Re: [R] Finance & R

I'm not sure what the official status of Rmetrics is. However, as far as I can see most of the Rmetrics-based R packages are on CRAN, and are currently maintained. (e.g. fBasics, fPortfolio, fAssets, fTrading). I found a list here: https://r-forge.r-project.org/R/?group_id=156 On Fri, Dec 25, 20

[R] How to evaluate a learner with multiple resampling in mlr3?

Hello everyone, I want to evaluate the cart learner with different (i.e. ideally 10 different) resampling methods. My questions are: (1) How should I specify the list of resampling methods? (2) Should I specify the resampling lists in the beginning or in the benchmark? (3) Currently mlr3 shows bo

Re: [R] Finance & R

Hi Ben, Abby makes a good suggestion on Rmetrics, although it is no longer current in CRAN. The www.rmetrics.org site looks quite interesting (although not clear whether there are any recent additions.) The suggestion did bring to mind another excellent resource: quantlib - a library for computat