated 10 months ago.
3.6 match 361 stars 12.98 score 2.4k scripts 11 dependents
calbertsen
multiStockassessment:Fitting Multiple State-Space Assessment Models
Fitting multiple SAM models.
Maintained by Christoffer Moesgaard Albertsen. Last updated 3 months ago.
fisheriesfisheries-stock-assessmentstock-assessmentstockassessmentcpp
16.2 match 5 stars 2.88 score 5 scripts
chstock
DTComPair:Comparison of Binary Diagnostic Tests in a Paired Study Design
Comparison of the accuracy of two binary diagnostic tests in a "paired" study design, i.e. when each test is applied to each subject in the study.
Maintained by Christian Stock. Last updated 5 months ago.
clinical-epidemiologycomparative-analysisdiagnosisdiagnostic-accuracy-studiesdiagnostic-likelihood-ratiodiagnostic-testsmedicinepredictive-valuesensitivityspecificity
9.1 match 1 stars 5.07 score 47 scripts
robjhyndman
fpp2:Data for "Forecasting: Principles and Practice" (2nd Edition)
All data sets required for the examples and exercises in the book "Forecasting: principles and practice" (2nd ed, 2018) by Rob J Hyndman and George Athanasopoulos <https://otexts.com/fpp2/>. All packages required to run the examples are also loaded.
Maintained by Rob Hyndman. Last updated 2 years ago.
5.3 match 106 stars 8.57 score 1.8k scripts 1 dependents
gnelson12
fishmethods:Fishery Science Methods and Models
Functions for applying a wide range of fisheries stock assessment methods.
Maintained by Gary A. Nelson. Last updated 1 months ago.
10.9 match 5 stars 4.12 score 136 scripts 1 dependentsmsperlin
GetDFPData:Reading Annual Financial Reports from Bovespa's DFP, FRE and FCA System
Reads annual financial reports including assets, liabilities, dividends history, stockholder composition and much more from Bovespa's DFP, FRE and FCA systems <http://www.b3.com.br/pt_br/produtos-e-servicos/negociacao/renda-variavel/empresas-listadas.htm>. These are web based interfaces for all financial reports of companies traded at Bovespa. The package is specially designed for large scale data importation, keeping a tabular (long) structure for easier processing.
Maintained by Marcelo Perlin. Last updated 4 years ago.
7.3 match 33 stars 6.06 score 69 scripts
tnagler
VineCopula:Statistical Inference of Vine Copulas
Provides tools for the statistical analysis of regular vine copula models, see Aas et al. (2009) <doi:10.1016/j.insmatheco.2007.02.001> and Dissman et al. (2013) <doi:10.1016/j.csda.2012.08.010>. The package includes tools for parameter estimation, model selection, simulation, goodness-of-fit tests, and visualization. Tools for estimation, selection and exploratory data analysis of bivariate copula models are also provided.
Maintained by Thomas Nagler. Last updated 25 days ago.
copulaestimationstatisticsvine
4.0 match 91 stars 10.99 score 362 scripts 23 dependents
shichenxie
pedquant:Public Economic Data and Quantitative Analysis
Provides an interface to access public economic and financial data for economic research and quantitative analysis. The data sources including NBS, FRED, Sina, Eastmoney and etc. It also provides quantitative functions for trading strategies based on the 'data.table', 'TTR', 'PerformanceAnalytics' and etc packages.
Maintained by Shichen Xie. Last updated 3 days ago.
7.6 match 59 stars 5.70 score 34 scripts
sewardlee337
finreportr:Financial Data from U.S. Securities and Exchange Commission
Download and display company financial data from the U.S. Securities and Exchange Commission's EDGAR database. It contains a suite of functions with web scraping and XBRL parsing capabilities that allows users to extract data from EDGAR in an automated and scalable manner. See <https://www.sec.gov/edgar/searchedgar/companysearch.html> for more information.
Maintained by Seward Lee. Last updated 3 years ago.
balance-sheetcash-flowfinancefinancial-datafinancial-statementfinancial-statementsincome-statementsecstock-ticker-symbol
6.7 match 131 stars 6.28 score 29 scripts
r-forge
copula:Multivariate Dependence with Copulas
Classes (S4) of commonly used elliptical, Archimedean, extreme-value and other copula families, as well as their rotations, mixtures and asymmetrizations. Nested Archimedean copulas, related tools and special functions. Methods for density, distribution, random number generation, bivariate dependence measures, Rosenblatt transform, Kendall distribution function, perspective and contour plots. Fitting of copula models with potentially partly fixed parameters, including standard errors. Serial independence tests, copula specification tests (independence, exchangeability, radial symmetry, extreme-value dependence, goodness-of-fit) and model selection based on cross-validation. Empirical copula, smoothed versions, and non-parametric estimators of the Pickands dependence function.
Maintained by Martin Maechler. Last updated 12 days ago.
3.5 match 11.83 score 1.2k scripts 86 dependents
jirotubuyaki
Jdmbs:Monte Carlo Option Pricing Algorithms for Jump Diffusion Models with Correlational Companies
Option is a one of the financial derivatives and its pricing is an important problem in practice. The process of stock prices are represented as Geometric Brownian motion [Black (1973) <doi:10.1086/260062>] or jump diffusion processes [Kou (2002) <doi:10.1287/mnsc.48.8.1086.166>]. In this package, algorithms and visualizations are implemented by Monte Carlo method in order to calculate European option price for three equations by Geometric Brownian motion and jump diffusion processes and furthermore a model that presents jumps among companies affect each other.
Maintained by Masashi Okada. Last updated 5 years ago.
black-scholesbrownian-motioncomputational-financederivativesfinancefinancial-analysisfinancial-engineeringjump-diffusionmonte-carlooptionoption-pricingsdestochastic-differential-equationsstochastic-processesstock-market
8.0 match 28 stars 5.15 score 6 scripts
aodiakite
casabourse:Casablanca Stock Exchange Data
It provides real-time data from the Casablanca Stock Exchange. The objective is to facilitate access to data for all users of the R programming language. It includes a variety of data accessible just by function call.
Maintained by Abdoul Oudouss Diakité. Last updated 2 years ago.
casablancafinancefinancial-datamoroccostatisticsstock-market
11.1 match 9 stars 3.69 score 11 scriptsflr
FLa4a:A Simple and Robust Statistical Catch at Age Model
A simple and robust statistical Catch at Age model that is specifically designed for stocks with intermediate levels of data quantity and quality.
Maintained by Ernesto Jardim. Last updated 6 days ago.
6.1 match 12 stars 6.66 score 177 scripts 2 dependentsflr
FLSRTMB:FLSR in TMB
Estimates FLR spawner recruitment relationships in TMB
Maintained by Henning Winker. Last updated 15 days ago.
stock-recruitfisheriesflrtmbadcpp
11.0 match 3.67 score 26 scripts 1 dependents
friendly
heplots:Visualizing Hypothesis Tests in Multivariate Linear Models
Provides HE plot and other functions for visualizing hypothesis tests in multivariate linear models. HE plots represent sums-of-squares-and-products matrices for linear hypotheses and for error using ellipses (in two dimensions) and ellipsoids (in three dimensions). The related 'candisc' package provides visualizations in a reduced-rank canonical discriminant space when there are more than a few response variables.
Maintained by Michael Friendly. Last updated 9 days ago.
linear-hypothesesmatricesmultivariate-linear-modelsplotrepeated-measure-designsvisualizing-hypothesis-tests
3.5 match 9 stars 11.49 score 1.1k scripts 7 dependents
lightbluetitan
timeSeriesDataSets:Time Series Data Sets
Provides a diverse collection of time series datasets spanning various fields such as economics, finance, energy, healthcare, and more. Designed to support time series analysis in R by offering datasets from multiple disciplines, making it a valuable resource for researchers and analysts.
Maintained by Renzo Caceres Rossi. Last updated 6 months ago.
7.0 match 10 stars 5.71 score 103 scripts
boehringer-ingelheim
tipmap:Tipping Point Analysis for Bayesian Dynamic Borrowing
Tipping point analysis for clinical trials that employ Bayesian dynamic borrowing via robust meta-analytic predictive (MAP) priors. Further functions facilitate expert elicitation of a primary weight of the informative component of the robust MAP prior and computation of operating characteristics. Intended use is the planning, analysis and interpretation of extrapolation studies in pediatric drug development, but applicability is generally wider.
Maintained by Christian Stock. Last updated 12 months ago.
bayesian-borrowingbayesian-methodsclinical-trialevidence-synthesisextrapolationpediatricspharmaceutical-developmentprior-elicitationtipping-pointweighting
9.1 match 2 stars 4.38 score 12 scripts
adrianhordyk
DLMtool:Data-Limited Methods Toolkit
A collection of data-limited management procedures that can be evaluated with management strategy evaluation with the 'MSEtool' package, or applied to fishery data to provide management recommendations.
