Diethelm Würtz was responsible for the development of Rmetrics until his
untimely death in a car accident. You might like to read the tribute to
him from ETH. May he rest in peace.
https://www.phys.ethz.ch/news-and-events/d-phys-news/2016/08/barbara-and-diethelm-wuertz.html
John C Frain
3
Many thanks to all who helped out! What a wonderful community is this!
Cheers!
Ben van den Anker
On Friday, December 25, 2020, 10:52:38 PM GMT+1, Abby Spurdle
wrote:
I'm not sure what the official status of Rmetrics is.
However, as far as I can see most of the
I'm not sure what the official status of Rmetrics is.
However, as far as I can see most of the Rmetrics-based R packages are
on CRAN, and are currently maintained.
(e.g. fBasics, fPortfolio, fAssets, fTrading).
I found a list here:
https://r-forge.r-project.org/R/?group_id=156
On Fri, Dec 25,
Hi Ben,
Abby makes a good suggestion on Rmetrics, although it is no longer current
in CRAN.
The www.rmetrics.org site looks quite interesting (although not clear
whether there are any recent additions.)
The suggestion did bring to mind another excellent resource: quantlib - a
library for
Dear All,
One of the most significant contributors to open source finance is:
Diethelm Würtz
https://comp.phys.ethz.ch/news-and-events/nc/2016/08/in-memoriam-diethelm-wuertz.html
And on that note, I'd like to wish Merry Christmas to a great
mathematician and programmer, and his family.
A quick
I personally use the packages you mention and
would describe them as well thought out and relatively
bug free through widespread use and years of improvement
and maintenance. There are literally dozens of other packages
that depend on these packages so if you use them you will
also be able to
Hi Ben,
A few comments:
1. you might want to also post this question to the more focused group
r-sig-finance
2. as Duncan writes, it would be helpful if you included some topics that
are not covered in the packages you mentioned
3. in my experience, the authors/maintainers of the packages you
On 23/12/2020 1:52 p.m., Dr Eberhard W Lisse wrote:
Joshua,
there may be some cultural differences in play, some people are direct,
some don't like the American passive aggressiveness, and then English
may not be the first language of a poster.
A package may be a bit outdated, or not. If so,
Joshua,
there may be some cultural differences in play, some people are direct,
some don't like the American passive aggressiveness, and then English
may not be the first language of a poster.
A package may be a bit outdated, or not. If so, it in itself means
nothing other than that it is a bit
CRAN Task Views, available thru your favorite mirror, are very useful
for this sort of question. There's a Finance task view, and others of
possible interest.
R being Open Source, you can also implement the LatestGreatest
yourself, or hire a programmer, if the available tools aren't to your
Hi Ben,
It's not very polite to call people's work "outdated", especially when
given to you for free. Those packages have been around and stable for
the better part of a decade, will remain stable, are actively
maintained, and all work well together to form a comprehensive suite
of tools for
Hello everyone,
Could anyonre recommend some good resources for finance applications in R? I
find the packages quantmod, TTR and PerformanceAnalytics a bit outdated. There
must be something more recent on the market. Any suggestions will be much
appreciated!
Cheers,
Ben van den Anker
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