Daniel P. Palomar
Author of 11 CRAN packages
Daniel P. Palomar has 11 packages under their belt. That's not just dedication, it's a passion for coding! Daniel P. Palomar teamed up with 12 others, making it a large and lively crew of coders. The synergy must have been amazing!
11 Packages
- TRexSelectorT-Rex Selector: High-Dimensional Variable Selection & FDR Control
- fitHeavyTailMean and Covariance Matrix Estimation under Heavy Tails
- highOrderPortfoliosDesign of High-Order Portfolios Including Skewness and Kurtosis
- imputeFinImputation of Financial Time Series with Missing Values and/or Outliers
- intradayModelModeling and Forecasting Financial Intraday Signals
- portfolioBacktestAutomated Backtesting of Portfolios over Multiple Datasets
- riskParityPortfolioDesign of Risk Parity Portfolios
- sparseEigenComputation of Sparse Eigenvectors of a Matrix
- sparseIndexTrackingDesign of Portfolio of Stocks to Track an Index
- spectralGraphTopologyLearning Graphs from Data via Spectral Constraints
- tlarsThe T-LARS Algorithm: Early-Terminated Forward Variable Selection