Maintained by Adrian Hordyk. Last updated 3 years ago.
10.7 match 1 stars 3.67 score 229 scripts 1 dependents
bzpaper
RTransferEntropy:Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy
Measuring information flow between time series with Shannon and Rényi transfer entropy. See also Dimpfl and Peter (2013) <doi:10.1515/snde-2012-0044> and Dimpfl and Peter (2014) <doi:10.1016/j.intfin.2014.03.004> for theory and applications to financial time series. Additional references can be found in the theory part of the vignette.
Maintained by David Zimmermann. Last updated 2 years ago.
5.8 match 22 stars 6.76 score 58 scripts 1 dependents
ecologyr
BlueCarbon:Estimation of Organic Carbon Stocks and Sequestration Rates from Soil Core Data
Tools to estimate soil organic carbon stocks and sequestration rates in blue carbon ecosystems. 'BlueCarbon' contains functions to estimate and correct for core compaction, estimate sample thickness, estimate organic carbon content from organic matter content, estimate organic carbon stocks and sequestration rates, and visualize the error of carbon stock extrapolation.
Maintained by Nerea Piñeiro-Juncal. Last updated 11 days ago.
7.4 match 6 stars 5.26 score 2 scripts
cran
BRVM:Retrieve Historical Data of Companies Listed on the 'BRVM' Stock Exchange
Provide real-time access to data from the Regional Securities Exchange SA(<https://www.brvm.org/en>), commonly known as the 'BRVM' stock exchange. The goal is to facilitate data access for users of the R programming language. The package includes a variety of data that can be accessed by calling functions.
Maintained by Sessie Koffi Frederic. Last updated 1 years ago.
14.4 match 2.70 scoreflr
a4adiags:Additional Diagnostics for FLa4a stock Assessment Models
A series of extra diagnostics for the FLa4a model, including prediction skill through restrospective prediction of model inputs and runs tests. Contains ggplot-based plot funtions of diagnostics outputs.
Maintained by Iago Mosqueira. Last updated 12 days ago.
14.1 match 2.70 score 7 scriptsbusiness-science
riingo:An R Interface to the 'Tiingo' Stock Price API
Functionality to download stock prices, cryptocurrency data, and more from the 'Tiingo' API <https://api.tiingo.com/>.
Maintained by Davis Vaughan. Last updated 5 years ago.
7.0 match 52 stars 5.34 score 51 scripts
pchausse
gmm:Generalized Method of Moments and Generalized Empirical Likelihood
It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; <doi:10.2307/1392442>) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>).
Maintained by Pierre Chausse. Last updated 1 years ago.
4.0 match 2 stars 9.28 score 304 scripts 66 dependents
zeileis
betareg:Beta Regression
Beta regression for modeling beta-distributed dependent variables on the open unit interval (0, 1), e.g., rates and proportions, see Cribari-Neto and Zeileis (2010) <doi:10.18637/jss.v034.i02>. Moreover, extended-support beta regression models can accommodate dependent variables with boundary observations at 0 and/or 1. For the classical beta regression model, alternative specifications are provided: Bias-corrected and bias-reduced estimation, finite mixture models, and recursive partitioning for beta regression, see Grün, Kosmidis, and Zeileis (2012) <doi:10.18637/jss.v048.i11>.
Maintained by Achim Zeileis. Last updated 3 days ago.
3.4 match 10.60 score 904 scripts 22 dependentsices-tools-prod
icesSD:Stock Database Web Services
R interface to access the web services of the ICES Stock Database <https://sd.ices.dk>.
Maintained by Colin Millar. Last updated 5 months ago.
11.4 match 1 stars 3.16 score 29 scripts
rsquaredacademy
yahoofinancer:Fetch Data from Yahoo Finance API
Obtain historical and near real time data related to stocks, index and currencies from the Yahoo Finance API. This package is community maintained and is not officially supported by 'Yahoo'. The accuracy of data is only as correct as provided on <https://finance.yahoo.com/>.
Maintained by Aravind Hebbali. Last updated 2 months ago.
apiapi-wrapperfinancemarket-datastock-marketyahoo-financeyahoo-finance-api
8.0 match 16 stars 4.46 score 18 scriptsflr
FLRef:Reference point computation for advice rules
Blah
Maintained by Henning Winker. Last updated 8 days ago.
10.2 match 3 stars 3.45 score 11 scripts
iangow
farr:Data and Code for Financial Accounting Research
Handy functions and data to support a course book for accounting research. Gow, Ian D. and Tongqing Ding (2024) 'Empirical Research in Accounting: Tools and Methods' <https://iangow.github.io/far_book/>.
Maintained by Ian Gow. Last updated 1 months ago.
6.9 match 17 stars 5.05 score 66 scripts
jandraor
readsdr:Translate Models from System Dynamics Software into 'R'
The goal of 'readsdr' is to bridge the design capabilities from specialised System Dynamics software with the powerful numerical tools offered by 'R' libraries. The package accomplishes this goal by parsing 'XMILE' files ('Vensim' and 'Stella') models into 'R' objects to construct networks (graph theory); 'ODE' functions for 'Stan'; and inputs to simulate via 'deSolve' as described in Duggan (2016) <doi:10.1007/978-3-319-34043-2>.
Maintained by Jair Andrade. Last updated 10 months ago.
5.3 match 19 stars 6.62 score 62 scripts
laresbernardo
lares:Analytics & Machine Learning Sidekick
Auxiliary package for better/faster analytics, visualization, data mining, and machine learning tasks. With a wide variety of family functions, like Machine Learning, Data Wrangling, Marketing Mix Modeling (Robyn), Exploratory, API, and Scrapper, it helps the analyst or data scientist to get quick and robust results, without the need of repetitive coding or advanced R programming skills.
Maintained by Bernardo Lares. Last updated 24 days ago.
analyticsapiautomationautomldata-sciencedescriptive-statisticsh2omachine-learningmarketingmmmpredictive-modelingpuzzlerlanguagerobynvisualization
3.5 match 233 stars 9.84 score 185 scripts 1 dependents
loelschlaeger
fHMM:Fitting Hidden Markov Models to Financial Data
Fitting (hierarchical) hidden Markov models to financial data via maximum likelihood estimation. See Oelschläger, L. and Adam, T. "Detecting Bearish and Bullish Markets in Financial Time Series Using Hierarchical Hidden Markov Models" (2021, Statistical Modelling) <doi:10.1177/1471082X211034048> for a reference on the method. A user guide is provided by the accompanying software paper "fHMM: Hidden Markov Models for Financial Time Series in R", Oelschläger, L., Adam, T., and Michels, R. (2024, Journal of Statistical Software) <doi:10.18637/jss.v109.i09>.
Maintained by Lennart Oelschläger. Last updated 6 months ago.
financehidden-markov-modelscppopenmp
4.9 match 16 stars 6.95 score 5 scripts
tidyverts
tsibbledata:Diverse Datasets for 'tsibble'
Provides diverse datasets in the 'tsibble' data structure. These datasets are useful for learning and demonstrating how tidy temporal data can tidied, visualised, and forecasted.
Maintained by Mitchell OHara-Wild. Last updated 4 months ago.
4.0 match 25 stars 8.44 score 740 scripts 2 dependents
quantilma
quantdates:Manipulate Dates for Finance
Functions to manipulate dates and count days for quantitative finance analysis. The 'quantdates' package considers leap, holidays and business days for relevant calendars in a financial context to simplify quantitative finance calculations, consistent with International Swaps and Derivatives Association (ISDA) (2006) <https://www.isda.org/book/2006-isda-definitions/> regulations.
Maintained by Juan Pablo Bermudez. Last updated 9 months ago.
datesfinancequantitative-finance
7.0 match 2 stars 4.78 score 3 scripts 1 dependentsrobjhyndman
fma:Data Sets from "Forecasting: Methods and Applications" by Makridakis, Wheelwright & Hyndman (1998)
All data sets from "Forecasting: methods and applications" by Makridakis, Wheelwright & Hyndman (Wiley, 3rd ed., 1998) <https://robjhyndman.com/forecasting/>.
Maintained by Rob Hyndman. Last updated 1 years ago.
3.8 match 19 stars 8.74 score 336 scripts 2 dependentscran
TSA:Time Series Analysis
Contains R functions and datasets detailed in the book "Time Series Analysis with Applications in R (second edition)" by Jonathan Cryer and Kung-Sik Chan.
Maintained by Kung-Sik Chan. Last updated 3 years ago.
7.1 match 2 stars 4.47 score 5 dependents
alanarnholt
BSDA:Basic Statistics and Data Analysis
Data sets for book "Basic Statistics and Data Analysis" by Larry J. Kitchens.
Maintained by Alan T. Arnholt. Last updated 2 years ago.
