Rmetrics Copyrights

2005-12-18 Built 221.10065

    ________________________________________________________________________________
    Copyrights (C) for

        R:
          see R's copyright and license file

        Version R 2.0.0 claims:
        - The stub packages from 1.9.x have been removed.
        - All the datasets formerly in packages 'base' and 'stats' have
          been moved to a new package 'datasets'.
        - Package 'graphics' has been split into 'grDevices' (the graphics
          devices shared between base and grid graphics) and 'graphics'
          (base graphics).
        - Packages must have been re-installed for this version, and
          library() will enforce this.
        - Package names must now be given exactly in library() and
          require(), regardless of whether the underlying file system is
          case-sensitive or not.

    ________________________________________________________________________________
    for

        Rmetrics:
          (C) 1999-2005, Diethelm Wuertz, GPL
          Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
          www.rmetrics.org
          info@rmetrics.org

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    for non default loaded basic packages part of R's basic distribution

        MASS:
          Main Package of Venables and Ripley's MASS.
          We assume that MASS is available.
          Package 'lqs' has been returned to 'MASS'.
          S original by Venables & Ripley.
          R port by Brian Ripley <ripley@stats.ox.ac.uk>.
          Earlier work by Kurt Hornik and Albrecht Gebhardt.
        methods:
          Formally defined methods and classes for R objects, plus other
          programming tools, as described in the reference "Programming
          with Data" (1998), John M. Chambers, Springer NY.
          R Development Core Team.
        mgcv:
          Routines for GAMs and other generalized ridge regression
          with multiple smoothing parameter selection by GCV or UBRE.
          Also GAMMs by REML or PQL. Includes a gam() function.
          Simon Wood <simon@stats.gla.ac.uk>
        nnet:
          Feed-forward Neural Networks and Multinomial Log-Linear Models
          Original by Venables & Ripley.
          R port by Brian Ripley <ripley@stats.ox.ac.uk>.
          Earlier work by Kurt Hornik and Albrecht Gebhardt.

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    for the code partly included as builtin functions from other R ports:

        fBasics:CDHSC.F
          GRASS program for distributional testing.
          By James Darrell McCauley <darrell@mccauley-usa.com>
          Original Fortran Source by Paul Johnson EZ006244@ALCOR.UCDAVIS.EDU>
        fBasics:nortest
          Five omnibus tests for the composite hypothesis of normality
          R-port by Juergen Gross <gross@statistik.uni-dortmund.de>
        fBasics:SYMSTB.F
          Fast numerical approximation to the Symmetric Stable distribution
          and density functions.
          By Hu McCulloch <mcculloch.2@osu.edu>
        fBasics:tseries
          Functions for time series analysis and computational finance.
          Compiled by Adrian Trapletti <a.trapletti@bluewin.ch>

        fCalendar:date
          The tiny C program from Terry Therneau <therneau@mayo.edu> is used
          R port by Th. Lumley <thomas@biostat.washington.edu>,
          K. Halvorsen <khal@alumni.uv.es>, and
          Kurt Hornik <Kurt.Hornik@R-project.org>
        fCalendar:holidays
          The holiday information was collected from the internet and
          governmental sources obtained from a few dozens of websites
        fCalendar:libical
          Libical is an Open Source implementation of the IETF's
          iCalendar Calendaring and Scheduling protocols. (RFC 2445, 2446,
          and 2447). It parses iCal components and provides a C API for
          manipulating the component properties, parameters, and subcomponents.
        fCalendar:vtimezone
          Olsen's VTIMEZONE database consists of data files are released under
          the GNU General Public License, in keeping with the license options of
          libical.

