MFDF: Modeling Functional Data in Finance

The package contains functions designed to modeling or analyzing the functional data arising in financial research and practice, as well as some interesting data sets.

Version: 0.0-2
Depends: R (≥ 2.4.0), fda, zoo
Suggests: odesolve, R.matlab, quadprog, DierckxSpline, nlme
Published: 2009-11-04
Author: Wei Dou
Maintainer: Wei Dou <wei.dou at yale.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: MFDF results

Downloads:

Package source: MFDF_0.0-2.tar.gz
MacOS X binary: MFDF_0.0-2.tgz
Windows binary: MFDF_0.0-2.zip
Reference manual: MFDF.pdf