Project Summary
With hundreds of functions built on modern methods, the Rmetrics open source software combines exploratory data analysis, statistical modelling and rapid model prototyping. The Rmetrics packages are embedded in R, building an environment which creates a first class system for applications in teaching statistics and finance. Rmetrics covers Time Series Econometrics, Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more.
In a Nutshell, Rmetrics...
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has a well established, mature codebase
maintained by a average size development team
with decreasing Y-O-Y commits -
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took an estimated 116 years of effort (COCOMO model)
starting with its first commit in February, 2006
ending with its most recent commit 4 months ago
Quick Reference
GNU General Public License v2.0 or later
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These details are provided for information only. No information here is legal advice and should not be used as such.
This Project has No vulnerabilities Reported Against it
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30 Day SummaryJul 25 2025 — Aug 24 2025
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12 Month SummaryAug 24 2024 — Aug 24 2025
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