3.4 match 7 stars 9.11 score 1.3k scripts 6 dependents
joshuaulrich
quantmod:Quantitative Financial Modelling Framework
Specify, build, trade, and analyse quantitative financial trading strategies.
Maintained by Joshua M. Ulrich. Last updated 15 days ago.
algorithmic-tradingchartingdata-importfinancetime-series
1.9 match 839 stars 16.17 score 8.1k scripts 343 dependents
doserjef
rFIA:Estimation of Forest Variables using the FIA Database
The goal of 'rFIA' is to increase the accessibility and use of the United States Forest Services (USFS) Forest Inventory and Analysis (FIA) Database by providing a user-friendly, open source toolkit to easily query and analyze FIA Data. Designed to accommodate a wide range of potential user objectives, 'rFIA' simplifies the estimation of forest variables from the FIA Database and allows all R users (experts and newcomers alike) to unlock the flexibility inherent to the Enhanced FIA design. Specifically, 'rFIA' improves accessibility to the spatial-temporal estimation capacity of the FIA Database by producing space-time indexed summaries of forest variables within user-defined population boundaries. Direct integration with other popular R packages (e.g., 'dplyr', 'tidyr', and 'sf') facilitates efficient space-time query and data summary, and supports common data representations and API design. The package implements design-based estimation procedures outlined by Bechtold & Patterson (2005) <doi:10.2737/SRS-GTR-80>, and has been validated against estimates and sampling errors produced by FIA 'EVALIDator'. Current development is focused on the implementation of spatially-enabled model-assisted and model-based estimators to improve population, change, and ratio estimates.
Maintained by Jeffrey Doser. Last updated 9 days ago.
compute-estimatesfiafia-databasefia-datamartforest-inventoryforest-variablesinventoriesspace-timespatial
5.1 match 49 stars 5.93 score
eriqande
rubias:Bayesian Inference from the Conditional Genetic Stock Identification Model
Implements Bayesian inference for the conditional genetic stock identification model. It allows inference of mixed fisheries and also simulation of mixtures to predict accuracy. A full description of the underlying methods is available in a recently published article in the Canadian Journal of Fisheries and Aquatic Sciences: <doi:10.1139/cjfas-2018-0016>.
Maintained by Eric C. Anderson. Last updated 1 years ago.
5.1 match 3 stars 5.90 score 89 scripts
amsantac
geospt:Geostatistical Analysis and Design of Optimal Spatial Sampling Networks
Estimation of the variogram through trimmed mean, radial basis functions (optimization, prediction and cross-validation), summary statistics from cross-validation, pocket plot, and design of optimal sampling networks through sequential and simultaneous points methods.
Maintained by Ali Santacruz. Last updated 7 days ago.
6.5 match 4 stars 4.56 score 30 scripts 1 dependents
nickch-k
causaldata:Example Data Sets for Causal Inference Textbooks
Example data sets to run the example problems from causal inference textbooks. Currently, contains data sets for Huntington-Klein, Nick (2021) "The Effect" <https://theeffectbook.net>, first and second edition, Cunningham, Scott (2021, ISBN-13: 978-0-300-25168-5) "Causal Inference: The Mixtape", and Hernán, Miguel and James Robins (2020) "Causal Inference: What If" <https://www.hsph.harvard.edu/miguel-hernan/causal-inference-book/>.
Maintained by Nick Huntington-Klein. Last updated 4 months ago.
4.0 match 136 stars 7.43 score 144 scripts 1 dependents
joaomacalos
sfcr:Simulate Stock-Flow Consistent Models
Routines to write, simulate, and validate stock-flow consistent (SFC) models. The accounting structure of SFC models are described in Godley and Lavoie (2007, ISBN:978-1-137-08599-3). The algorithms implemented to solve the models (Gauss-Seidel and Broyden) are described in Kinsella and O'Shea (2010) <doi:10.2139/ssrn.1729205> and Peressini and Sullivan (1988, ISBN:0-387-96614-5).
Maintained by Joao Macalos. Last updated 3 years ago.
5.2 match 24 stars 5.66 score 38 scripts
bjw34032
waveslim:Basic Wavelet Routines for One-, Two-, and Three-Dimensional Signal Processing
Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); the dual-tree complex wavelet transform (DTCWT) from Kingsbury (1999, 2001) as implemented by Selesnick; and Hilbert wavelet pairs (Selesnick 2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and R code available at the book website(s) below.
Maintained by Brandon Whitcher. Last updated 10 months ago.
3.8 match 3 stars 7.88 score 108 scripts 23 dependents
fishfollower
stockassessment:State-Space Assessment Model
Fitting SAM...
Maintained by Anders Nielsen. Last updated 14 days ago.
3.8 match 49 stars 7.76 score 324 scripts 2 dependents
alastairrushworth
inspectdf:Inspection, Comparison and Visualisation of Data Frames
A collection of utilities for columnwise summary, comparison and visualisation of data frames. Functions report missingness, categorical levels, numeric distribution, correlation, column types and memory usage.
Maintained by Alastair Rushworth. Last updated 3 years ago.
comparisondataframeedaexploratory-data-analysisvisualizationcpp
3.8 match 251 stars 7.74 score 444 scripts 1 dependents
sbgraves237
Ecdat:Data Sets for Econometrics
Data sets for econometrics, including political science.
Maintained by Spencer Graves. Last updated 4 months ago.
4.0 match 2 stars 7.25 score 740 scripts 3 dependentsboehringer-ingelheim
BPrinStratTTE:Causal Effects in Principal Strata Defined by Antidrug Antibodies
Bayesian models to estimate causal effects of biological treatments on time-to-event endpoints in clinical trials with principal strata defined by the occurrence of antidrug antibodies. The methodology is based on Frangakis and Rubin (2002) <doi:10.1111/j.0006-341x.2002.00021.x> and Imbens and Rubin (1997) <doi:10.1214/aos/1034276631>, and here adapted to a specific time-to-event setting.
Maintained by Christian Stock. Last updated 11 months ago.
bayesian-methodscausal-inferenceclinical-trialestimandmcmc-methodspharmaceutical-developmentprincipal-stratificationsimulationstantime-to-eventcpp
9.1 match 3.18 score
common2016
CHNCapitalStock:Compute Chinese Capital Stocks
Compute Chinese capital stocks in provinces level, based on Zhang (2008) <DOI:10.1080/14765280802028302>.
Maintained by Pu Chen. Last updated 1 years ago.
9.1 match 3 stars 3.18 score 1 scripts
ycphs
openxlsx:Read, Write and Edit xlsx Files
Simplifies the creation of Excel .xlsx files by providing a high level interface to writing, styling and editing worksheets. Through the use of 'Rcpp', read/write times are comparable to the 'xlsx' and 'XLConnect' packages with the added benefit of removing the dependency on Java.
Maintained by Jan Marvin Garbuszus. Last updated 2 months ago.
1.5 match 232 stars 18.98 score 20k scripts 270 dependents
dsstoffer
astsa:Applied Statistical Time Series Analysis
Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts Time Series Analysis and Its Applications: With R Examples (5th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2025, <https://link.springer.com/book/9783031705830>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <DOI:10.1201/9780429273285>.
Maintained by David Stoffer. Last updated 2 months ago.
3.6 match 7 stars 7.88 score 2.2k scripts 8 dependents
risktoollib
RTL:Risk Tool Library - Trading, Risk, Analytics for Commodities
A toolkit for Commodities 'analytics', risk management and trading professionals. Includes functions for API calls to <https://commodities.morningstar.com/#/>, <https://developer.genscape.com/>, and <https://www.bankofcanada.ca/valet/docs>.
Maintained by Philippe Cote. Last updated 19 days ago.
analyticsapicommoditiescommodities-apifinancegenscapemorningstarpythonrisk-managementcpp
3.8 match 30 stars 7.51 score 198 scripts
joelkilty
MMAC:Data for Mathematical Modeling and Applied Calculus
Contains the data sets for the textbook "Mathematical Modeling and Applied Calculus" by Joel Kilty and Alex M. McAllister. The book will be published by Oxford University Press in 2018 with ISBN-13: 978-019882472.
Maintained by Joel Kilty. Last updated 7 years ago.
11.2 match 2.50 score 63 scripts
lcrawlab
mvMAPIT:Multivariate Genome Wide Marginal Epistasis Test
Epistasis, commonly defined as the interaction between genetic loci, is known to play an important role in the phenotypic variation of complex traits. As a result, many statistical methods have been developed to identify genetic variants that are involved in epistasis, and nearly all of these approaches carry out this task by focusing on analyzing one trait at a time. Previous studies have shown that jointly modeling multiple phenotypes can often dramatically increase statistical power for association mapping. In this package, we present the 'multivariate MArginal ePIstasis Test' ('mvMAPIT') – a multi-outcome generalization of a recently proposed epistatic detection method which seeks to detect marginal epistasis or the combined pairwise interaction effects between a given variant and all other variants. By searching for marginal epistatic effects, one can identify genetic variants that are involved in epistasis without the need to identify the exact partners with which the variants interact – thus, potentially alleviating much of the statistical and computational burden associated with conventional explicit search based methods. Our proposed 'mvMAPIT' builds upon this strategy by taking advantage of correlation structure between traits to improve the identification of variants involved in epistasis. We formulate 'mvMAPIT' as a multivariate linear mixed model and develop a multi-trait variance component estimation algorithm for efficient parameter inference and P-value computation. Together with reasonable model approximations, our proposed approach is scalable to moderately sized genome-wide association studies. Crawford et al. (2017) <doi:10.1371/journal.pgen.1006869>. Stamp et al. (2023) <doi:10.1093/g3journal/jkad118>.
