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Many
students ...
... and colleagues asked
me to make Rmetrics public available even it is not complete,
untested, and may contain some bugs.
Rmetrics ...
is the premier open source solution for teaching financial
market analysis and valuation of financial instruments.
With
hundreds of functions build on modern and powerful methods
Rmetrics combines explorative data analysis and statistical
modeling with object oriented rapid prototyping.
Rmetrics ...
can be considered as a unique platform ideally
suited for teaching financial engineering and computational
finance.
How to contribute?
You are welcome to contribute
new R functions to the Rmetrics project. Please do not hesitate
to get in contact with us..
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About ...
I initiated 1999 this R port for Financial Engineering
and Computational Finance under MS Windows 2000/XP
as
an outcome of my lectures in econophysics at ETH Zürich.
The software and the documentation are under continuous
changes and improvements. I hope to get feedback on
the usage of this software collection to improve continuously
the quality of functions and documentations.
Why using R? To make the software in an
academic environment "free'' available for
students, we decided to implement the functions
in the framework
of R. This offers the possibility, that everybody
can modify the existing and can contribute additional
functions and datasets. Furthermore, in most cases
the functions can be ported with minor changes
to
S-Plus.
Why using MS Windows? In the financial
community Windows is the mostly used operating system.
For a
broad distribution and acceptance of Rmetrics, I
decided to develop the software under Windows 2000/XP.
But nevertheless, since all source code is available
it may be straightforward to adapt and compile the
software for other operating systems.
Diethelm Würtz
Zürich, January 2004
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