tag:crantastic.org,2005:/authors/1877Latest activity for Georgi N. Boshnakov2019-08-19T18:24:07Zcrantastic.orgtag:crantastic.org,2005:TimelineEvent/916862019-08-19T18:24:07Z2019-08-19T18:24:07Zuroot was upgraded to version 2.1-0<a href="/packages/uroot">uroot</a> was <span class="action">upgraded</span> to version <a href="/packages/uroot/versions/87175">2.1-0</a><br /><h3>Package description:</h3><p>Seasonal unit roots and seasonal stability tests. P-values based on response surface regressions are available for both tests. P-values based on bootstrap are available for seasonal unit root tests.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/916152019-08-19T08:03:45Z2019-08-19T08:03:45Zuroot was upgraded to version 2.0-11<a href="/packages/uroot">uroot</a> was <span class="action">upgraded</span> to version <a href="/packages/uroot/versions/87106">2.0-11</a><br /><h3>Package description:</h3><p>Seasonal unit roots and seasonal stability tests. P-values based on response surface regressions are available for both tests. P-values based on bootstrap are available for seasonal unit root tests. A parallel implementation of the bootstrap method requires a CUDA capable GPU with compute capability >= 3.0, otherwise a debugging version fully coded in R is used.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/899082019-06-24T18:43:44Z2019-06-24T18:43:44Zuroot was upgraded to version 2.0-10<a href="/packages/uroot">uroot</a> was <span class="action">upgraded</span> to version <a href="/packages/uroot/versions/85498">2.0-10</a><br /><h3>Package description:</h3><p>Seasonal unit roots and seasonal stability tests. P-values based on response surface regressions are available for both tests. P-values based on bootstrap are available for seasonal unit root tests. A parallel implementation of the bootstrap method requires a CUDA capable GPU with compute capability >= 3.0, otherwise a debugging version fully coded in R is used.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/889102019-05-27T09:21:49Z2019-05-27T09:21:49Zlagged was upgraded to version 0.3-0<a href="/packages/lagged">lagged</a> was <span class="action">upgraded</span> to version <a href="/packages/lagged/versions/84534">0.3-0</a><br /><h3>Package description:</h3><p>Provides classes and methods for lagged objects.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/882992019-05-12T23:42:50Z2019-05-12T23:42:50Zsarima was upgraded to version 0.8.1<a href="/packages/sarima">sarima</a> was <span class="action">upgraded</span> to version <a href="/packages/sarima/versions/83957">0.8.1</a><br /><h3>Package description:</h3><p>Functions, classes and methods for time series modelling with ARIMA and related models. The aim of the package is to provide consistent interface for the user. For example, a single function autocorrelations() computes various kinds of theoretical and sample autocorrelations. This is work in progress, see the documentation and vignettes for the current functionality. Function sarima() fits extended multiplicative seasonal ARIMA models with trends, exogenous variables and arbitrary roots on the unit circle, which can be fixed or estimated.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/873012019-04-15T11:15:30Z2019-04-15T11:15:30Zcrantastic_production tagged FinTS with TimeSeries<a href="/users/146">crantastic_production</a> <span class="action">tagged</span> <a href="/packages/FinTS">FinTS</a> with <a href="/task_views/TimeSeries">TimeSeries</a>crantastic_productiontag:crantastic.org,2005:TimelineEvent/872822019-04-14T21:22:44Z2019-04-14T21:22:44ZRdpack was upgraded to version 0.11-0<a href="/packages/Rdpack">Rdpack</a> was <span class="action">upgraded</span> to version <a href="/packages/Rdpack/versions/82979">0.11-0</a><br /><h3>Package description:</h3><p>Functions for manipulation of R documentation objects, including functions reprompt() and ereprompt() for updating 'Rd' documentation for functions, methods and classes; 'Rd' macros for citations and import of references from 'bibtex' files for use in 'Rd' files and 'roxygen2' comments; 'Rd' macros for evaluating and inserting snippets of 'R' code and the results of its evaluation or creating graphics on the fly; and many functions for manipulation of references and Rd files.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/872592019-04-13T23:43:01Z2019-04-13T23:43:01Zsarima was upgraded to version 0.8.0<a href="/packages/sarima">sarima</a> was <span class="action">upgraded</span> to version <a href="/packages/sarima/versions/82956">0.8.0</a><br /><h3>Package description:</h3><p>Functions, classes and methods for time series modelling with ARIMA and related models. The aim of the package is to provide consistent interface for the user. For example, a single function autocorrelations() computes various kinds of theoretical and sample autocorrelations. This is work in progress, see the documentation and vignettes for the current functionality. Function sarima() fits extended multiplicative seasonal ARIMA models with trends, exogenous variables and arbitrary roots on the unit circle, which can be fixed or estimated.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/869562019-04-06T23:01:24Z2019-04-06T23:01:24ZFinTS was upgraded to version 0.4-6<a href="/packages/FinTS">FinTS</a> was <span class="action">upgraded</span> to version <a href="/packages/FinTS/versions/82663">0.4-6</a><br /><h3>Package description:</h3><p>R companion to Tsay (2005) Analysis of Financial Time Series, second edition (Wiley). Includes data sets, functions and script files required to work some of the examples. Version 0.3-x includes R objects for all data files used in the text and script files to recreate most of the analyses in chapters 1-3 and 9 plus parts of chapters 4 and 11.