NMOF: Numerical Methods and Optimization in Finance
Version 0.28-2

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).

Package details

AuthorEnrico Schumann
Date of publication2013-09-04 12:49:09
MaintainerEnrico Schumann <[email protected]>
URL http://nmof.net http://enricoschumann.net/NMOF.htm
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("NMOF", repos="http://R-Forge.R-project.org")

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NMOF documentation built on May 31, 2017, 4:55 a.m.