7 financial packages from CRAN for R - finance/R-cran-fBasics: Markets and Basic Statistics - finance/R-cran-fGarch: Autoregressive Conditional Heteroskedastic Modelling - math/R-cran-quadprog: Functions to solve Quadratic Programming Problems - math/R-cran-stabledist: Stable Distribution Functions - finance/R-cran-timeDate: Chronological and Calendar Objects - finance/R-cran-timeSeries: Financial Time Series Objects - finance/R-cran-tseries: Time series analysis and computational finance Fix: Patch attached with submission follows:
Responsible Changed From-To: freebsd-ports-bugs->tota I'll take it.
Author: tota Date: Tue Dec 25 11:21:13 2012 New Revision: 309473 URL: http://svnweb.freebsd.org/changeset/ports/309473 Log: - Add a new port: math/R-cran-quadprog This routine implements the dual method of Goldfarb and Idnani (1982, 1983) for solving quadratic programming problems of the form min(?dT b + 1/2bT Db) with the constraints AT b >= b0. WWW: http://cran.r-project.org/web/packages/quadprog/ PR: ports/172298 (based on) Submitted by: David Naylor <naylor.b.david_AT_gmail_DOT_com> Added: head/math/R-cran-quadprog/ head/math/R-cran-quadprog/Makefile (contents, props changed) head/math/R-cran-quadprog/distinfo (contents, props changed) head/math/R-cran-quadprog/pkg-descr (contents, props changed) Modified: head/math/Makefile Modified: head/math/Makefile ============================================================================== --- head/math/Makefile Tue Dec 25 11:03:12 2012 (r309472) +++ head/math/Makefile Tue Dec 25 11:21:13 2012 (r309473) @@ -28,6 +28,7 @@ SUBDIR += R-cran-mvtnorm SUBDIR += R-cran-nnls SUBDIR += R-cran-psych + SUBDIR += R-cran-quadprog SUBDIR += R-cran-sandwich SUBDIR += R-cran-sm SUBDIR += R-cran-sp Added: head/math/R-cran-quadprog/Makefile ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/math/R-cran-quadprog/Makefile Tue Dec 25 11:21:13 2012 (r309473) @@ -0,0 +1,18 @@ +# Created by: David Naylor <naylor.b.david@gmail.com> +# $FreeBSD$ + +PORTNAME= quadprog +DISTVERSION= 1.5-4 +CATEGORIES= math +DISTNAME= ${PORTNAME}_${DISTVERSION} + +MAINTAINER= naylor.b.david@gmail.com +COMMENT= Functions to solve Quadratic Programming Problems + +LICENSE= GPLv2 GPLv3 +LICENSE_COMB= dual + +USE_R_MOD= yes +R_MOD_AUTOPLIST= yes + +.include <bsd.port.mk> Added: head/math/R-cran-quadprog/distinfo ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/math/R-cran-quadprog/distinfo Tue Dec 25 11:21:13 2012 (r309473) @@ -0,0 +1,2 @@ +SHA256 (quadprog_1.5-4.tar.gz) = b596941afb3809a4f7fb7a635c78e64f9dbbce80c7f053825765880e79fe4ea0 +SIZE (quadprog_1.5-4.tar.gz) = 34653 Added: head/math/R-cran-quadprog/pkg-descr ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/math/R-cran-quadprog/pkg-descr Tue Dec 25 11:21:13 2012 (r309473) @@ -0,0 +1,5 @@ +This routine implements the dual method of Goldfarb and Idnani +(1982, 1983) for solving quadratic programming problems of the form +min(?dT b + 1/2bT Db) with the constraints AT b >= b0. + +WWW: http://cran.r-project.org/web/packages/quadprog/ _______________________________________________ svn-ports-all@freebsd.org mailing list http://lists.freebsd.org/mailman/listinfo/svn-ports-all To unsubscribe, send any mail to "svn-ports-all-unsubscribe@freebsd.org"
