R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
INFOSET
View on CRAN: Click
here
Download and install INFOSET package within the R console
Install from CRAN:
install.packages("INFOSET")
Install from Github:
library("remotes")
install_github("cran/INFOSET")
Install by package version:
library("remotes")
install_version("INFOSET", "4.1")
Attach the package and use:
library("INFOSET")
Maintained by
Gloria Polinesi
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.INFOSET . INFOSET results . INFOSET.pdf . Vignettes from package 'INFOSET' . INFOSET_4.1.tar.gz . INFOSET_4.1.zip . INFOSET_4.1.zip . INFOSET_4.1.zip . INFOSET_4.1.tgz . INFOSET_4.1.tgz . INFOSET_4.1.tgz . INFOSET_4.1.tgz . INFOSET_4.1.tgz . INFOSET_4.1.tgz . INFOSET archive . https://CRAN.R-project.org/package=INFOSET .
First Published: 2024-09-05
Latest Update: 2024-09-06
Description:
Estimation of the most-left informative set of gross returns (i.e., the informative set). The procedure to compute the informative set adjusts the method proposed by Mariani et al. (2022a) <doi:10.1007/s11205-020-02440-6> and Mariani et al. (2022b) <doi:10.1007/s10287-022-00422-2> to gross returns of financial assets. This is accomplished through an adaptive algorithm that identifies sub-groups of gross returns in each iteration by approximating their distribution with a sequence of two-component log-normal mixtures. These sub-groups emerge when a significant change in the distribution occurs below the median of the financial returns, with their boundary termed as the “change point" of the mixture. The process concludes when no further change points are detected. The outcome encompasses parameters of the leftmost mixture distributions and change points of the analyzed financial time series.
How to cite:
Gloria Polinesi (2024). INFOSET: Computing a New Informative Distribution Set of Asset Returns. R package version 4.1, https://cran.r-project.org/web/packages/INFOSET. Accessed 19 Feb. 2025.
Other packages that cited INFOSET R package
View INFOSET citation profile
Other R packages that INFOSET depends,
imports, suggests or enhances
Complete documentation for INFOSET
Functions, R codes and Examples using
the INFOSET R package
Full INFOSET package
functions and examples
Downloads during the last 30 days
Get rewarded with contribution points by
helping add
Reviews / comments / questions /suggestions ↴↴↴
Today's Hot Picks in Authors and Packages
TMDb
Provides an R-interface to the TMDb API (see TMDb API on < ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Andrea Capozio (view profile)
krippendorffsalpha
Provides tools for applying Krippendorff's Alpha methodology . Both t ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: John Hughes (view profile)
spnet
Facilitates the rendering of networks for which nodes have a specific position on a map cities parti ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Emmanuel Rousseaux (view profile)
apc
Functions for age-period-cohort analysis. Aggregate data can be organised in matrices indexed by age ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Bent Nielsen (view profile)
cheem
Given a non-linear model, calculate the local explanation.
We purpose view the data space, explanat ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Nicholas Spyrison (view profile)
nextGenShinyApps
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
23,712
R Packages
205,795
Dependencies
64,332
Author Associations
23,631
Publication Badges
