Project Summary
With hundreds of functions built on modern methods, the Rmetrics open source software combines exploratory data analysis, statistical modelling and rapid model prototyping. The Rmetrics packages are embedded in R, building an environment which creates a first class system for applications in teaching statistics and finance. Rmetrics covers Time Series Econometrics, Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more.
Quick Reference
- Project Links:
-
Homepage
Download
- Code Locations:
-
svn://svn.r-forge.r-project.org/...
- Licenses:
- GPL-2.0+
- Similar Projects:
-
- Managers:
- Yohan Chalabi
In a Nutshell, Rmetrics...
- ...
- ...
-
...
has a well established, mature codebase
maintained by a large development team
with decreasing Y-O-Y commits -
...
took an estimated 95 years of effort (COCOMO model)
starting with its first commit in February, 2006
ending with its most recent commit 11 days ago
Activity
30 Day Summary Apr 14 2013 — May 14 2013
|
12 Month Summary May 14 2012 — May 14 2013
|
Community
Copyright
©
2013
Black Duck Software, Inc.
and its contributors, Some Rights Reserved. Unless otherwise marked, this work is licensed under a
Creative Commons Attribution 3.0 Unported License
. Ohloh
®
and the Ohloh logo are trademarks of
Black Duck Software, Inc.
in the United States and/or other jurisdictions. All other trademarks are the property of their respective holders.