jianf7/anomalous-acm
Anomalous time series package for R (ACM)
Mostly R code files for my posts on www.returnandrisk.com.
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Anomalous time series package for R (ACM)
git@bitbucket.org:b-rodrigues/programmingeconometrics.git
Anomaly Detection with R
Ilya Kipnis's miscellaneous quantstrat extensions, indicators, and order-sizing functions.