Maintained by Julian Stamp. Last updated 5 months ago.
cppepistasisepistasis-analysisgwasgwas-toolslinear-mixed-modelsmapitmvmapitvariance-componentsopenblascppopenmp
4.0 match 11 stars 6.90 score 17 scripts 1 dependents
noaa-nwfsc
zoid:Bayesian Zero-and-One Inflated Dirichlet Regression Modelling
Fits Dirichlet regression and zero-and-one inflated Dirichlet regression with Bayesian methods implemented in Stan. These models are sometimes referred to as trinomial mixture models; covariates and overdispersion can optionally be included.
Maintained by Eric J. Ward. Last updated 11 months ago.
4.6 match 8 stars 5.89 score 12 scripts
pik-piam
brick:Building sector model with heterogeneous renovation and construction of the stock
This building stock model represents residential and commercial buildings at customisable regional and temporal resolution. The building stock is quantified in floor area and distinguished by building type (SFH/MFH) and location (rural/urban). In each building category, construction cohorts are tracked explicitly. This allows to characterise buildings specifically for each subset of buildings. The evolution of the building stock follows from the flows of constructed, renovated and demolished buildings and is optimised under cost minimisation with a benefit for heterogeneity in the choice of construction and renovation alternatives. This benefit captures heterogeneity in the preferences of the agents and the building structure.
Maintained by Robin Hasse. Last updated 21 days ago.
7.3 match 3.76 score 1 dependents
wch
gcookbook:Data for "R Graphics Cookbook"
Data sets used in the book "R Graphics Cookbook" by Winston Chang, published by O'Reilly Media.
Maintained by Winston Chang. Last updated 6 years ago.
4.0 match 10 stars 6.77 score 1.3k scripts 1 dependents
profpetrie
regclass:Tools for an Introductory Class in Regression and Modeling
Contains basic tools for visualizing, interpreting, and building regression models. It has been designed for use with the book Introduction to Regression and Modeling with R by Adam Petrie, Cognella Publishers, ISBN: 978-1-63189-250-9 <https://titles.cognella.com/introduction-to-regression-and-modeling-with-r-9781631892509>.
Maintained by Adam Petrie. Last updated 5 years ago.
6.9 match 3.90 score 301 scripts 1 dependents
mstasinopoulos
gamlss.data:Data for Generalised Additive Models for Location Scale and Shape
Data used as examples in the current two books on Generalised Additive Models for Location Scale and Shape introduced by Rigby and Stasinopoulos (2005), <doi:10.1111/j.1467-9876.2005.00510.x>.
Maintained by Mikis Stasinopoulos. Last updated 1 years ago.
3.8 match 7.04 score 108 scripts 49 dependents
shabbychef
madness:Automatic Differentiation of Multivariate Operations
An object that supports automatic differentiation of matrix- and multidimensional-valued functions with respect to multidimensional independent variables. Automatic differentiation is via 'forward accumulation'.
Maintained by Steven E. Pav. Last updated 4 years ago.
4.0 match 31 stars 6.59 score 28 scripts 3 dependentsr-forge
ROI:R Optimization Infrastructure
The R Optimization Infrastructure ('ROI') <doi:10.18637/jss.v094.i15> is a sophisticated framework for handling optimization problems in R. Additional information can be found on the 'ROI' homepage <http://roi.r-forge.r-project.org/>.
Maintained by Stefan Theussl. Last updated 2 years ago.
3.4 match 7.68 score 506 scripts 47 dependents
smac-group
simts:Time Series Analysis Tools
A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.
Maintained by Stéphane Guerrier. Last updated 2 years ago.
rcpprcpparmadillosimulationtime-seriestimeseriestimeseries-dataopenblascpp
3.4 match 15 stars 7.68 score 59 scripts 4 dependents
steve-the-bayesian
bsts:Bayesian Structural Time Series
Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <DOI:10.1504/IJMMNO.2014.059942>, among many other sources.
Maintained by Steven L. Scott. Last updated 1 years ago.
4.0 match 33 stars 6.54 score 338 scripts 3 dependentspik-piam
mredgebuildings:Prepare data to be used by the EDGE-Buildings model
Prepare data to be used by the EDGE-Buildings model.
Maintained by Robin Hasse. Last updated 3 days ago.
7.0 match 3.72 score
alexanderlange53
svars:Data-Driven Identification of SVAR Models
Implements data-driven identification methods for structural vector autoregressive (SVAR) models as described in Lange et al. (2021) <doi:10.18637/jss.v097.i05>. Based on an existing VAR model object (provided by e.g. VAR() from the 'vars' package), the structural impact matrix is obtained via data-driven identification techniques (i.e. changes in volatility (Rigobon, R. (2003) <doi:10.1162/003465303772815727>), patterns of GARCH (Normadin, M., Phaneuf, L. (2004) <doi:10.1016/j.jmoneco.2003.11.002>), independent component analysis (Matteson, D. S, Tsay, R. S., (2013) <doi:10.1080/01621459.2016.1150851>), least dependent innovations (Herwartz, H., Ploedt, M., (2016) <doi:10.1016/j.jimonfin.2015.11.001>), smooth transition in variances (Luetkepohl, H., Netsunajev, A. (2017) <doi:10.1016/j.jedc.2017.09.001>) or non-Gaussian maximum likelihood (Lanne, M., Meitz, M., Saikkonen, P. (2017) <doi:10.1016/j.jeconom.2016.06.002>)).
Maintained by Alexander Lange. Last updated 2 years ago.
3.6 match 46 stars 7.22 score 130 scripts
tsmodels
tsgarch:Univariate GARCH Models
Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation.
Maintained by Alexios Galanos. Last updated 3 months ago.
3.8 match 13 stars 6.93 score 16 scripts 1 dependents
jverzani
UsingR:Data Sets, Etc. for the Text "Using R for Introductory Statistics", Second Edition
A collection of data sets to accompany the textbook "Using R for Introductory Statistics," second edition.
Maintained by John Verzani. Last updated 3 years ago.
5.2 match 1 stars 4.97 score 1.4k scripts
seananderson
metafolio:Metapopulation Simulations for Conserving Salmon Through Portfolio Optimization
A tool to simulate salmon metapopulations and apply financial portfolio optimization concepts. The package accompanies the paper Anderson et al. (2015) <doi:10.1101/2022.03.24.485545>.
Maintained by Sean C. Anderson. Last updated 1 years ago.
5.2 match 2 stars 4.89 score 77 scriptsflr
FLAssess:Generic Classes and Methods for Stock Assessment Models
A generic set of classes for stock assessment models are provided here. Individual assessment packages should extend the basic classes.
Maintained by Iago Mosqueira. Last updated 4 months ago.
5.3 match 4.77 score 324 scripts 3 dependents
joachim-gassen
ExPanDaR:Explore Your Data Interactively
Provides a shiny-based front end (the 'ExPanD' app) and a set of functions for exploratory data analysis. Run as a web-based app, 'ExPanD' enables users to assess the robustness of empirical evidence without providing them access to the underlying data. You can export a notebook containing the analysis of 'ExPanD' and/or use the functions of the package to support your exploratory data analysis workflow. Refer to the vignettes of the package for more information on how to use 'ExPanD' and/or the functions of this package.
Maintained by Joachim Gassen. Last updated 4 years ago.
accountingedaexploratory-data-analysisfinanceopen-sciencereplicationshinyshiny-apps
3.3 match 156 stars 7.80 score 203 scripts
seokhoonj
kisopenapi:Korea Investment & Securities (KIS) Open Trading API
API Wrapper to use Korea Investment & Securities (KIS) trading system that provides various financial services like stock price check, orders and balance check <https://apiportal.koreainvestment.com/>.
Maintained by Seokhoon Joo. Last updated 12 months ago.
8.4 match 1 stars 3.00 score 1 scripts
desiquintans
librarian:Install, Update, Load Packages from CRAN, 'GitHub', and 'Bioconductor' in One Step
Automatically install, update, and load 'CRAN', 'GitHub', and 'Bioconductor' packages in a single function call. By accepting bare unquoted names for packages, it's easy to add or remove packages from the list.
Maintained by Desi Quintans. Last updated 3 months ago.
