sdafe: Companion to Statistics and Data Analysis for Financial Engineering

The sdafe package is an R companion to Statistics and Data Analysis for Financial Engineering by David Ruppert (Springer, 2010). The package includes script files, functions, and data sets to reproduce most examples, figures, and tables from the text.

AuthorGuy Yollin
Date of publication2013-09-05 20:57:42
MaintainerGuy Yollin <gyollin@r-programming.org>
LicenseGPL 2
Version1.0

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Files

DESCRIPTION
NAMESPACE
R
R/Figure_2.1.R R/Figure_2.2.R
data
data/GasFlow.rda
data/StockFXBond.rda
data/StockFXBond20042006.rda
data/ZeroPrices.rda
data/capm.rda
data/yields.rda
data/yields2009.rda
inst
inst/extdata
inst/extdata/GasFlowData.csv
inst/extdata/Stock_FX_Bond.csv
inst/extdata/Stock_FX_Bond_2004_to_2006.csv
inst/extdata/ZeroPrices.txt
inst/extdata/capm.csv
inst/extdata/yields.txt
inst/extdata/yields2009.csv
man
man/Figure_2.1.Rd man/Figure_2.2.Rd man/GasFlow.Rd man/StockFXBond.Rd man/StockFXBond20042006.Rd man/ZeroPrices.Rd man/capm.Rd man/sdafe-package.Rd man/yields.Rd man/yields2009.Rd

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