Most Rmetrics components are distributed as R packages, which are add-on modules for R.
Goals
The broad goals of the projects are:
To provide widespread access to a broad range of powerful statistical and graphical methods for the analysis of market data and risk management in finance.
The Rmetrics project has a commitment to full open source discipline, with distribution via a SourceForge.net-like platform. All software contributions are expected to exist under an open source license such as GPL2, Artistic 2.0, or BSD. There are many different reasons why open-source software is beneficial to a software project in finance, including:
To provide full access to algorithms and their implementation
To facilitate software improvements through bug fixing and software extensions
To provide a workbench of tools that allows researchers to explore and expand the methods used to analyze biological data
To lead and encourage commercial support and development of those tools that are successful
To promote reproducible research by providing open and accessible tools with which to carry out that research (reproducible research is distinct from independent verification)
To encourage users to join the Rmetrics project, either by contributing Rmetrics compliant packages or documentation.
Rmetrics Repository
The Rmetrics Repository is hosted by R-forge. The following developers (in alphabetical order) contribute or have contributed to the Rmetrics packages: Andrew Ellis, Christophe Dutang, David Lüthi, David Scott, Diethelm Würtz, Francesco Gochez, Juri Hinz, Marco Perlin, Martin Mächler, Maxime Debon, Petr Savicky, Philipp Erb, Pierre Chausse, Sergio Guirreri, Spencer Graves, and Yohan Chalabi.
