R Applications and packages

starvars package for R, available on the CRAN, for estimating Vector Logistic Smooth Transition AutoRegressive (VLSTAR) models. For the installation of the package, you should type:

> install.packages("starvars")

QPXflight package for R, available on GitHub for flight data gathering. For the installation of the package, you should type:

> library(devtools)

> install_github("andbucci/QPXflight")

R-based Web application for Realized Covariance calculation and Portfolio Optimization Tool

Google Sites

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