About Rmetrics


Rmetrics Open Source Project

 With hundreds of functions built on modern methods, the Rmetrics open source software combines exploratory data analysis, statistical modelling and rapid model prototyping. The R/Rmetrics packages are embedded in R, building an environment which creates a first class system for applications in teaching statistics and finance. Rmetrics covers Time Series Econometrics, Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more.

Rmetrics Association

is a non-profit taking association working in the public interest. The Rmetrics Association provides support for innovations in financial computing. We believe that the Rmetrics Open Source software has become a valuable educational tool and that it is worth ensuring its continued development and the development of future innovations in software for statistical and computational research in finance. Rmetrics provides a reference point for individuals and institutions that want to support or interact with the Rmetrics development community. Rmetrics encourages students to participate in Rmetrics' activities in the context of Student Internships.

Rmetrics Software Evalution

If you like to get an impression of the size and quality of the Open Source Rmetrics Program have a look on the Ohloh Rmetrics Software Evaluation. The Evalutions gives an overview about the Software Development (Code Analysis, Estimated Cost), the people behind it, and its community.

Contributions to Rmetrics

are coming from several educuational institutions world wide. These include

  • Rmetrics web site and documentation project supported by ITP/Econophysics ETH Zurich
  • Organization of Summerschools and Workshops, supported by ITP/Econophysics ETH Zurich
  • R-sig-Finance Help and Mailing List, supported by SfS ETH Zurich
  • R-forge development server, supported by University of Economics Vienna
  • CRAN Test and Distribution Server for R software, supported by University of Economics Vienna
  • Debian Linux integration, Debian Association

Many thanks to all behind these projects who gave us continuous support over the last years.


Rmetrics Association