The R packages I’ve contributed. All of them are on GitHub and some of them are on CRAN.
- ycevo: Provides a range of functions to facilitate the non-parametric estimation of the discount rate, and yield curve, of CRSP Bond Data. (CRAN coming soon)
Time series analysis packages
Time series data packages
- Mcomp: The 1001 time series from the M-competition (Makridakis et al. 1982) and the 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000). [CRAN]
- tscompdata: Time Series Competition Data
- tsdl: Time Series Data Library
- compenginets: Time series data from CompEngine database.
- demography: Provides a large number of functions for handling demographic statistics, modelling and forecasting. In particular, it implements lifetable calculations; Lee-Carter modelling and variants; functional data analysis of mortality rates, fertility rates, net migration numbers; and stochastic population forecasting. [CRAN]
- stocon: Stochastic constrained optimization. (developing)
- lazytype: Provides addins for inserting code and running code in a different manner, and functions to allow interaction between scripts and between script and rmarkdown file.