[R] R "FinMetrics" Package Available?

Dirk Eddelbuettel edd at debian.org
Fri Mar 14 06:15:55 CET 2003

On Fri, Mar 14, 2003 at 12:09:14AM -0400, kjetil brinchmann halvorsen wrote:
> On 13 Mar 2003 at 20:26, William Vedder wrote:
> There is no R version of the S+FinMetrics  package, and there would
> be quite difficult to make one, as the c code underlying it 
> is closed source. The DLL's for the ox version od ssfPack
> (which underlies S+FinMetrics) is available, but uses lots of
> calls to internal ox functions.

AFAIK parts of that code have been used by BDR in the rewrite of the ts
package that went into R 1.5.0 -- that hence R has essentially the same code
by Koopman in StructTS, KalmanLike, tsSmooth, ...


Prediction is very difficult, especially about the future. 
				             -- Niels Bohr

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