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.
IButils Utility Functions for the Interactive Brokers API.
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.
plotseries Time-series plots.
pmpm Poor Man(agers)'s Portfolio Management Tools (aka pmpm or pm2).
RBlat Sending emails with Blat.
runStats Running Statistics of Numeric Vectors.
SNBdata Download data from the SNB, the Swiss National Bank.
SNSFdatasets Download data from the Swiss National Science Foundation (SNF, FNS, SNSF).
SSRN Download download statistics. (Not a double-word.)
textutils Utilities for handling text.
teamsutils Utilities for MS Teams.
technical Functions for technical analysis: price patterns, indicators, and more.
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
return to main page...