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Project Summary

With hundreds of functions built on modern methods, the Rmetrics open source software combines exploratory data analysis, statistical modelling and rapid model prototyping. The Rmetrics packages are embedded in R, building an environment which creates a first class system for applications in teaching statistics and finance. Rmetrics covers Time Series Econometrics, Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more.

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 No recognizable code

Open Hub computes statistics on FOSS projects by examining source code and commit history in source code management systems. This project has code locations but that location contains no recognizable source code for Open Hub to analyze.

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