Showing posts with label Java. Show all posts
Showing posts with label Java. Show all posts

Using Java functions in JAR file from R using rJava

This post explains how to call Java functions from jar file in R. This is useful especially when derivatives pricing or risk calculation engine already have been developed well in the form of Java in your company.

rJava with User-defined R Functions in Eclipse

This post shows how to call user-defined functions in R script from Eclipse Java with rJava package. This work will improve code readability and minimize the likelihood of errors in such a way that it reduces multiples lines of R codes.

Using R code in Java Eclipse with rJava

This post shows how to use R code in Eclipse IDE for Java with rJava package. But this work requires several environment setting which is a little bit confusing. Although there are some good posts regarding this issue, we use a step by step guide with detailed screen captures for clear understanding.

How to Use Obba for a link between Java and Excel

This post shows the step by step guide on how to use Obba. Obba is a Java object handler for excel spreadsheet applications. Obba documentations are very good for the intermediate or advanced level. For the beginner or novice, we provide some useful examples for more clear understanding.

Tentative Topics (Keeping Track to Avoid Forgetting)

Segmented Nelson-Siegel model
Shifting Endpoints Nelson-Siegel model
Nadaraya-Watson estimator
Locally weighted scatterplot smoothing (LOWESS)
Time-Varying Parameter Vector Autoregressions (TVP-VAR)
Time-varying or Dynamic Copula
Bayesian VAR
Adrian-Crump-Moench (ACM) term premium model
GARCH-EVT-Copula approach