enrico schumann

packages

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.

mailtools   Email utilities.

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.

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'

Fun: tic and toc in r

Creating random binary matrices in r

Computing yield-to-maturity

Accumulator Generator

Sampling with a rank-deficient variance–covariance matrix

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