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/869272019-04-05T21:41:52Z2019-04-05T21:41:52Zlagged was upgraded to version 0.2-1<a href="/packages/lagged">lagged</a> was <span class="action">upgraded</span> to version <a href="/packages/lagged/versions/82634">0.2-1</a><br /><h3>Package description:</h3><p>Provides classes and methods for lagged objects.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/864812019-03-24T07:23:24Z2019-03-24T07:23:24Zuroot was upgraded to version 2.0-9.1<a href="/packages/uroot">uroot</a> was <span class="action">upgraded</span> to version <a href="/packages/uroot/versions/82213">2.0-9.1</a><br /><h3>Package description:</h3><p>Seasonal unit roots and seasonal stability tests. P-values based on response surface regressions are available for both tests. P-values based on bootstrap are available for seasonal unit root tests. A parallel implementation of the bootstrap method requires a CUDA capable GPU with compute capability >= 3.0, otherwise a debugging version fully coded in R is used.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/860952019-03-15T18:00:51Z2019-03-15T18:00:51Zcvar was upgraded to version 0.4-0<a href="/packages/cvar">cvar</a> was <span class="action">upgraded</span> to version <a href="/packages/cvar/versions/81837">0.4-0</a><br /><h3>Package description:</h3><p>Compute expected shortfall (ES) and Value at Risk (VaR) from a quantile function, distribution function, random number generator or probability density function. ES is also known as Conditional Value at Risk (CVaR). Virtually any continuous distribution can be specified. The functions are vectorized over the arguments. The computations are done directly from the definitions, see e.g. Acerbi and Tasche (2002) <doi:10.1111/1468-0300.00091>. Some support for GARCH models is provided, as well.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/801922018-10-06T07:20:44Z2018-10-06T07:20:44Zcvar was upgraded to version 0.3-0<a href="/packages/cvar">cvar</a> was <span class="action">upgraded</span> to version <a href="/packages/cvar/versions/76503">0.3-0</a><br /><h3>Package description:</h3><p>Compute expected shortfall (ES) and Value at Risk (VaR) from a quantile function, distribution function, random number generator or probability density function. ES is also known as Conditional Value at Risk (CVaR). Virtually any continuous distribution can be specified. The functions are vectorized over the arguments. The computations are done directly from the definitions, see e.g. Acerbi and Tasche (2002) <doi:10.1111/1468-0300.00091>. Some support for GARCH models is provided, as well.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/801772018-10-05T16:01:13Z2018-10-05T16:01:13Zgbutils was upgraded to version 0.4-0<a href="/packages/gbutils">gbutils</a> was <span class="action">upgraded</span> to version <a href="/packages/gbutils/versions/76488">0.4-0</a><br /><h3>Package description:</h3><p>Simulate real and complex numbers from distributions of their magnitude and arguments. Optionally, the magnitudes and/or arguments may be fixed in almost arbitrary ways. Plot density and distribution functions with automatic selection of suitable regions. Small programming utilities: check if an object is identical to NA, count positional arguments in a call, set intersection of more than two sets, check if an argument is unnamed, compute the graph of S4 classes in packages.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/801372018-10-04T13:42:28Z2018-10-04T13:42:28ZRdpack was upgraded to version 0.10-1<a href="/packages/Rdpack">Rdpack</a> was <span class="action">upgraded</span> to version <a href="/packages/Rdpack/versions/76448">0.10-1</a><br /><h3>Package description:</h3><p>Functions for manipulation of R documentation objects, including functions reprompt() and ereprompt() for updating 'Rd' documentation for functions, methods and classes; 'Rd' macros for citations and import of references from 'bibtex' files for use in 'Rd' files and 'roxygen2' comments; 'Rd' macros for evaluating and inserting snippets of 'R' code and the results of its evaluation or creating graphics on the fly; and many functions for manipulation of references and Rd files.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/788882018-08-23T05:02:57Z2018-08-23T05:02:57Zsarima was upgraded to version 0.7.6<a href="/packages/sarima">sarima</a> was <span class="action">upgraded</span> to version <a href="/packages/sarima/versions/75231">0.7.6</a><br /><h3>Package description:</h3><p>Functions, classes and methods for time series modelling with ARIMA and related models. The aim of the package is to provide consistent interface for the user. For example, a single function autocorrelations() computes various kinds of theoretical and sample autocorrelations. This is work in progress, see the documentation and vignettes for the current functionality. Function sarima() fits extended multiplicative seasonal ARIMA models with trends, exogenous variables and arbitrary roots on the unit circle, which can be fixed or estimated.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/788092018-08-20T20:02:03Z2018-08-20T20:02:03Zlagged was upgraded to version 0.2-0<a href="/packages/lagged">lagged</a> was <span class="action">upgraded</span> to version <a href="/packages/lagged/versions/75152">0.2-0</a><br /><h3>Package description:</h3><p>Provides classes and methods for lagged objects.