enrico schumann


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.


Several of these examples were originally written for the COMISEF wiki.


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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