Dear all, some of you already know the existence of the Yuima Project and the related package. We are pleased to announce that Yuima package has been recently released to its stable version on CRAN. This JSS paper can serve as a manual
http://www.jstatsoft.org/v57/i04 Although Yuima is much more now (e.g. estimation for fractional OU sde, lead-lag estimation, several covariance estimators for asynch data, hypotheses testing, CARMA models, ecc) the JSS paper is a good start. Stefano ps: I hope announcement of packages is allowed by the mailing list policies ----------------------------------- Stefano M. Iacus Department of Economics, Management and Quantitative Methods University of Milan Via Conservatorio, 7 I-20123 Milan - Italy Ph.: +39 02 50321 461 Fax: +39 02 50321 505 Twitter: @iacus http://scholar.google.com/citations?user=JBs9tJ4AAAAJ&hl=en Have a look at the new Master Degree in Economics & Finance http://www.mef.unimi.it Twitter: @mefunimi Facebook: http://www.facebook.com/mefunimi Email and further informations at: m...@unimi.it **************** Il 5 x mille alla nostra Università è un investimento sui giovani, sui loro migliori progetti. Sostiene la libera ricerca. Alimenta le loro speranze nel futuro. Investi il tuo 5 x mille sui giovani. Università degli Studi di Milano codice fiscale 80012650158 http://www.unimi.it/13084.htm?utm_source=firmaMail&utm_medium=email&utm_content=linkFirmaEmail&utm_campaign=5xmille [[alternative HTML version deleted]]
_______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