        fSeries:bdstest.c
          C Program to compute the BDS Test.
          Blake LeBaron
        fSeries:fracdiff
          R functions, help pages and the Fortran Code for the 'fracdiff'
          function are included.
          S original by Chris Fraley <fraley@stat.washington.edu>
          R-port by Fritz Leisch <leisch@ci.tu-wien.ac.at>
          since 2003-12: Martin Maechler
        fSeries:lmtest
          R functions and help pages for the linear modelling tests are included .
          Compiled by Torsten Hothorn <Torsten.Hothorn@rzmail.uni-erlangen.de>,
          Achim Zeileis <zeileis@ci.tuwien.ac.at>, and
          David Mitchell
        fSeries:mda
          R functions, help pages and the Fortran Code for the 'mars' function
          are implemeted.
          S original by Trevor Hastie & Robert Tibshirani,
          R port by Friedrich Leisch, Kurt Hornik and Brian D. Ripley
        fSeries:modreg
          Brian Ripley and the R Core Team
        fSeries:polspline
          R functions, help pages and the C/Fortran Code for the 'polymars'
          function are implemented
          Charles Kooperberg <clk@fhcrc.org>
        fSeries:systemfit
          Simultaneous Equation Estimation Package.
          R port by Jeff D. Hamann <jeff.hamann@forestinformatics.com> and
          Arne Henningsen <ahenningsen@agric-econ.uni-kiel.de>
        fSeries:tseries
          Functions for time series analysis and computational finance.
          Compiled by Adrian Trapletti <a.trapletti@bluewin.ch>
        fSeries:UnitrootDistribution:
          The program uses the Fortran routine and the tables
          from J.G. McKinnon.
        fSeries:urca
          Unit root and cointegration tests for time series data.
          R port by Bernhard Pfaff <bernhard.pfaff@drkw.com>.

        fExtremes:evd
          Functions for extreme value distributions.
          R port by Alec Stephenson <alec_stephenson@hotmail.com>
          Function 'fbvpot' by Chris Ferro.
        fExtremes:evir
          Extreme Values in R
          Original S functions (EVIS) by Alexander McNeil <mcneil@math.ethz.ch>
          R port by Alec Stephenson <a.stephenson@lancaster.ac.uk>
        fExtremes:ismev
          An Introduction to Statistical Modeling of Extreme Values
          Original S functions by Stuart Coles <Stuart.Coles@bristol.ac.uk>
          R port/documentation by Alec Stephenson <a.stephenson@lancaster.ac.uk>

        fOptions
          Option Pricing formulas are implemented along the book and
          the Excel spreadsheets of E.G. Haug, "The Complete Guide to Option
          Pricing"; documentation is partly taken from www.derivicom.com which
          implements a C Library based on Haug. For non-academic and commercial
          use we recommend the professional software from "www.derivicom.com".
        fOptions:SOBOL.F
          ACM Algorithm 659 by P. Bratley and B.L. Fox
          Extension on Algorithm 659 by S. Joe and F.Y. Kuo
        fOptions:CGAMA.F
          Complex gamma and related functions.
          Fortran routines by Jianming Jin.
        fOptions:CONHYP.F
          Confluenet Hypergeometric and related functions.
          ACM Algorithm 707 by mark Nardin, W.F. Perger, A. Bhalla

        fPortfolio:mvtnorm
          Multivariate Normal and T Distribution.
          Alan Genz <AlanGenz@wsu.edu>,
          Frank Bretz <bretz@ifgb.uni-hannover.de>
          R port by Torsten Hothorn <Torsten.Hothorn@rzmail.uni-erlangen.de>
        fPortfolio:quadprog
          Functions to solve Quadratic Programming Problems.
          S original by Berwin A. Turlach <berwin.turlach@anu.edu.au>
          R port by Andreas Weingessel <Andreas.Weingessel@ci.tuwien.ac.at>
        fPortfolio:sn
          The skew-normal and skew-t distributions.
          R port by Adelchi Azzalini <adelchi.azzalini@unipd.it>
        fPortfolio:tseries
          Functions for time series analysis and computational finance.
          Compiled by Adrian Trapletti <a.trapletti@bluewin.ch>