Support the analysis of financial and econometric time series, including recursive forecasts for machine learning.
| Version: | 2.5.1 |
| Depends: | R (≥ 3.5), fPortfolio, xts |
| Imports: | caret, magrittr, tcltk, tcltk2, zoo |
| Suggests: | BurStFin, data.table, dplyr, DescTools, fAssets, fBasics, forecast, FRAPO, h2o, iClick, keras, MASS, quantmod, rugarch, tensorflow, tibble, timeDate, timeSeries, timetk |
| Published: | 2020-10-01 |
| Author: | Ho Tsung-wu |
| Maintainer: | Ho Tsung-wu <tsungwu at ntnu.edu.tw> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | JFE results |
| Reference manual: | JFE.pdf |
| Package source: | JFE_2.5.1.tar.gz |
| Windows binaries: | r-devel: JFE_2.5.1.zip, r-release: JFE_2.5.1.zip, r-oldrel: JFE_2.5.1.zip |
| macOS binaries: | r-release: JFE_2.5.1.tgz, r-oldrel: JFE_2.1.3.tgz |
| Old sources: | JFE archive |
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