Implements numerical entropy-pooling for scenario analysis as described in Meucci, Attilio (2010) <doi:10.2139/ssrn.1696802>.
| Version: | 0.1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | assertthat (≥ 0.2.1), dplyr (≥ 1.0.6), forcats (≥ 0.5.1), ggdist (≥ 2.4.0), ggplot2 (≥ 3.3.3), lubridate (≥ 1.7.10), magrittr (≥ 2.0.1), methods, mvtnorm (≥ 1.1-1), NlcOptim (≥ 0.6), pracma (≥ 2.3.3), purrr (≥ 0.3.4), rlang (≥ 0.1.2), scales (≥ 1.1.1), stats, tibble (≥ 3.1.1), tidyr (≥ 1.1.3), usethis (≥ 0.2.1), vctrs (≥ 0.3.7), xts (≥ 0.12.1) |
| Suggests: | covr, knitr (≥ 1.33), markdown, roxygen2, spelling, testthat (≥ 3.0.0) |
| Published: | 2021-07-14 |
| Author: | Bernardo Reckziegel [aut, cre, cph] |
| Maintainer: | Bernardo Reckziegel <bernardo_cse at hotmail.com> |
| BugReports: | https://github.com/Reckziegel/FFP/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/Reckziegel/FFP |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README NEWS |
| CRAN checks: | ffp results |
| Reference manual: | ffp.pdf |
| Vignettes: |
Replicating Meucci's Paper |
| Package source: | ffp_0.1.0.tar.gz |
| Windows binaries: | r-devel: ffp_0.1.0.zip, r-release: ffp_0.1.0.zip, r-oldrel: ffp_0.1.0.zip |
| macOS binaries: | r-release (arm64): ffp_0.1.0.tgz, r-release (x86_64): ffp_0.1.0.tgz, r-oldrel: ffp_0.1.0.tgz |
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