Author: tota Date: Tue Dec 25 11:24:38 2012 New Revision: 309474 URL: http://svnweb.freebsd.org/changeset/ports/309474 Log: - Add a new port: math/R-cran-stabledist A collection and description of functions to compute density, distribution and quantile function and to generate random variates of the stable distribution. WWW: http://cran.r-project.org/web/packages/stabledist/ PR: ports/172298 (based on) Submitted by: David Naylor <naylor.b.david_AT_gmail_DOT_com> Added: head/math/R-cran-stabledist/ head/math/R-cran-stabledist/Makefile (contents, props changed) head/math/R-cran-stabledist/distinfo (contents, props changed) head/math/R-cran-stabledist/pkg-descr (contents, props changed) Modified: head/math/Makefile Modified: head/math/Makefile ============================================================================== --- head/math/Makefile Tue Dec 25 11:21:13 2012 (r309473) +++ head/math/Makefile Tue Dec 25 11:24:38 2012 (r309474) @@ -33,6 +33,7 @@ SUBDIR += R-cran-sm SUBDIR += R-cran-sp SUBDIR += R-cran-spdep + SUBDIR += R-cran-stabledist SUBDIR += R-cran-xts SUBDIR += R-cran-zoo SUBDIR += aamath Added: head/math/R-cran-stabledist/Makefile ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/math/R-cran-stabledist/Makefile Tue Dec 25 11:24:38 2012 (r309474) @@ -0,0 +1,18 @@ +# Created by: David Naylor <naylor.b.david@gmail.com> +# $FreeBSD$ + +PORTNAME= stabledist +DISTVERSION= 0.6-5 +CATEGORIES= math +DISTNAME= ${PORTNAME}_${DISTVERSION} + +MAINTAINER= naylor.b.david@gmail.com +COMMENT= Stable Distribution Functions + +LICENSE= GPLv2 GPLv3 +LICENSE_COMB= dual + +USE_R_MOD= yes +R_MOD_AUTOPLIST= yes + +.include <bsd.port.mk> Added: head/math/R-cran-stabledist/distinfo ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/math/R-cran-stabledist/distinfo Tue Dec 25 11:24:38 2012 (r309474) @@ -0,0 +1,2 @@ +SHA256 (stabledist_0.6-5.tar.gz) = 4d5ec07b374d709c4870eaa1e0990fcf3300e0072c50a47ea9d906c6e14c0e9e +SIZE (stabledist_0.6-5.tar.gz) = 30938 Added: head/math/R-cran-stabledist/pkg-descr ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/math/R-cran-stabledist/pkg-descr Tue Dec 25 11:24:38 2012 (r309474) @@ -0,0 +1,5 @@ +A collection and description of functions to compute density, +distribution and quantile function and to generate random variates +of the stable distribution. + +WWW: http://cran.r-project.org/web/packages/stabledist/ _______________________________________________ svn-ports-all@freebsd.org mailing list http://lists.freebsd.org/mailman/listinfo/svn-ports-all To unsubscribe, send any mail to "svn-ports-all-unsubscribe@freebsd.org"
Author: tota Date: Tue Dec 25 11:28:21 2012 New Revision: 309475 URL: http://svnweb.freebsd.org/changeset/ports/309475 Log: - Add a new port: finance/R-cran-timeDate Package of calendar, date, time tools and utilities for Rmetrics. WWW: http://cran.r-project.org/web/packages/timeDate/ PR: ports/172298 (based on) Submitted by: David Naylor <naylor.b.david_AT_gmail_DOT_com> Added: head/finance/R-cran-timeDate/ head/finance/R-cran-timeDate/Makefile (contents, props changed) head/finance/R-cran-timeDate/distinfo (contents, props changed) head/finance/R-cran-timeDate/pkg-descr (contents, props changed) Modified: head/finance/Makefile Modified: head/finance/Makefile ============================================================================== --- head/finance/Makefile Tue Dec 25 11:24:38 2012 (r309474) +++ head/finance/Makefile Tue Dec 25 11:28:21 2012 (r309475) @@ -12,6 +12,7 @@ SUBDIR += R-cran-plm SUBDIR += R-cran-quantmod SUBDIR += R-cran-strucchange + SUBDIR += R-cran-timeDate SUBDIR += R-cran-urca SUBDIR += R-cran-vars SUBDIR += aqbanking Added: head/finance/R-cran-timeDate/Makefile ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-timeDate/Makefile Tue Dec 25 11:28:21 2012 (r309475) @@ -0,0 +1,18 @@ +# Created by: David Naylor <naylor.b.david@gmail.com> +# $FreeBSD$ + +PORTNAME= timeDate +PORTVERSION= 2160.97 +CATEGORIES= finance +DISTNAME= ${PORTNAME}_${PORTVERSION} + +MAINTAINER= naylor.b.david@gmail.com +COMMENT= Chronological and Calendar Objects + +LICENSE= GPLv2 GPLv3 +LICENSE_COMB= dual + +USE_R_MOD= yes +R_MOD_AUTOPLIST= yes + +.include <bsd.port.mk> Added: head/finance/R-cran-timeDate/distinfo ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-timeDate/distinfo Tue Dec 25 11:28:21 2012 (r309475) @@ -0,0 +1,2 @@ +SHA256 (timeDate_2160.97.tar.gz) = 42a832e42b5feb173fbf9bf635fac814085f7f64fded2c90efd7a1d4720181f3 +SIZE (timeDate_2160.97.tar.gz) = 299110 Added: head/finance/R-cran-timeDate/pkg-descr ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-timeDate/pkg-descr Tue Dec 25 11:28:21 2012 (r309475) @@ -0,0 +1,3 @@ +Package of calendar, date, time tools and utilities for Rmetrics. + +WWW: http://cran.r-project.org/web/packages/timeDate/ _______________________________________________ svn-ports-all@freebsd.org mailing list http://lists.freebsd.org/mailman/listinfo/svn-ports-all To unsubscribe, send any mail to "svn-ports-all-unsubscribe@freebsd.org"
Author: tota Date: Tue Dec 25 11:31:08 2012 New Revision: 309476 URL: http://svnweb.freebsd.org/changeset/ports/309476 Log: - Add a new port: finance/R-cran-timeSeries Package of time series tools and utilities. WWW: http://cran.r-project.org/web/packages/timeSeries/ PR: ports/172298 (based on) Submitted by: David Naylor <naylor.b.david_AT_gmail_DOT_com> Added: head/finance/R-cran-timeSeries/ head/finance/R-cran-timeSeries/Makefile (contents, props changed) head/finance/R-cran-timeSeries/distinfo (contents, props changed) head/finance/R-cran-timeSeries/pkg-descr (contents, props changed) Modified: head/finance/Makefile Modified: head/finance/Makefile ============================================================================== --- head/finance/Makefile Tue Dec 25 11:28:21 2012 (r309475) +++ head/finance/Makefile Tue Dec 25 11:31:08 2012 (r309476) @@ -13,6 +13,7 @@ SUBDIR += R-cran-quantmod SUBDIR += R-cran-strucchange SUBDIR += R-cran-timeDate + SUBDIR += R-cran-timeSeries SUBDIR += R-cran-urca SUBDIR += R-cran-vars SUBDIR += aqbanking Added: head/finance/R-cran-timeSeries/Makefile ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-timeSeries/Makefile Tue Dec 25 11:31:08 2012 (r309476) @@ -0,0 +1,20 @@ +# Created by: David Naylor <naylor.b.david@gmail.com> +# $FreeBSD$ + +PORTNAME= timeSeries +PORTVERSION= 2160.95 +CATEGORIES= finance +DISTNAME= ${PORTNAME}_${PORTVERSION} + +MAINTAINER= naylor.b.david@gmail.com +COMMENT= Financial Time Series Objects + +LICENSE= GPLv2 GPLv3 +LICENSE_COMB= dual + +RUN_DEPENDS= R-cran-timeDate>=2150.95:${PORTSDIR}/finance/R-cran-timeDate + +USE_R_MOD= yes +R_MOD_AUTOPLIST= yes + +.include <bsd.port.mk> Added: head/finance/R-cran-timeSeries/distinfo ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-timeSeries/distinfo Tue Dec 25 11:31:08 2012 (r309476) @@ -0,0 +1,2 @@ +SHA256 (timeSeries_2160.95.tar.gz) = 241ddb79238332d863d974d4479ec1fcf3e6500b191ae53d137fdb5985b7733d +SIZE (timeSeries_2160.95.tar.gz) = 299671 Added: head/finance/R-cran-timeSeries/pkg-descr ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-timeSeries/pkg-descr Tue Dec 25 11:31:08 2012 (r309476) @@ -0,0 +1,3 @@ +Package of time series tools and utilities. + +WWW: http://cran.r-project.org/web/packages/timeSeries/ _______________________________________________ svn-ports-all@freebsd.org mailing list http://lists.freebsd.org/mailman/listinfo/svn-ports-all To unsubscribe, send any mail to "svn-ports-all-unsubscribe@freebsd.org"
Author: tota Date: Tue Dec 25 11:33:21 2012 New Revision: 309477 URL: http://svnweb.freebsd.org/changeset/ports/309477 Log: - Add a new port: finance/R-cran-tseries Computes the Augmented Dickey-Fuller test for the null that x has a unit root. WWW: http://cran.r-project.org/web/packages/tseries/ PR: ports/172298 (based on) Submitted by: David Naylor <naylor.b.david_AT_gmail_DOT_com> Added: head/finance/R-cran-tseries/ head/finance/R-cran-tseries/Makefile (contents, props changed) head/finance/R-cran-tseries/distinfo (contents, props changed) head/finance/R-cran-tseries/pkg-descr (contents, props changed) Modified: head/finance/Makefile Modified: head/finance/Makefile ============================================================================== --- head/finance/Makefile Tue Dec 25 11:31:08 2012 (r309476) +++ head/finance/Makefile Tue Dec 25 11:33:21 2012 (r309477) @@ -14,6 +14,7 @@ SUBDIR += R-cran-strucchange SUBDIR += R-cran-timeDate SUBDIR += R-cran-timeSeries + SUBDIR += R-cran-tseries SUBDIR += R-cran-urca SUBDIR += R-cran-vars SUBDIR += aqbanking Added: head/finance/R-cran-tseries/Makefile ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-tseries/Makefile Tue Dec 25 11:33:21 2012 (r309477) @@ -0,0 +1,21 @@ +# Created by: David Naylor <naylor.b.david@gmail.com> +# $FreeBSD$ + +PORTNAME= tseries +DISTVERSION= 0.10-29 +CATEGORIES= finance +DISTNAME= ${PORTNAME}_${DISTVERSION} + +MAINTAINER= naylor.b.david@gmail.com +COMMENT= Time series analysis and computational finance + +LICENSE= GPLv2 GPLv3 +LICENSE_COMB= dual + +RUN_DEPENDS= R-cran-quadprog>0:${PORTSDIR}/math/R-cran-quadprog \ + R-cran-zoo>0:${PORTSDIR}/math/R-cran-zoo + +USE_R_MOD= yes +R_MOD_AUTOPLIST= yes + +.include <bsd.port.mk> Added: head/finance/R-cran-tseries/distinfo ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-tseries/distinfo Tue Dec 25 11:33:21 2012 (r309477) @@ -0,0 +1,2 @@ +SHA256 (tseries_0.10-29.tar.gz) = 01e2111b54ff7f6c2a61e0a95612f5b7e18a663518447d71291b517aa9e20bb9 +SIZE (tseries_0.10-29.tar.gz) = 165150 Added: head/finance/R-cran-tseries/pkg-descr ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-tseries/pkg-descr Tue Dec 25 11:33:21 2012 (r309477) @@ -0,0 +1,4 @@ +Computes the Augmented Dickey-Fuller test for the null that x has +a unit root. + +WWW: http://cran.r-project.org/web/packages/tseries/ _______________________________________________ svn-ports-all@freebsd.org mailing list http://lists.freebsd.org/mailman/listinfo/svn-ports-all To unsubscribe, send any mail to "svn-ports-all-unsubscribe@freebsd.org"
