[R-sig-finance] what is the R equivalent of S+ Finmetrics

[Dirk Eddelbuettel]

On 18 February 2005 at 18:42, Ferdinando Ametrano wrote:
| sorry for being so naif, but what is the R equivalent of S+ Finmetrics?
| Googling around I've found Rmetrics. Is Rmetrics the best candidate?

Yup, and pretty much the only one :)   

Before Diethelm came out with Rmetrics, we only had isolated bits and pieces,
e.g. some code was in the tseries package.  Rmetrics added a lot of code and
documentation, and also provide more consistent wrapper for existing code
(i.e. similar interfaces to ARIMA and GARCH). There are some areas which
little or missing code, but then that isn't that different in QuantLib :)

Best regards, Dirk

-- 
Better to have an approximate answer to the right question than a precise 
answer to the wrong question.  --  John Tukey as quoted by John Chambers