Software | Daniel P. Palomar

R package imputeFin updated in CRAN

Sat, 11 Jul 2020 00:00:00 +0000

R package imputeFin for imputation of financial time series updated with outlier detection.

Thu, 12 Dec 2019 00:00:00 +0000

R package imputeFin for imputation of financial time series with missing values published in CRAN.

Fri, 22 Nov 2019 00:00:00 +0000

R package fitHeavyTail for covariance matrix estimation under heavy tails published in CRAN.

Wed, 19 Jun 2019 00:00:00 +0000

R package portfolioBacktest for portfolio backtesting published in CRAN.

Thu, 17 May 2018 00:00:00 +0000

R package sparseIndexTracking for computation of sparse portfolio to track an index published in CRAN.