NMOF (0.27-0)
Numerical Methods and Optimization in Finance.
http://nmof.net
http://enricoschumann.net/NMOF.htm
http://cran.r-project.org/web/packages/NMOF
Functions, examples and data from the book 'Numerical Methods and Optimization in Finance' by M. Gilli, D. Maringer and E. Schumann. The package contains, in particular, implementations of several optimisation heuristics (such as Differential Evolution, Genetic Algorithms and Threshold Accepting).
Maintainer:
Enrico Schumann
Author(s): Enrico Schumann
License: GPL-3
Uses: RUnit, quadprog, snow, multicore, MASS
Released 6 months ago.
4 previous versions
- NMOF_0.25-4. Released 11 months ago.
- NMOF_0.23-1. Released about 1 year ago.
- NMOF_0.22-0. Released over 1 year ago.
- NMOF_0.20-0. Released over 1 year ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of NMOF yet. Want to be the first? Write one now.
Related packages: ChainLadder, CreditMetrics, FracSim, MSBVAR, POT, PerformanceAnalytics, Rcmdr, TSdbi, TTR, Zelig, backtest, car, copula, dlm, dse, dyn, dynlm, evd, evdbayes, evir … (20 best matches, based on common tags.)
Search for NMOF on google, google scholar, r-help, r-devel.
Visit NMOF on R Graphical Manual.