3.3 match 54 stars 7.63 score 410 scripts 1 dependents
dgerbing
lessR:Less Code, More Results
Each function replaces multiple standard R functions. For example, two function calls, Read() and CountAll(), generate summary statistics for all variables in the data frame, plus histograms and bar charts as appropriate. Other functions provide for summary statistics via pivot tables, a comprehensive regression analysis, ANOVA and t-test, visualizations including the Violin/Box/Scatter plot for a numerical variable, bar chart, histogram, box plot, density curves, calibrated power curve, reading multiple data formats with the same function call, variable labels, time series with aggregation and forecasting, color themes, and Trellis (facet) graphics. Also includes a confirmatory factor analysis of multiple indicator measurement models, pedagogical routines for data simulation such as for the Central Limit Theorem, generation and rendering of regression instructions for interpretative output, and interactive visualizations.
Maintained by David W. Gerbing. Last updated 9 hours ago.
3.3 match 6 stars 7.42 score 394 scripts 3 dependentsshabbychef
SharpeR:Statistical Significance of the Sharpe Ratio
A collection of tools for analyzing significance of assets, funds, and trading strategies, based on the Sharpe ratio and overfit of the same. Provides density, distribution, quantile and random generation of the Sharpe ratio distribution based on normal returns, as well as the optimal Sharpe ratio over multiple assets. Computes confidence intervals on the Sharpe and provides a test of equality of Sharpe ratios based on the Delta method. The statistical foundations of the Sharpe can be found in the author's Short Sharpe Course <doi:10.2139/ssrn.3036276>.
Maintained by Steven E. Pav. Last updated 3 months ago.
4.0 match 19 stars 6.18 score 53 scriptslightbluetitan
usdatasets:A Comprehensive Collection of U.S. Datasets
Provides a diverse collection of U.S. datasets encompassing various fields such as crime, economics, education, finance, energy, healthcare, and more. It serves as a valuable resource for researchers and analysts seeking to perform in-depth analyses and derive insights from U.S.-specific data.
Maintained by Renzo Caceres Rossi. Last updated 5 months ago.
4.0 match 7 stars 5.99 score 141 scripts
lucasgodeiro
TextForecast:Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary
Provides functionalities based on the paper "Time Varying Dictionary and the Predictive Power of FED Minutes" (Lima, 2018) <doi:10.2139/ssrn.3312483>. It selects the most predictive terms, that we call time-varying dictionary using supervised machine learning techniques as lasso and elastic net.
Maintained by Lucas Godeiro. Last updated 5 years ago.
4.5 match 15 stars 5.18 score 20 scripts
dbasu-umass
clptheory:Compute Price of Production and Labor Values
Computes the uniform rate of profit, the vector of price of production and the vector of labor values; and also compute measures of deviation between relative prices of production and relative values. <https://scholarworks.umass.edu/econ_workingpaper/347/>. You provide the input-output data and 'clptheory' does the calculations for you.
Maintained by Deepankar Basu. Last updated 2 years ago.
8.6 match 2.70 score 1 scripts
simontrimborn
gofCopula:Goodness-of-Fit Tests for Copulae
Several Goodness-of-Fit (GoF) tests for Copulae are provided. A new hybrid test, Zhang et al. (2016) <doi:10.1016/j.jeconom.2016.02.017> is implemented which supports all of the individual tests in the package, e.g. Genest et al. (2009) <doi:10.1016/j.insmatheco.2007.10.005>. Estimation methods for the margins are provided and all the tests support parameter estimation and predefined values. The parameters are estimated by pseudo maximum likelihood but if it fails the estimation switches automatically to inversion of Kendall's tau. For reproducibility of results, the functions support the definition of seeds. Also all the tests support automatized parallelization of the bootstrapping tasks. The package provides an interface to perform new GoF tests by submitting the test statistic.
Maintained by Simon Trimborn. Last updated 3 years ago.
7.2 match 3.16 score 29 scripts
skstavroglou
patterncausality:Pattern Causality Algorithm
A comprehensive package for detecting and analyzing causal relationships in complex systems using pattern-based approaches. Key features include state space reconstruction, pattern identification, and causality strength evaluation.
Maintained by Hui Wang. Last updated 30 days ago.
3.6 match 1 stars 6.08 score 20 scriptsflr
AAP:Aarts and Poos Stock Assessment Model that Estimates Bycatch
FLR version of Aarts and Poos stock assessment model.
Maintained by Iago Mosqueira. Last updated 1 years ago.
7.9 match 2.70 score 5 scripts
pbiecek
PogromcyDanych:DataCrunchers (PogromcyDanych) is the Massive Online Open Course that Brings R and Statistics to the People
The data sets used in the online course ,,PogromcyDanych''. You can process data in many ways. The course Data Crunchers will introduce you to this variety. For this reason we will work on datasets of different size (from several to several hundred thousand rows), with various level of complexity (from two to two thousand columns) and prepared in different formats (text data, quantitative data and qualitative data). All of these data sets were gathered in a single big package called PogromcyDanych to facilitate access to them. It contains all sorts of data sets such as data about offer prices of cars, results of opinion polls, information about changes in stock market indices, data about names given to newborn babies, ski jumping results or information about outcomes of breast cancer patients treatment.
Maintained by Przemyslaw Biecek. Last updated 2 years ago.
3.9 match 8 stars 5.41 score 215 scripts 1 dependents
mamut86
diffusion:Forecast the Diffusion of New Products
Various diffusion models to forecast new product growth. Currently the package contains Bass, Gompertz, Gamma/Shifted Gompertz and Weibull curves. See Meade and Islam (2006) <doi:10.1016/j.ijforecast.2006.01.005>.
Maintained by Oliver Schaer. Last updated 11 months ago.
diffusiondiffusion-modelsforecastinggrowth-curve-modelslifecyclenew-product
3.8 match 8 stars 5.54 score 29 scripts
justinmshea
neverhpfilter:An Alternative to the Hodrick-Prescott Filter
In the working paper titled "Why You Should Never Use the Hodrick-Prescott Filter", James D. Hamilton proposes a new alternative to economic time series filtering. The neverhpfilter package provides functions and data for reproducing his work. Hamilton (2017) <doi:10.3386/w23429>.
Maintained by Justin M. Shea. Last updated 2 years ago.
3.5 match 14 stars 5.93 score 61 scriptsnmfs-ost
satf:Stock Assessment Tables and Figures
Creates exploratory and finished tables and figures for stock assessment documents from U.S. stock assessment model outputs. This packages addresses parts of the stock assessment workflow that interprets outputs of stock assessment models as well as allows the analyst to create report ready tables and figures, reducing the need to create their own and format then when adding into a report. This package is intended to be used in conjuction with `asar`, a partially automated template for writing various stock assessment reports. Throughout development, we will be creating a set of standardized figures and tables for a stock assessment report, developing functions to produce a variety of diagonostic plots, and other helpful materials. The advantage of using this package over others is that it applies to a range of stock assessment model outputs and standardizes them.
Maintained by Samantha Schiano. Last updated 1 months ago.
4.2 match 2 stars 4.88 score 5 scripts
manueleleonelli
bnRep:A Repository of Bayesian Networks from the Academic Literature
A collection of Bayesian networks (discrete, Gaussian, and conditional linear Gaussian) collated from recent academic literature. The 'bnRep_summary' object provides an overview of the Bayesian networks in the repository and the package documentation includes details about the variables in each network. A Shiny app to explore the repository can be launched with 'bnRep_app()' and is available online at <https://manueleleonelli.shinyapps.io/bnRep>. For details see <https://github.com/manueleleonelli/bnRep>.
Maintained by Manuele Leonelli. Last updated 6 months ago.
4.0 match 5 stars 5.10 score 7 scripts
onnokleen
mfGARCH:Mixed-Frequency GARCH Models
Estimating GARCH-MIDAS (MIxed-DAta-Sampling) models (Engle, Ghysels, Sohn, 2013, <doi:10.1162/REST_a_00300>) and related statistical inference, accompanying the paper "Two are better than one: Volatility forecasting using multiplicative component GARCH models" by Conrad and Kleen (2020, <doi:10.1002/jae.2742>). The GARCH-MIDAS model decomposes the conditional variance of (daily) stock returns into a short- and long-term component, where the latter may depend on an exogenous covariate sampled at a lower frequency.
Maintained by Onno Kleen. Last updated 2 years ago.
4.3 match 69 stars 4.74 score 16 scriptsflr
FLash:Forecasting and Projection of Fish Stocks
Projecting the future dynamics of fish stocks is an essential part of fisheries science and management advice. The FLash package carries out forecasts of fish stocks (FLStock objects) according to a defined table of targets and limits (fwdControl) and applying and specified stock-recruitment relationship.
Maintained by Laurence T. Kell. Last updated 4 months ago.
