A package of functions aimed at finance, though some of the functionality can be used in other applications. The most interesting functionality is:
- estimate variance matrices when there are more variables than observations
- create 3-dimensional arrays (a specialized form of what the abind package does)
A package of miscellaneous functions. Currently it contains:
corner: sort of like
tailbut only returns a few rows and columns. It is useful for making sure large datasets are as you expect. It also works on higher dimensional arrays.
genopt: a simple implementation of genetic optimization mixed with simulated annealing.
- functions to do random permutation tests (from the paper “Permuting Super Bowl Theory”).