Appendix A
Package overview
The 
packages cited and/or used are listed in this appendix. In Table A.1 the packages are ordered alphabetically and their descriptions are provided. In Table A.2 the packages are sorted by topic, and the package version numbers, dates and sources are provided. All of these package have been updated prior to publishing and the example code contained in this book has been processed with these packages.
A.1 Packages in alphabetical order
Table A.1 Packages in alphabetical order.
| Name | Title |
| AER | Applied Econometrics with R |
| bayesGARCH | Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations |
| BLCOP | Black–Litterman and copula-opinion pooling frameworks |
| ccgarch | Conditional Correlation GARCH models |
| chron | Chronological objects which can handle dates and times |
| coda | Output analysis and diagnostics for MCMC |
| copula | Multivariate Dependence with Copulas |
| covRobust | Robust Covariance Estimation via Nearest Neighbor Cleaning |
| ctv | CRAN Task Views |
| date | Functions for handling dates |
| Davies | The Davies quantile function |
| DEoptim | Global optimization by Differential Evolution |
| dse | Dynamic Systems Estimation (time series package) |
| EvalEst | Dynamic Systems Estimation – extensions |
| evd | Functions for extreme value distributions |
| evdbayes | Bayesian Analysis in Extreme Value Theory |
| evir | Extreme Values in R |
| extRemes | Extreme value toolkit |
Get Financial Risk Modelling and Portfolio Optimization with R now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