Author: tota Date: Tue Dec 25 11:36:41 2012 New Revision: 309478 URL: http://svnweb.freebsd.org/changeset/ports/309478 Log: - Add a new port: finance/R-cran-fBasics The Rmetrics "fBasics" package is a collection of functions to explore and to investigate basic properties of financial returns and related quantities. The covered fields include techniques of explorative data analysis and the investigation of distributional properties, including parameter estimation and hypothesis testing. Evenmore there are several utility functions for data handling and management. WWW: http://cran.r-project.org/web/packages/fBasics/ PR: ports/172298 (based on) Submitted by: David Naylor <naylor.b.david_AT_gmail_DOT_com> Added: head/finance/R-cran-fBasics/ head/finance/R-cran-fBasics/Makefile (contents, props changed) head/finance/R-cran-fBasics/distinfo (contents, props changed) head/finance/R-cran-fBasics/pkg-descr (contents, props changed) Modified: head/finance/Makefile Modified: head/finance/Makefile ============================================================================== --- head/finance/Makefile Tue Dec 25 11:33:21 2012 (r309477) +++ head/finance/Makefile Tue Dec 25 11:36:41 2012 (r309478) @@ -7,6 +7,7 @@ SUBDIR += R-cran-RFinanceYJ SUBDIR += R-cran-TTR SUBDIR += R-cran-ccgarch + SUBDIR += R-cran-fBasics SUBDIR += R-cran-gmm SUBDIR += R-cran-lmtest SUBDIR += R-cran-plm Added: head/finance/R-cran-fBasics/Makefile ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-fBasics/Makefile Tue Dec 25 11:36:41 2012 (r309478) @@ -0,0 +1,22 @@ +# Created by: David Naylor <naylor.b.david@gmail.com> +# $FreeBSD$ + +PORTNAME= fBasics +PORTVERSION= 2160.85 +CATEGORIES= finance +DISTNAME= ${PORTNAME}_${PORTVERSION} + +MAINTAINER= naylor.b.david@gmail.com +COMMENT= Markets and Basic Statistics + +LICENSE= GPLv2 GPLv3 +LICENSE_COMB= dual + +RUN_DEPENDS= R-cran-timeDate>0:${PORTSDIR}/finance/R-cran-timeDate \ + R-cran-timeSeries>=2100.84:${PORTSDIR}/finance/R-cran-timeSeries \ + R-cran-stabledist>0:${PORTSDIR}/math/R-cran-stabledist + +USE_R_MOD= yes +R_MOD_AUTOPLIST= yes + +.include <bsd.port.mk> Added: head/finance/R-cran-fBasics/distinfo ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-fBasics/distinfo Tue Dec 25 11:36:41 2012 (r309478) @@ -0,0 +1,2 @@ +SHA256 (fBasics_2160.85.tar.gz) = d6d7c1937e6a29a0f67234b1c3a80835ed4550e0395f5e2c66de5207f2c533f8 +SIZE (fBasics_2160.85.tar.gz) = 661835 Added: head/finance/R-cran-fBasics/pkg-descr ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-fBasics/pkg-descr Tue Dec 25 11:36:41 2012 (r309478) @@ -0,0 +1,9 @@ +The Rmetrics "fBasics" package is a collection of functions to +explore and to investigate basic properties of financial returns +and related quantities. The covered fields include techniques of +explorative data analysis and the investigation of distributional +properties, including parameter estimation and hypothesis testing. +Evenmore there are several utility functions for data handling and +management. + +WWW: http://cran.r-project.org/web/packages/fBasics/ _______________________________________________ svn-ports-all@freebsd.org mailing list http://lists.freebsd.org/mailman/listinfo/svn-ports-all To unsubscribe, send any mail to "svn-ports-all-unsubscribe@freebsd.org"
