Regression Spline Functions and Classes

Easily source publicly available data on derivatives

Software package for Gaussian Process (GP) modelling written in R language. The core functions are coded in C++ and based on the EIGEN library (through RcppEigen).

R framework for quickly and professionally R&D trading strategies.

{ricci} provides a compact R interface for performing tensor calculations. This is achieved by allowing (upper and lower) index labeling of R’s array and making use of Ricci calculus conventions.