4.1 match 4.92 score 186 scripts 1 dependents
gamrot
godley:Stock-Flow-Consistent Model Simulator
Define, simulate, and validate stock-flow consistent (SFC) macroeconomic models. The godley R package offers tools to dynamically define model structures by adding variables and specifying governing systems of equations. With it, users can analyze how different macroeconomic structures affect key variables, perform parameter sensitivity analyses, introduce policy shocks, and visualize resulting economic scenarios. The accounting structure of SFC models follows the approach outlined in the seminal study by Godley and Lavoie (2007, ISBN:978-1-137-08599-3), ensuring a comprehensive integration of all economic flows and stocks. The algorithms implemented to solve the models are based on methodologies from Kinsella and O'Shea (2010) <doi:10.2139/ssrn.1729205>, Peressini and Sullivan (1988, ISBN:0-387-96614-5), and contributions by Joao Macalos.
Maintained by Elżbieta Jowik. Last updated 4 days ago.
3.8 match 8 stars 5.28 score 16 scripts
skoestlmeier
crseEventStudy:A Robust and Powerful Test of Abnormal Stock Returns in Long-Horizon Event Studies
Based on Dutta et al. (2018) <doi:10.1016/j.jempfin.2018.02.004>, this package provides their standardized test for abnormal returns in long-horizon event studies. The methods used improve the major weaknesses of size, power, and robustness of long-run statistical tests described in Kothari/Warner (2007) <doi:10.1016/B978-0-444-53265-7.50015-9>. Abnormal returns are weighted by their statistical precision (i.e., standard deviation), resulting in abnormal standardized returns. This procedure efficiently captures the heteroskedasticity problem. Clustering techniques following Cameron et al. (2011) <doi:10.1198/jbes.2010.07136> are adopted for computing cross-sectional correlation robust standard errors. The statistical tests in this package therefore accounts for potential biases arising from returns' cross-sectional correlation, autocorrelation, and volatility clustering without power loss.
Maintained by Siegfried Köstlmeier. Last updated 3 years ago.
empirical-researchevent-studyfinancefinancial-analysis
6.2 match 2 stars 3.20 score 16 scriptsflr
ss3om:Tools for Conditioning Fisheries Operating Models Using Stock Synthesis 3
Tools for loading Stock Synthesis (SS3) models into FLR. Used in conditioning of Operating Models based on SS3 by considering structural uncertainty in input parameters and assumptions. A grid of SS3 runs can be created and results loaded on objects of various FLR classes.
Maintained by Iago Mosqueira. Last updated 2 months ago.
5.0 match 3.94 score 44 scripts
tobiaskley
quantspec:Quantile-Based Spectral Analysis of Time Series
Methods to determine, smooth and plot quantile periodograms for univariate and multivariate time series.
Maintained by Tobias Kley. Last updated 9 years ago.
3.3 match 10 stars 5.84 score 46 scripts 1 dependents
virmar
finnishgrid:'Fingrid Open Data API' R Client
R API client package for 'Fingrid Open Data' on the electricity market and the power system. get_data() function holds the main application logic to retrieve time-series data. API calls require free user account registration.
Maintained by Markus Virtanen. Last updated 9 months ago.
3.6 match 2 stars 5.24 score 175 scripts
bfast2
strucchangeRcpp:Testing, Monitoring, and Dating Structural Changes: C++ Version
A fast implementation with additional experimental features for testing, monitoring and dating structural changes in (linear) regression models. 'strucchangeRcpp' features tests/methods from the generalized fluctuation test framework as well as from the F test (Chow test) framework. This includes methods to fit, plot and test fluctuation processes (e.g. cumulative/moving sum, recursive/moving estimates) and F statistics, respectively. These methods are described in Zeileis et al. (2002) <doi:10.18637/jss.v007.i02>. Finally, the breakpoints in regression models with structural changes can be estimated together with confidence intervals, and their magnitude as well as the model fit can be evaluated using a variety of statistical measures.
Maintained by Dainius Masiliunas. Last updated 5 months ago.
3.6 match 5 stars 5.18 score 4 scripts 2 dependents
openpharma
mmrm:Mixed Models for Repeated Measures
Mixed models for repeated measures (MMRM) are a popular choice for analyzing longitudinal continuous outcomes in randomized clinical trials and beyond; see Cnaan, Laird and Slasor (1997) <doi:10.1002/(SICI)1097-0258(19971030)16:20%3C2349::AID-SIM667%3E3.0.CO;2-E> for a tutorial and Mallinckrodt, Lane, Schnell, Peng and Mancuso (2008) <doi:10.1177/009286150804200402> for a review. This package implements MMRM based on the marginal linear model without random effects using Template Model Builder ('TMB') which enables fast and robust model fitting. Users can specify a variety of covariance matrices, weight observations, fit models with restricted or standard maximum likelihood inference, perform hypothesis testing with Satterthwaite or Kenward-Roger adjustment, and extract least square means estimates by using 'emmeans'.
Maintained by Daniel Sabanes Bove. Last updated 10 days ago.
1.5 match 138 stars 12.15 score 113 scripts 4 dependents
confoobio
GMSE:Generalised Management Strategy Evaluation Simulator
Integrates game theory and ecological theory to construct social-ecological models that simulate the management of populations and stakeholder actions. These models build off of a previously developed management strategy evaluation (MSE) framework to simulate all aspects of management: population dynamics, manager observation of populations, manager decision making, and stakeholder responses to management decisions. The newly developed generalised management strategy evaluation (GMSE) framework uses genetic algorithms to mimic the decision-making process of managers and stakeholders under conditions of change, uncertainty, and conflict. Simulations can be run using gmse(), gmse_apply(), and gmse_gui() functions.
Maintained by A. Bradley Duthie. Last updated 3 years ago.
adaptive-managementagricultural-modellingconflictconflict-resolutionconservationecological-modellingecological-modelsecologyfood-securitygame-theorygenetic-algorithmgenetic-algorithmsmanagement-decisionsmanagement-strategy-evaluationpopulation-modelsimulationwildlife-management
3.4 match 10 stars 5.43 score 178 scripts
femiguez
apsimx:Inspect, Read, Edit and Run 'APSIM' "Next Generation" and 'APSIM' Classic
The functions in this package inspect, read, edit and run files for 'APSIM' "Next Generation" ('JSON') and 'APSIM' "Classic" ('XML'). The files with an 'apsim' extension correspond to 'APSIM' Classic (7.x) - Windows only - and the ones with an 'apsimx' extension correspond to 'APSIM' "Next Generation". For more information about 'APSIM' see (<https://www.apsim.info/>) and for 'APSIM' next generation (<https://apsimnextgeneration.netlify.app/>).
Maintained by Fernando Miguez. Last updated 3 days ago.
1.9 match 59 stars 9.71 score 68 scripts 2 dependents
schochastics
networkdata:Repository of Network Datasets
The package contains a large collection of network dataset with different context. This includes social networks, animal networks and movie networks. All datasets are in 'igraph' format.
Maintained by David Schoch. Last updated 12 months ago.
3.6 match 143 stars 5.01 score 143 scripts
beniaminogreen
cragg:Tests for Weak Instruments in R
Implements Cragg-Donald (1993) <doi:10.1017/S0266466600007519> and Stock and Yogo (2005) <doi:10.1017/CBO9780511614491.006> tests for weak instruments in R.
Maintained by Beniamino Green. Last updated 4 years ago.
instrumental-variableivivreg2regressionweak-instruments
3.6 match 6 stars 4.76 score 19 scripts
dvmlls
bdscale:Remove Weekends and Holidays from ggplot2 Axes
Provides a continuous date scale, omitting weekends and holidays.
Maintained by Dave Mills. Last updated 9 years ago.
3.3 match 10 stars 5.10 score 25 scripts
braverock
FinancialInstrument:Financial Instrument Model Infrastructure for R
Infrastructure for defining meta-data and relationships for financial instruments.
Maintained by Ross Bennett. Last updated 7 years ago.
3.3 match 19 stars 4.99 score 102 scriptscran
timeDate:Rmetrics - Chronological and Calendar Objects
The 'timeDate' class fulfils the conventions of the ISO 8601 standard as well as of the ANSI C and POSIX standards. Beyond these standards it provides the "Financial Center" concept which allows to handle data records collected in different time zones and mix them up to have always the proper time stamps with respect to your personal financial center, or alternatively to the GMT reference time. It can thus also handle time stamps from historical data records from the same time zone, even if the financial centers changed day light saving times at different calendar dates.
Maintained by Georgi N. Boshnakov. Last updated 6 months ago.
1.8 match 1 stars 9.25 score 944 scripts 708 dependentsbpfaff
urca:Unit Root and Cointegration Tests for Time Series Data
Unit root and cointegration tests encountered in applied econometric analysis are implemented.
Maintained by Bernhard Pfaff. Last updated 10 months ago.
