devel:languages:R:autoCRAN

Large parts of CRAN (cran.r-project.org) mirrored to OBS in a fully automatic way.

This repo contains a large part of CRAN automatically converted to rpm packages. *ALL* packages in the repo are created and kept uptodate(!) in a fully automatic way using the R package CRAN2OBS (gitlab.com/dsteuer/CRAN2OBS). At the moment CRAN2OBS is still subject to many changes, but it already works well enough to bring about 15k packages from CRAN to Suse. If you find packages not working, please contact me. Do not push packages here by hand after manually altering anything in a spec file, please. If you find an important package still missing, send a note, please. May be it is easy to add fitting rules to the scripts. Attention: there are Prefer: lines in the project config. Should be rechecked from time to time. https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/ devel:languages:R:autoCRANsupp

Supplements for the autoCRAN project

autoCRANsupp contains *only* - libraries needed to build a worthy number of R packages that are not in factory/tumbleweed, i.e. udunits2-1 - a link to d:l:R:released/R-base to provide newer versions for older SuSE releases. A lot of packages need the latest R. This project will be as small as possible. In a best case scenario only R-base will remain here to be included for building autoCRAN. https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRANsupp/openSUSE_Tumbleweed/ openSUSE:Factory

The next openSUSE distribution

openSUSE Tumbleweed: The Bleeding Edge, Perfected. Tumbleweed is the ultimate rolling release distribution, providing the latest software as it’s released, built upon a foundation of world-class stability and testing. * Always Current: Get the newest kernel, IDEs, desktops, and applications automatically. * Powerfully Stable: Experience the velocity of a rolling release without sacrificing the reliability you depend on. * Engineered for Professionals: The top choice for Developers, Power Users, and openSUSE Contributors who need the best tools for the job. If you demand the latest stable software, your choice is Tumbleweed. Staging dashboard is located at: https://build.opensuse.org/staging_workflows/openSUSE:Factory List of known devel projects: https://build.opensuse.org/package/view_file/openSUSE:Factory:Staging/dashboard/devel_projects Have a look at http://en.opensuse.org/Portal:Factory for more details. https://download.opensuse.org/tumbleweed/repo/oss/ openSUSE:Tumbleweed

Tumbleweed

Tumbleweed is the openSUSE Rolling Release This OBS Project represents the content of the currently published snapshot. The newer repository for next publish can be found in openSUSE:Factory standard repository. https://download.opensuse.org/repositories/openSUSE:/Tumbleweed/standard/ openSUSE:Tumbleweed

Tumbleweed

The next openSUSE distribution

Computing a New Informative Distribution Set of Asset Returns

Estimation of the most-left informative set of gross returns (i.e., the informative set). The procedure to compute the informative set adjusts the method proposed by Mariani et al. (2022a) <doi:10.1007/s11205-020-02440-6> and Mariani et al. (2022b) <doi:10.1007/s10287-022-00422-2> to gross returns of financial assets. This is accomplished through an adaptive algorithm that identifies sub-groups of gross returns in each iteration by approximating their distribution with a sequence of two-component log-normal mixtures. These sub-groups emerge when a significant change in the distribution occurs below the median of the financial returns, with their boundary termed as the “change point" of the mixture. The process concludes when no further change points are detected. The outcome encompasses parameters of the leftmost mixture distributions and change points of the analyzed financial time series. The functionalities of the INFOSET package include: (i) modelling asset distribution detecting the parameters which describe left tail behaviour (infoset function), (ii) clustering, (iii) labeling of the financial series for predictive and classification purposes through a Left Risk measure based on the first change point (LR_cp function) (iv) portfolio construction (ptf_construction function). The package also provide a specific function to construct rolling windows of different length size and overlapping time.