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RMetrics

swMATH ID:	9991
Software Authors:	Rmetrics Association
Description:	Rmetrics Open Source Project: With hundreds of functions built on modern methods, the Rmetrics open source software combines exploratory data analysis, statistical modelling and rapid model prototyping. The R/Rmetrics packages are embedded in R, building an environment which creates a first class system for applications in teaching statistics and finance. Rmetrics covers Time Series Econometrics, Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more.
Homepage:	https://www.rmetrics.org/
Dependencies:	R
Related Software:	R; fGarch; fBasics; tseries; copula; copula; zoo; stabledist; TTR; xts; quantmod; evir; timeSeries; PerformanceAnalytics; fExtremes; evdbayes; texmex; SpatialExtremes; ismev; strucchange
Cited in:	35 Documents

all top 5

2	Arratia, Argimiro A.
2	Honda, Toshio
2	Klar, Bernhard
2	Meintanis, Simos G.
2	Nordhausen, Klaus
2	Stübinger, Johannes
1	Arachchige, Chandima N. P. G.
1	Araújo Santos, Paulo
1	Ascione, Giacomo
1	Barber, Stuart
1	Bumann, C.
1	Chen, YiNing
1	Coin, Daniele
1	Czado, Claudia
1	de Souza, Roberto Molina
1	Dorador, Albert
1	Drees, Holger
1	e Silva, W. V. M.
1	Ebner, Bruno
1	Enayatifar, Rasul
1	Endres, Sylvia
1	Eslami, Tayyebeh
1	Ferraz do Nascimento, Fernando
1	Filzmoser, Peter
1	Fischer, Gregor
1	Fisher, Thomas J.
1	Fraga Alves, M. Isabel
1	Gilleland, Eric
1	Girard, Stéphane
1	Gneiting, Tilmann
1	Grima, Pere
1	Guimarães, Frederico Gadelha
1	Hron, Karel
1	Hušková, Marie
1	Javedani Sadaei, Hossein
1	Jiménez-Gamero, María Dolores
1	Johansen, Adam M.
1	Karling, Maicon J.
1	Kim, Hyoung-Moon
1	Kleiber, Christian
1	Krauss, Christopher
1	Leonenko, Nikolai N.
1	Lewis, Mark Alun
1	Lindner, Franziska
1	Lopes, Sílvia R. C.
1	Machalová, Jitka
1	Mahmud, Maqsood
1	Mangold, Benedikt
1	Marco-Almagro, Lluís
1	Matilainen, Markus
1	Milan, Zoka
1	Mirzaei Talarposhti, Fatemeh
1	Monti, Gianna S.
1	Nagler, Thomas
1	Neumeyer, Natalie
1	Nicolau, Pedro G.
1	Niebuhr, Tobias
1	Oja, Hannu
1	Pirozzi, Enrica
1	Prendergast, Luke Anthony
1	Ranjan, Roopesh
1	Ribatet, Mathieu
1	Rolling, Craig A.
1	Rubio, Francisco Javier
1	Rue, Håvard
1	Sánchez-Espigares, José A.
1	Schlägel, Ulrike E.
1	Segers, Johan
1	Selk, Leonie
1	Sørbye, Sigrunn Holbek
1	Staudte, Robert G. jun.
1	Stephenson, Alec G.
1	Stupfler, Gilles
1	Sun, Zequn
1	Taylor, Charles C.
1	Tsay, Ruey S.
1	Usseglio-Carleve, Antoine
1	Warchoł, Michał
1	Yang, Yuhong
1	Zeileis, Achim
1	Zhang, Yongli
1	Zhao, Xin

all top 5

3	Journal of Statistical Computation and Simulation
3	Computational Statistics and Data Analysis
3	Journal of Applied Statistics
3	Quantitative Finance
2	Scandinavian Journal of Statistics
2	Annals of the Institute of Statistical Mathematics
2	Journal of Multivariate Analysis
2	Electronic Journal of Statistics
1	Journal of Mathematical Biology
1	Journal of Econometrics
1	Statistics & Probability Letters
1	International Journal of Approximate Reasoning
1	Communications in Statistics. Simulation and Computation
1	Stochastic Processes and their Applications
1	Statistical Papers
1	Extremes
1	Statistical Inference for Stochastic Processes
1	Advances in Data Analysis and Classification. ADAC
1	Mathematical Geosciences
1	Statistics and Computing
1	Atlantis Studies in Computational Finance and Financial Engineering
1	Use R!
1	Wiley Series in Probability and Statistics

all top 5

31	Statistics (62-XX)
11	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
8	Probability theory and stochastic processes (60-XX)
3	Numerical analysis (65-XX)
2	Operations research, mathematical programming (90-XX)
1	Geophysics (86-XX)
1	Biology and other natural sciences (92-XX)