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 |