1.8 match 6 stars 8.91 score 1.4k scripts 269 dependents
crlsierra
SoilR:Models of Soil Organic Matter Decomposition
Functions for modeling Soil Organic Matter decomposition in terrestrial ecosystems with linear and nonlinear systems of differential equations. The package implements models according to the compartmental system representation described in Sierra and others (2012) <doi:10.5194/gmd-5-1045-2012> and Sierra and others (2014) <doi:10.5194/gmd-7-1919-2014>.
Maintained by Carlos A. Sierra. Last updated 1 years ago.
5.4 match 5 stars 2.88 score 153 scriptscran
Spillover:Spillover/Connectedness Index Based on VAR Modelling
A user-friendly tool for estimating both total and directional connectedness spillovers based on Diebold and Yilmaz (2009, 2012). It also provides the user with rolling estimation for total and net indices. User can find both orthogonalized and generalized versions for each kind of measures. See Diebold and Yilmaz (2009, 2012) find them at <doi:10.1111/j.1468-0297.2008.02208.x> and <doi:10.1016/j.ijforecast.2011.02.006>.
Maintained by Jilber Urbina. Last updated 1 years ago.
4.0 match 8 stars 3.86 scorecran
stockR:Identifying Stocks in Genetic Data
Provides a mixture model for clustering individuals (or sampling groups) into stocks based on their genetic profile. Here, sampling groups are individuals that are sure to come from the same stock (e.g. breeding adults or larvae). The mixture (log-)likelihood is maximised using the EM-algorithm after finding good starting values via a K-means clustering of the genetic data. Details can be found in: Foster, S. D.; Feutry, P.; Grewe, P. M.; Berry, O.; Hui, F. K. C. & Davies (2020) <doi:10.1111/1755-0998.12920>.
Maintained by Scott D. Foster. Last updated 2 years ago.
7.6 match 2.00 scorejoshuaulrich
IBrokers:R API to Interactive Brokers Trader Workstation
Provides native R access to Interactive Brokers Trader Workstation API.
Maintained by Joshua M. Ulrich. Last updated 6 months ago.
2.0 match 69 stars 7.59 score 93 scripts
tidy-finance
tidyfinance:Tidy Finance Helper Functions
Helper functions for empirical research in financial economics, addressing a variety of topics covered in Scheuch, Voigt, and Weiss (2023) <doi:10.1201/b23237>. The package is designed to provide shortcuts for issues extensively discussed in the book, facilitating easier application of its concepts. For more information and resources related to the book, visit <https://www.tidy-finance.org/r/index.html>.
Maintained by Christoph Scheuch. Last updated 3 months ago.
2.0 match 15 stars 7.56 score 24 scripts
ph-rast
bmgarch:Bayesian Multivariate GARCH Models
Fit Bayesian multivariate GARCH models using 'Stan' for full Bayesian inference. Generate (weighted) forecasts for means, variances (volatility) and correlations. Currently DCC(P,Q), CCC(P,Q), pdBEKK(P,Q), and BEKK(P,Q) parameterizations are implemented, based either on a multivariate gaussian normal or student-t distribution. DCC and CCC models are based on Engle (2002) <doi:10.1198/073500102288618487> and Bollerslev (1990). The BEKK parameterization follows Engle and Kroner (1995) <doi:10.1017/S0266466600009063> while the pdBEKK as well as the estimation approach for this package is described in Rast et al. (2020) <doi:10.31234/osf.io/j57pk>. The fitted models contain 'rstan' objects and can be examined with 'rstan' functions.
Maintained by Philippe Rast. Last updated 5 months ago.
3.4 match 17 stars 4.41 score 5 scripts
dkimstatlab
EMD:Empirical Mode Decomposition and Hilbert Spectral Analysis
For multiscale analysis, this package carries out empirical mode decomposition and Hilbert spectral analysis. For usage of EMD, see Kim and Oh, 2009 (Kim, D and Oh, H.-S. (2009) EMD: A Package for Empirical Mode Decomposition and Hilbert Spectrum, The R Journal, 1, 40-46).
Maintained by Donghoh Kim. Last updated 3 years ago.
3.6 match 1 stars 4.17 score 55 scripts 9 dependentspik-piam
remind2:The REMIND R package (2nd generation)
Contains the REMIND-specific routines for data and model output manipulation.
Maintained by Renato Rodrigues. Last updated 7 days ago.
1.7 match 8.88 score 161 scripts 5 dependents
yanyachen
FinCovRegularization:Covariance Matrix Estimation and Regularization for Finance
Estimation and regularization for covariance matrix of asset returns. For covariance matrix estimation, three major types of factor models are included: macroeconomic factor model, fundamental factor model and statistical factor model. For covariance matrix regularization, four regularized estimators are included: banding, tapering, hard-thresholding and soft- thresholding. The tuning parameters of these regularized estimators are selected via cross-validation.
Maintained by YaChen Yan. Last updated 8 years ago.
3.4 match 7 stars 4.30 score 19 scripts 1 dependentspik-piam
mrindustry:input data generation for the REMIND industry module
The mrindustry packages contains data preprocessing for the REMIND model.
Maintained by Falk Benke. Last updated 4 days ago.
2.7 match 5.41 score 2 dependentsropensci
rb3:Download and Parse Public Data Released by B3 Exchange
Download and parse public files released by B3 and convert them into useful formats and data structures common to data analysis practitioners.
Maintained by Wilson Freitas. Last updated 16 days ago.
brazilexchange-datafinancefinancial-datafinancial-servicesmarket-data
1.9 match 74 stars 7.63 score 48 scripts
dsy109
HoRM:Supplemental Functions and Datasets for "Handbook of Regression Methods"
Supplement for the book "Handbook of Regression Methods" by D. S. Young. Some datasets used in the book are included and documented. Wrapper functions are included that simplify the examples in the textbook, such as code for constructing a regressogram and expanding ANOVA tables to reflect the total sum of squares.
Maintained by Derek S. Young. Last updated 9 months ago.
regression-analysisregression-modelsshiny-apps
4.0 match 3.56 score 73 scripts
kumes
seasonalityPlot:Seasonality Variation Plots of Stock Prices and Cryptocurrencies
The price action at any given time is determined by investor sentiment and market conditions. Although there is no established principle, over a long period of time, things often move with a certain periodicity. This is sometimes referred to as anomaly. The seasonPlot() function in this package calculates and visualizes the average value of price movements over a year for any given period. In addition, the monthly increase or decrease in price movement is represented with a colored background. This seasonPlot() function can use the same symbols as the 'quantmod' package (e.g. ^IXIC, ^DJI, SPY, BTC-USD, and ETH-USD etc).
Maintained by Satoshi Kume. Last updated 6 months ago.
4.7 match 1 stars 3.00 score 6 scriptsflr
bbm:FLR Implementation of a Two-Stage Stock Assessment Model
The two-stage biomass-based model for the Bay of Biscay anchovy (Ibaibarriaga et al., 2008).
Maintained by Leire Ibaibarriaga. Last updated 3 years ago.
5.1 match 2.70 score 5 scripts
mattwand
HRW:Datasets, Functions and Scripts for Semiparametric Regression Supporting Harezlak, Ruppert & Wand (2018)
The book "Semiparametric Regression with R" by J. Harezlak, D. Ruppert & M.P. Wand (2018, Springer; ISBN: 978-1-4939-8851-8) makes use of datasets and scripts to explain semiparametric regression concepts. Each of the book's scripts are contained in this package as well as datasets that are not within other R packages. Functions that aid semiparametric regression analysis are also included.
Maintained by Matt P. Wand. Last updated 3 years ago.
4.5 match 3.06 score 127 scripts 3 dependents
slihn
jubilee:Forecasting Long-Term Growth of the U.S. Stock Market and Business Cycles
A long-term forecast model called "Jubilee-Tectonic model" is implemented to forecast future returns of the U.S. stock market, Treasury yield, and gold price. The five-factor model forecasts the 10-year and 20-year future equity returns with high R-squared above 80 percent. It is based on linear growth and mean reversion characteristics in the U.S. stock market. This model also enhances the CAPE model by introducing the hypothesis that there are fault lines in the historical CAPE, which can be calibrated and corrected through statistical learning. In addition, it contains a module for business cycles, optimal interest rate, and recession forecasts.
Maintained by Stephen H-T. Lihn. Last updated 5 years ago.
5.2 match 2.66 score 23 scripts
geobosh
pcts:Periodically Correlated and Periodically Integrated Time Series
Classes and methods for modelling and simulation of periodically correlated (PC) and periodically integrated time series. Compute theoretical periodic autocovariances and related properties of PC autoregressive moving average models. Some original methods including Boshnakov & Iqelan (2009) <doi:10.1111/j.1467-9892.2009.00617.x>, Boshnakov (1996) <doi:10.1111/j.1467-9892.1996.tb00281.x>.
