davidkane9 / creditr
Credit Default Swaps in R
☆13Updated 7 years ago
Related projects: ⓘ
- R scripts related to finance. These scripts will be clones or adaptations of the works of the Systematic Investor and QuantStrat TradeR b…☆8Updated 9 years ago
- An R Interface to the Quantopian Zipline Financial Backtester☆25Updated 6 years ago
- Graphical User Interface for Seasonal Adjustment☆22Updated 5 months ago
- R package for inference on the Sharpe ratio.☆17Updated 11 months ago
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆9Updated 9 years ago
- Information Value CRAN Pkg: Performance Analysis and companion functions that aid binary classification models like that of logistic regr…☆16Updated 3 years ago
- High-performance I/O tools to run distributed R jobs seamlessly on Hadoop and handle chunk-wise data processing☆48Updated 9 months ago
- Methods for Temporal Disaggregation and Interpolation of Time Series☆36Updated last year
- R interface to XBRL US API☆21Updated 6 years ago
- Additional functions for the SuperLearner R package. A collection of mostly wrapper functions that might be useful for the SuperLearner b…☆19Updated 7 months ago
- Slides and code for the 2016 useR! tutorial "Never Tell Me the Odds! Machine Learning with Class Imbalances"☆38Updated 8 years ago
- Supplementary xts functionality, and development platform for GSoC projects☆14Updated 9 years ago
- R package for fast rolling and expanding linear regression models☆21Updated 2 years ago
- Fast rolling functions through Rcpp☆83Updated 2 months ago
- An R package that makes lightgbm models fully interpretable (take reference from https://github.com/AppliedDataSciencePartners/xgboostExp…☆24Updated 5 years ago
- Gamma lasso regression☆22Updated last year
- Norm Matloff's Rth package☆54Updated 9 years ago
- Rcpp bindings for Boost Date_Time☆17Updated 6 months ago
- ☆17Updated 3 years ago
- Paper on linear hierarchical forecasting☆10Updated 3 years ago
- Fast, weighted ROC curves☆29Updated last year
- LightGBM Online Installer [ devtools::install_github("Laurae2/lgbdl") ]☆16Updated 5 years ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆17Updated 6 months ago
- R-package: Bayesian variable selection, model choice, and regularized estimation for (spatial) generalized additive mixed regression …☆13Updated 2 weeks ago
- subsemble R package for ensemble learning on subsets of data☆43Updated 2 years ago
- ☆7Updated 8 years ago
- Forecast Combination in R☆30Updated 6 years ago
- Functions for Bayesian A/B Testing Post☆24Updated 2 years ago
- Little R utility package for making time series data more machine learning-friendly☆50Updated 4 years ago