enrico schumann
packages
BISdata Download data from the Bank for International Settlements (BIS) in Basel.
bundesbank Download time series from the Bundesbank website.
Datetools Several convenience wrappers for handling dates.
datetimeutils Utilities for handling dates and times.
esutils Various tools.
icalutils Read, Process and Create iCalendar Data and Files.
mailtools Email utilities.
neighbours Neighbourhood functions for local-search algorithms.
NethackLogfiles Read logfiles of the ancient game of Nethack.
NEWSRSS Convert a package's news file to an rss feed.
NMOF Numerical Methods and Optimization in Finance.
orgutils Write data.frames as org-mode tables.
plotseries Time-Series Plots.
Perl6.Form Format Strings with Perl6::Form.
PMwR Portfolio Management with r.
pacificFX Download historical fx prices.
password Generate random passwords.
RBlat Sending emails with Blat.
runStats Running Statistics of Numeric Vectors.
SSRN Download download statistics. (Not a double-word.)
textutils Utilities for handling text.
tsdb Terribly-simple database for time series.
wikifolio Download data from Wikifolio.
examples
Several of these examples were originally written for the COMISEF wiki.Optimisation
Computing the minimum-variance portfolio
Restarting Nelder-Mead direct search
Remarks on 'A comparison of some heuristic optimization methods'
Creating random binary matrices in r
Sampling with a rank-deficient variance–covariance matrix
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