Author: tota Date: Tue Dec 25 11:41:23 2012 New Revision: 309479 URL: http://svnweb.freebsd.org/changeset/ports/309479 Log: - Add a new port: finance/R-cran-fGarch Package of econometric functions for modelling GARCH processes. WWW: http://cran.r-project.org/web/packages/fGarch/ PR: ports/172298 (based on) Submitted by: David Naylor <naylor.b.david_AT_gmail_DOT_com> Added: head/finance/R-cran-fGarch/ head/finance/R-cran-fGarch/Makefile (contents, props changed) head/finance/R-cran-fGarch/distinfo (contents, props changed) head/finance/R-cran-fGarch/pkg-descr (contents, props changed) Modified: head/finance/Makefile Modified: head/finance/Makefile ============================================================================== --- head/finance/Makefile Tue Dec 25 11:36:41 2012 (r309478) +++ head/finance/Makefile Tue Dec 25 11:41:23 2012 (r309479) @@ -8,6 +8,7 @@ SUBDIR += R-cran-TTR SUBDIR += R-cran-ccgarch SUBDIR += R-cran-fBasics + SUBDIR += R-cran-fGarch SUBDIR += R-cran-gmm SUBDIR += R-cran-lmtest SUBDIR += R-cran-plm Added: head/finance/R-cran-fGarch/Makefile ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-fGarch/Makefile Tue Dec 25 11:41:23 2012 (r309479) @@ -0,0 +1,22 @@ +# Created by: David Naylor <naylor.b.david@gmail.com> +# $FreeBSD$ + +PORTNAME= fGarch +PORTVERSION= 2150.81 +CATEGORIES= finance +DISTNAME= ${PORTNAME}_${PORTVERSION} + +MAINTAINER= naylor.b.david@gmail.com +COMMENT= Autoregressive Conditional Heteroskedastic Modelling + +LICENSE= GPLv2 GPLv3 +LICENSE_COMB= dual + +RUN_DEPENDS= R-cran-timeDate>0:${PORTSDIR}/finance/R-cran-timeDate \ + R-cran-timeSeries>0:${PORTSDIR}/finance/R-cran-timeSeries \ + R-cran-fBasics>=2100.78:${PORTSDIR}/finance/R-cran-fBasics + +USE_R_MOD= yes +R_MOD_AUTOPLIST= yes + +.include <bsd.port.mk> Added: head/finance/R-cran-fGarch/distinfo ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-fGarch/distinfo Tue Dec 25 11:41:23 2012 (r309479) @@ -0,0 +1,2 @@ +SHA256 (fGarch_2150.81.tar.gz) = 3835ef4e17a35af625aa6d02542f2f1b316683691de9b21796953fadf5a844ca +SIZE (fGarch_2150.81.tar.gz) = 151484 Added: head/finance/R-cran-fGarch/pkg-descr ============================================================================== --- /dev/null 00:00:00 1970 (empty, because file is newly added) +++ head/finance/R-cran-fGarch/pkg-descr Tue Dec 25 11:41:23 2012 (r309479) @@ -0,0 +1,3 @@ +Package of econometric functions for modelling GARCH processes. + +WWW: http://cran.r-project.org/web/packages/fGarch/ _______________________________________________ svn-ports-all@freebsd.org mailing list http://lists.freebsd.org/mailman/listinfo/svn-ports-all To unsubscribe, send any mail to "svn-ports-all-unsubscribe@freebsd.org"
State Changed From-To: open->closed Committed. Thanks!