Anomaly Detection with R

Tools to make an R developer's life easier

A minimal benchmark for scalability, speed and accuracy of commonly used open source implementations (R packages, Python scikit-learn, H2O, xgboost, Spark MLlib etc.) of the top machine learning al…

brms R package for Bayesian generalized multivariate non-linear multilevel models using Stan

A modern re-imagining of the data frame

Technical analysis and other functions to construct technical trading rules with R

Inside every classical test there is a Bayesian model trying to get out.

{mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for multivariate modeling and forecasting

R package intended for visualisation, analysis and reconstruction of limit order book data

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. …

obAnalytics Shiny front-end

Empirical analysis with financial data (MSFT stock returns) in R, with the goal to produce useful forecasts using univariate, multivariate time series models and volatility models.

Google Trends and Dow Jones