Author Archives: javlacalle

latexr: efficient compilation of dynamic reports integrating LaTeX and R

Posted on March 23, 2017 by javlacalle

I have been working on the ideas and scripts introduced in this previous post. The result is a new set of scripts packaged in this latexR.tar.gz file. The main enhancements are the following: An environment can be assigned to each … Continue reading →

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ARIMA-model-based decomposition of time series in R
The tsdecomp R package

Posted on January 4, 2017 by javlacalle

I have recently submitted a new package to CRAN. The tsdecomp package performs ARIMA-model-based decomposition of time series data. It is intended mainly for annual, quarterly and monthly time series. Upon an ARIMA model fitted to the observed data, the … Continue reading →

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The uroot R package is back

Posted on March 19, 2016 by javlacalle

I have recently submitted to CRAN a new version of package uroot. It is based on a older version of the package that I developed for my graduate dissertation. At present, the package implements the Canova and Hansen (CH) [1] … Continue reading →

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Airline prices database

Posted on December 21, 2015 by javlacalle

Whenever we travel by plane, the following question arises: What is the best time to buy the flight tickets? In general, booking early is advisable, since the prices tend to rise as we get nearer to the departure date, which … Continue reading →

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An application of OpenMP and Graphics Processing Units parallel threads
Numerical distribution functions of unit root tests

Posted on October 3, 2015 by javlacalle

Lately, I have been learning to programme on a Graphics Processing Unit (GPU). Thanks to the CUDA computing platform, it is relatively easy to programme on these devices. Despite the syntax is simple, it requires some experimentation, trial and errors, … Continue reading →

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