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/787672018-08-19T17:00:50Z2018-08-19T17:00:50Zcvar was upgraded to version 0.2-0<a href="/packages/cvar">cvar</a> was <span class="action">upgraded</span> to version <a href="/packages/cvar/versions/75113">0.2-0</a><br /><h3>Package description:</h3><p>Compute expected shortfall (ES) and Value at Risk (VaR) from a quantile function, distribution function, random number generator or probability density function. ES is also known as Conditional Value at Risk (CVaR). Virtually any continuous distribution can be specified. The functions are vectorized over the arguments. The computations are done directly from the definitions, see e.g. Acerbi and Tasche (2002) <doi:10.1111/1468-0300.00091>.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/784962018-08-12T14:21:19Z2018-08-12T14:21:19Zgbutils was upgraded to version 0.3-0<a href="/packages/gbutils">gbutils</a> was <span class="action">upgraded</span> to version <a href="/packages/gbutils/versions/74850">0.3-0</a><br /><h3>Package description:</h3><p>Simulate real and complex numbers from distributions of their magnitude and arguments. Optionally, the magnitudes and/or arguments may be fixed in almost arbitrary ways. Plot density and distribution functions with automatic selection of suitable regions. Small programming utilities: check if an object is identical to NA, count positional arguments in a call, set intersection of more than two sets, check if an argument is unnamed, compute the graph of S4 classes in packages.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/782022018-08-10T16:53:49Z2018-08-10T16:53:49ZRdpack was upgraded to version 0.9-0<a href="/packages/Rdpack">Rdpack</a> was <span class="action">upgraded</span> to version <a href="/packages/Rdpack/versions/74576">0.9-0</a><br /><h3>Package description:</h3><p>Functions for manipulation of R documentation objects, including functions reprompt() and ereprompt() for updating 'Rd' documentation for functions, methods and classes; 'Rd' macros for citations and import of references from 'bibtex' files for use in 'Rd' files and 'roxygen2' comments; and many functions for manipulation of references and Rd files.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/774282018-07-12T14:22:20Z2018-07-12T14:22:20Zsarima was upgraded to version 0.7.3<a href="/packages/sarima">sarima</a> was <span class="action">upgraded</span> to version <a href="/packages/sarima/versions/73903">0.7.3</a><br /><h3>Package description:</h3><p>Functions, classes and methods for time series modelling with ARIMA and related models. The aim of the package is to provide consistent interface for the user. For example, a single function autocorrelations() computes various kinds of theoretical and sample autocorrelations. This is work in progress, see the documentation and vignettes for the current functionality. Function sarima() fits extended multiplicative seasonal ARIMA models with trends, exogenous variables and arbitrary roots on the unit circle, which can be fixed or estimated.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/772892018-07-09T10:42:37Z2018-07-09T10:42:37Zsarima was upgraded to version 0.7.2<a href="/packages/sarima">sarima</a> was <span class="action">upgraded</span> to version <a href="/packages/sarima/versions/73767">0.7.2</a><br /><h3>Package description:</h3><p>Functions, classes and methods for time series modelling with ARIMA and related models. The aim of the package is to provide consistent interface for the user. For example, a single function autocorrelations() computes various kinds of theoretical and sample autocorrelations. This is work in progress, see the documentation and vignettes for the current functionality. Function sarima() fits extended multiplicative seasonal ARIMA models with trends, exogenous variables and arbitrary roots on the unit circle, which can be fixed or estimated.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/754972018-05-24T15:42:26Z2018-05-24T15:42:26ZRdpack was upgraded to version 0.8-0<a href="/packages/Rdpack">Rdpack</a> was <span class="action">upgraded</span> to version <a href="/packages/Rdpack/versions/72074">0.8-0</a><br /><h3>Package description:</h3><p>Functions for manipulation of R documentation objects, including functions reprompt() and ereprompt() for updating 'Rd' documentation for functions, methods and classes; 'Rd' macros for citations and import of references from 'bibtex' files for use in 'Rd' files and 'roxygen2' comments; and many functions for manipulation of references and Rd files.</p>crantastic.orgtag:crantastic.org,2005:TimelineEvent/736212018-04-11T11:15:17Z2018-04-11T11:15:17Zcrantastic_production tagged cvar with Finance<a href="/users/146">crantastic_production</a> <span class="action">tagged</span> <a href="/packages/cvar">cvar</a> with <a href="/task_views/Finance">Finance</a>crantastic_productiontag:crantastic.org,2005:TimelineEvent/735282018-04-09T16:20:55Z2018-04-09T16:20:55Zcvar was released<a href="/packages/cvar">cvar</a> was <span class="action">released</span><br /><h3>Package description:</h3><p>Compute expected shortfall (ES) and Value at Risk (VaR) from a quantile function, distribution function, random number generator or probability density function. ES is also known as Conditional Value at Risk (CVaR). Virtually any continuous distribution can be specified. The functions are vectorized over the arguments. The computations are done directly from the definitions, see e.g. Acerbi and Tasche (2002) <doi:10.1111/1468-0300.00091>. Some support for GARCH models is provided, as well.</p>crantastic.org