Maintained by Georgi N. Boshnakov. Last updated 1 years ago.
par-modelsperiodicperiodic-modelspiar-modelsseasonaltime-seriestime-series-models
3.4 match 2 stars 4.00 score 3 scripts
andbucci
starvars:Vector Logistic Smooth Transition Models Estimation and Prediction
Allows the user to estimate a vector logistic smooth transition autoregressive model via maximum log-likelihood or nonlinear least squares. It further permits to test for linearity in the multivariate framework against a vector logistic smooth transition autoregressive model with a single transition variable. The estimation method is discussed in Terasvirta and Yang (2014, <doi:10.1108/S0731-9053(2013)0000031008>). Also, realized covariances can be constructed from stock market prices or returns, as explained in Andersen et al. (2001, <doi:10.1016/S0304-405X(01)00055-1>).
Maintained by Andrea Bucci. Last updated 3 years ago.
4.0 match 5 stars 3.40 score 2 scriptsopenpharma
brms.mmrm:Bayesian MMRMs using 'brms'
The mixed model for repeated measures (MMRM) is a popular model for longitudinal clinical trial data with continuous endpoints, and 'brms' is a powerful and versatile package for fitting Bayesian regression models. The 'brms.mmrm' R package leverages 'brms' to run MMRMs, and it supports a simplified interfaced to reduce difficulty and align with the best practices of the life sciences. References: Bürkner (2017) <doi:10.18637/jss.v080.i01>, Mallinckrodt (2008) <doi:10.1177/009286150804200402>.
Maintained by William Michael Landau. Last updated 6 months ago.
brmslife-sciencesmc-stanmmrmstanstatistics
1.5 match 21 stars 8.80 score 13 scriptscran
optistock:Determine Optimum Stocking Times Used in Fishery Enhancements
A collection of functions that aid in calculating the optimum time to stock hatchery reared fish into a body of water given the growth, mortality and cost of raising a particular number of individuals to a certain length.
Maintained by Paul Frater. Last updated 2 years ago.
6.7 match 2.00 scorecran
quarks:Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall
Enables the user to calculate Value at Risk (VaR) and Expected Shortfall (ES) by means of various types of historical simulation. Currently plain-, age-, volatility-weighted- and filtered historical simulation are implemented in this package. Volatility weighting can be carried out via an exponentially weighted moving average model (EWMA) or other GARCH-type models. The performance can be assessed via Traffic Light Test, Coverage Tests and Loss Functions. The methods of the package are described in Gurrola-Perez, P. and Murphy, D. (2015) <https://EconPapers.repec.org/RePEc:boe:boeewp:0525> as well as McNeil, J., Frey, R., and Embrechts, P. (2015) <https://ideas.repec.org/b/pup/pbooks/10496.html>.
Maintained by Sebastian Letmathe. Last updated 9 months ago.
6.6 match 2 stars 2.00 score
chrschellhase
pendensity:Density Estimation with a Penalized Mixture Approach
Estimation of univariate (conditional) densities using penalized B-splines with automatic selection of optimal smoothing parameter.
Maintained by Christian Schellhase. Last updated 6 years ago.
6.6 match 2.00 score 2 scripts
laperez
Clustering:Techniques for Evaluating Clustering
The design of this package allows us to run different clustering packages and compare the results between them, to determine which algorithm behaves best from the data provided. See Martos, L.A.P., García-Vico, Á.M., González, P. et al.(2023) <doi:10.1007/s13748-022-00294-2> "Clustering: an R library to facilitate the analysis and comparison of cluster algorithms.", Martos, L.A.P., García-Vico, Á.M., González, P. et al. "A Multiclustering Evolutionary Hyperrectangle-Based Algorithm" <doi:10.1007/s44196-023-00341-3> and L.A.P., García-Vico, Á.M., González, P. et al. "An Evolutionary Fuzzy System for Multiclustering in Data Streaming" <doi:10.1016/j.procs.2023.12.058>.
Maintained by Luis Alfonso Perez Martos. Last updated 11 months ago.
3.3 match 5 stars 4.04 score 7 scriptsstatmanrobin
Lock5Data:Datasets for "Statistics: UnLocking the Power of Data"
Datasets for the third edition of "Statistics: Unlocking the Power of Data" by Lock^5 Includes version of datasets from earlier editions.
Maintained by Robin Lock. Last updated 4 years ago.
4.5 match 2.90 score 322 scripts
lingweir
RMOPI:Risk Management and Optimization for Portfolio Investment
Provides functions for risk management and portfolio investment of securities with practical tools for data processing and plotting. Moreover, it contains functions which perform the COS Method, an option pricing method based on the Fourier-cosine series (Fang, F. (2008) <doi:10.1137/080718061>).
Maintained by Wei Ling. Last updated 3 years ago.
12.9 match 1 stars 1.00 scorebpfaff
gogarch:Generalized Orthogonal GARCH (GO-GARCH) Models
Provision of classes and methods for estimating generalized orthogonal GARCH models. This is an alternative approach to CC-GARCH models in the context of multivariate volatility modeling.
Maintained by Bernhard Pfaff. Last updated 3 years ago.
10.3 match 1.26 score 18 scripts
victormesquita40
DFA:Detrended Fluctuation Analysis
Contains the Detrended Fluctuation Analysis (DFA), Detrended Cross-Correlation Analysis (DCCA), Detrended Cross-Correlation Coefficient (rhoDCCA), Delta Amplitude Detrended Cross-Correlation Coefficient (DeltarhoDCCA), log amplitude Detrended Fluctuation Analysis (DeltalogDFA), two DFA automatic methods for identification of crossover points and a Deltalog automatic method for identification of reference channels.
Maintained by Victor Barreto Mesquita. Last updated 1 years ago.
3.1 match 4.04 score 22 scriptscran
mistr:Mixture and Composite Distributions
A flexible computational framework for mixture distributions with the focus on the composite models.
Maintained by Lukas Sablica. Last updated 2 years ago.
3.8 match 3.38 score 4 dependents
extremestats
extremis:Statistics of Extremes
Conducts inference in statistical models for extreme values (de Carvalho et al (2012), <doi:10.1080/03610926.2012.709905>; de Carvalho and Davison (2014), <doi:10.1080/01621459.2013.872651>; Einmahl et al (2016), <doi:10.1111/rssb.12099>).
Maintained by Miguel de Carvalho. Last updated 3 years ago.
6.3 match 2.00 score 10 scripts
milosvil
belex:Download Historical Data from the Belgrade Stock Exchange
Tools for downloading historical financial data from the www.belex.rs.
Maintained by Milos Vilotic. Last updated 6 years ago.
4.7 match 2.70 score 4 scripts
eddelbuettel
td:Access to the 'twelvedata' Financial Data API
The 'twelvedata' REST service offers access to current and historical data on stocks, standard as well as digital 'crypto' currencies, and other financial assets covering a wide variety of course and time spans. See <https://twelvedata.com/> for details, to create an account, and to request an API key for free-but-capped access to the data.
Maintained by Dirk Eddelbuettel. Last updated 4 months ago.
2.3 match 16 stars 5.37 score 73 scriptstnagler
svines:Stationary Vine Copula Models
Provides functionality to fit and simulate from stationary vine copula models for time series, see Nagler et al. (2022) <doi:10.1016/j.jeconom.2021.11.015>.
Maintained by Thomas Nagler. Last updated 2 months ago.
3.8 match 4 stars 3.30 score 6 scripts
esmucler
gdpc:Generalized Dynamic Principal Components
Functions to compute the Generalized Dynamic Principal Components introduced in Peña and Yohai (2016) <DOI:10.1080/01621459.2015.1072542>. The implementation includes an automatic procedure proposed in Peña, Smucler and Yohai (2020) <DOI:10.18637/jss.v092.c02> for the identification of both the number of lags to be used in the generalized dynamic principal components as well as the number of components required for a given reconstruction accuracy.
Maintained by Ezequiel Smucler. Last updated 1 years ago.
3.4 match 5 stars 3.57 score 15 scripts
arolluom
RcmdrPlugin.RiskDemo:R Commander Plug-in for Risk Demonstration
R Commander plug-in to demonstrate various actuarial and financial risks. It includes valuation of bonds and stocks, portfolio optimization, classical ruin theory, demography and epidemic.
Maintained by Arto Luoma. Last updated 1 years ago.
9.3 match 1.30 score 20 scripts
hubbardalex
kalmanfilter:Kalman Filter
'Rcpp' implementation of the multivariate Kalman filter for state space models that can handle missing values and exogenous data in the observation and state equations. There is also a function to handle time varying parameters. Kim, Chang-Jin and Charles R. Nelson (1999) "State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications" <doi:10.7551/mitpress/6444.001.0001><http://econ.korea.ac.kr/~cjkim/>.
Maintained by Alex Hubbard. Last updated 1 years ago.
4.6 match 2.59 score 13 scripts 1 dependents