Forum: NMOF 0.20-0 on R-Forge/CRAN

Posted by: Enrico Schumann
Date: 2011-10-24 07:50
Summary: NMOF 0.20-0 on R-Forge/CRAN
Project: NMOF

Development Status : 6 - Mature
Intended Audience : Developers : End Users/Desktop
License : GNU General Public License (GPL)
Natural Language : English
Operating System : OS Independent
Programming Language : R
Topic : Finance : Numerical Analysis : Heuristics

Content:

Version 0.20-0 of package NMOF is now on R-Forge and on CRAN. 'NMOF' stands for 'Numerical Methods and Optimization in Finance'. The package accompanies the book with the same name, written by Manfred Gilli, Dietmar Maringer and Enrico Schumann, published by Elsevier/Academic Press in 2011.

The package contains, in particular, several implementations of optimization heuristics, such as Differential Evolution, Genetic Algorithms and Threshold Accepting. The package comes with several vignettes, for example on yield-curve fitting, portfolio optimization and robust regression.

The package is still very much under development (it's a long TODO list until version 1.0), and the latest version will be available from R-Forge.

In case of comments/corrections/remarks/suggestions -- which are very welcome -- please contact the maintainer (me) directly.

Best regards,
Enrico

Latest News

Latest NMOF releases

Enrico Schumann - 2014-01-06 14:51 -

NMOF 0.27-0 released (CRAN and R-Forge)

Enrico Schumann - 2012-11-29 21:18 -

NMOF 0.26-0 available

Enrico Schumann - 2012-09-21 05:36 -

NMOF 0.25-0 on R-Forge

Enrico Schumann - 2012-04-22 16:50 -

NMOF 0.24-0 on R-Forge

Enrico Schumann - 2012-04-13 06:44 -

...

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