The quantmod package for R is designed to assist the quantitative
trader in the development, testing, and deployment of statistically
based trading models.
WWW: http://www.quantmod.com/
Estimation, lag selection, diagnostic testing, forecasting, causality
analysis, forecast error variance decomposition and impulse response
functions of VAR models and estimation of SVAR/SVEC models.
WWW: http://cran.r-project.org/web/packages/vars/
Testing, monitoring and dating structural changes in (linear)
regression models. strucchange features tests/methods from the
generalized fluctuation test framework as well as from the F test
(Chow test) framework. This includes methods to fit, plot and test
fluctuation processes (e.g., CUSUM, MOSUM, recursive/moving estimates)
and F statistics, respectively. It is possible to monitor incoming
data online using fluctuation processes. Finally, the breakpoints
in regression models with structural changes can be estimated
together with confidence intervals. Emphasis is always given to
methods for visualizing the data.
WWW: http://cran.r-project.org/web/packages/strucchange/
Panel data econometrics is obviously one of the main fields in the
profession, but most of the models used are difficult to estimate with
R. plm is a package for R which intends to make the estimation of
linear panel models straightforward. plm provides functions to
estimate a wide variety of models and to make (robust) inference.
WWW: http://cran.r-project.org/web/packages/plm/
installation path.
- By the way, the port now depends on devel/grantlee.
- Pass maintainership to kde@, as suggested by makc.
Approved by: makc (maintainer)
ports use BUILD_DEPENDS:= ${RUN_DEPENDS}. This patch fixes ports that are
currently broken. This is a temporary measure until we organically stop using
:= or someone(s) spend a lot of time changing all the ports over.
Explicit duplication > := > = and this just moves ports one step to the left
Approved by: portmgr
literal name_enable wherever possible, and ${name}_enable
when it's not, to prepare for the demise of set_rcvar().
In cases where I had to hand-edit unusual instances also
modify formatting slightly to be more uniform (and in
some cases, correct). This includes adding some $FreeBSD$
tags, and most importantly moving rcvar= to right after
name= so it's clear that one is derived from the other.
warning and allow testing
- Bump PORTREVISION due to added dependency
- Expand value of BUILD_DEPENDS before assigning to RUN_DEPENDS as
suggested by the Porters Handbook
warning and allow testing
- Bump PORTREVISION due to added dependency
- Expand value of BUILD_DEPENDS before assigning to RUN_DEPENDS as
suggested by the Porters Handbook
to Mk/bsd.cran.mk
PR: ports/162238
Submitted by: tota (myself)
Approved by: wen (maintainer of Mk/bsd.cran.mk and many related ports),
David Naylor <naylor_DOT_b_DOT_david_AT_gmail_DOT_com>
(maintainer of math/R-cran-RSvgDevice and math/R-cran-car),
Dan Rue <drue_AT_therub_DOT_org>
(maintainer of math/R-cran-psych, timeout > 2 weeks)
Feature safe: yes
had both lines:
Author: ...
WWW: ....
So standardize on that, and move them to the end of the file when necessary.
Also fix some more whitespace, and remove more "signature tags" of varying
forms, like -- name, etc.
s/AUTHOR/Author/
A few other various formatting issues
- Name
em@i.l
or variations thereof. While I'm here also fix some whitespace and other
formatting errors, including moving WWW: to the last line in the file.
It is a complete suite to estimate models based on moment conditions.
It includes the two step Generalized method of moments (GMM) of
Hansen(1982), the iterated GMM and continuous updated estimator
(CUE) of Hansen-Eaton-Yaron(1996) and several methods that belong
to the Generalized Empirical Likelihood (GEL) family of estimators,
as presented by Smith(1997), Kitamura(1997), Newey-Smith(2004) and
Anatolyev(2005).
WWW: http://cran.r-project.org/web/packages/gmm/
Pet portlint by moving LICENSE block to correct place and moving CPPFLAGS out
of configure_env.
PR: ports/159822 [1]
Submitted by: Armin Gruner <ag@muc.de> [1]
- Master site set to github (SF does not have latest releases)
- Project homepage changed
- License variable set
PR: ports/159639
Submitted by: Kaspars Bankovskis <kaspars@bankovskis.lv>
Approved by: Woody Carey <woodycarey@hotmail.com> (maintainer)
remove support for them from bsd.java.mk. As Jikes is not available in Java 1.5
or higher, remove it from bsd.java.mk too (suggested by hq@) and from the ports
which used it (only occurences were USE_JIKES=no). Support for the Blackdown VM
is also removed, as it is not available in Java 1.5 and higher.
Also remove the mapping from Java 1.1-1.4 to Java 1.5+ in bsd.java.mk to detect
old, broken ports; therefore bump the minimal value of JAVA_VERSION to 1.5.
While here, replace static values of JAVA_VERSION in files/*.in by
%%JAVA_VERSION%% .
PR: ports/158969
Submitted by: rene
Tested on: pointyhat-west -exp
See http://wiki.freebsd.org/Perl for details.
- Change maintainership from ports@ to perl@ for ports in this changeset.
- Remove MD5 checksum
- Utilize CPAN macro
