Daniel P. Palomar
Author of 11 CRAN packages
Impressive! Daniel P. Palomar has worked on 11 packages, showing some serious commitment to the craft. Daniel P. Palomar has worked with 12 other authors. That's a whole squad of coders! It must be like managing a small battalion of creativity and caffeine.
11 Packages
- TRexSelectorT-Rex Selector
- 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