Other packages > Find by keyword >

PWEV  

PSO Based Weighted Ensemble Algorithm for Volatility Modelling
View on CRAN: Click here


Download and install PWEV package within the R console
Install from CRAN:
install.packages("PWEV")

Install from Github:
library("remotes")
install_github("cran/PWEV")

Install by package version:
library("remotes")
install_version("PWEV", "0.1.0")



Attach the package and use:
library("PWEV")
Maintained by
Dr. Ranjit Kumar Paul
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-04-16
Latest Update: 2024-04-16
Description:
Price volatility refers to the degree of variation in series over a certain period of time. This volatility is especially noticeable in agricultural commodities, adding uncertainty for farmers, traders, and others in the agricultural supply chain. Commonly and popularly used four volatility models viz, GARCH, Glosten Jagannatan Runkle-GARCH (GJR-GARCH) model, exponentially weighted moving average (EWMA) model and Multiplicative Error Model (MEM) are selected and implemented. PWAVE, weighted ensemble model based on particle swarm optimization (PSO) is proposed to combine the forecast obtained from all the candidate models. This package has been developed using algorithm of Paul et al. and Yeasin and Paul (2024) .
How to cite:
Dr. Ranjit Kumar Paul (2024). PWEV: PSO Based Weighted Ensemble Algorithm for Volatility Modelling. R package version 0.1.0, https://cran.r-project.org/web/packages/PWEV. Accessed 16 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited PWEV R package
View PWEV citation profile
Other R packages that PWEV depends, imports, suggests or enhances
Complete documentation for PWEV
Functions, R codes and Examples using the PWEV R package
Full PWEV package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
wordnet  
WordNet Interface
An interface to WordNet using the Jawbone Java API to WordNet. WordNet (< ...
Download / Learn more Package Citations See dependency  
bbdetection  
Identification of Bull and Bear States of the Market
Implements two algorithms of detecting Bull and Bear markets in stock prices: the algorithm of Pagan ...
Download / Learn more Package Citations See dependency  
tarchetypes  
Archetypes for Targets
Function-oriented Make-like declarative pipelines for Statistics and data science are supported in t ...
Download / Learn more Package Citations See dependency  
Rnmr1D  
Perform the Complete Processing of a Set of Proton Nuclear Magnetic Resonance Spectra
Perform the complete processing of a set of proton nuclear magnetic resonance spectra from the free ...
Download / Learn more Package Citations See dependency  
tibble  
Simple Data Frames
Provides a 'tbl_df' class (the 'tibble') with stricter checking and better formatting than the tradi ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA