This is the Debian GNU/Linux r-cran-rmetrics package of Rmetrics, a
meta-package that depends on the various component packages of
Rmetrics, a collection of packages for financial engineering and
computational finance. Rmetrics and its components were written and
compiled primarily by Diethelm Wuertz.

This package was created by Dirk Eddelbuettel <edd@debian.org>.
The sources were downloaded from 
	http://www.rmetrics.org
and are also available from
	http://cran.r-project.org/src/contrib/
and all CRAN mirrors as e.g.
	http://cran.us.r-project.org/src/contrib/

The package was renamed from its upstream name 'Rmetrics' to
'r-cran-rmetrics' to fit the pattern of CRAN (and non-CRAN) packages
for R.

Rmetrics is copyright by Diethelm Wuertz, and others, and released under
the GNU General Public License (GPL).

On a Debian GNU/Linux system, the GPL license is included in the file
/usr/share/common-licenses/GPL.

For reference, the upstream DESCRIPTION file is included below:

  Package: Rmetrics
  Version: 251.70
  Date: 1997 - 2007
  Title: Rmetrics - Financial Engineering and Computational Finance
  Author: Diethelm Wuertz and many others, see the SOURCE file
  Depends: R (>= 2.2.1), fEcofin, fCalendar, fBasics, fSeries, fMultivar, fExtremes, fCopulae, fOptions, fPortfolio
  Maintainer: Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
  Description: Environment for teaching "Financial Engineering and Computational Finance"
  NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE.
        THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES,
        AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
  LazyLoad: no
  LazyData: yes
  License: GPL Version 2 or later
  URL: http://www.rmetrics.org
  Packaged: Tue Jul 10 06:55:19 2007; myself
 
There is no file SOURCE in tar.gz archives, but each source file
contains the file COPYRIGHT.html from which the following segment has
been extracted. All the components listed below are part of Debian in
the different (R source) packages listed.

________________________________________________________________________________
Copyrights (C) for 

    R:  
      see R's copyright and license file
      
    Version R 2.0.0 claims:
    - The stub packages from 1.9.x have been removed.
    - All the datasets formerly in packages 'base' and 'stats' have
      been moved to a new package 'datasets'. 
    - Package 'graphics' has been split into 'grDevices' (the graphics
      devices shared between base and grid graphics) and 'graphics'
      (base graphics). 
    - Packages must have been re-installed for this version, and
      library() will enforce this.
    - Package names must now be given exactly in library() and
      require(), regardless of whether the underlying file system is
      case-sensitive or not.    

________________________________________________________________________________
for 
    
    Rmetrics:
      (C) 1999-2005, Diethelm Wuertz, GPL
      Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
      www.rmetrics.org
      info@rmetrics.org
 
________________________________________________________________________________
for non default loaded basic packages part of R's basic distribution

    MASS:    
      Main Package of Venables and Ripley's MASS.
      We assume that MASS is available. 
      Package 'lqs' has been returned to 'MASS'.  
      S original by Venables & Ripley.
      R port by Brian Ripley <ripley@stats.ox.ac.uk>.
      Earlier work by Kurt Hornik and Albrecht Gebhardt.
    methods: 
      Formally defined methods and classes for R objects, plus other 
      programming tools, as described in the reference "Programming 
      with Data" (1998), John M. Chambers, Springer NY. 
      R Development Core Team.
    mgcv:   
      Routines for GAMs and other generalized ridge regression
      with multiple smoothing parameter selection by GCV or UBRE.
      Also GAMMs by REML or PQL. Includes a gam() function.
      Simon Wood <simon@stats.gla.ac.uk>
    nnet: 
      Feed-forward Neural Networks and Multinomial Log-Linear Models
      Original by Venables & Ripley. 
      R port by Brian Ripley <ripley@stats.ox.ac.uk>.
      Earlier work by Kurt Hornik and Albrecht Gebhardt.
      
________________________________________________________________________________
for the code partly included as builtin functions from other R ports:

    fBasics:CDHSC.F
      GRASS program for distributional testing.
      By James Darrell McCauley <darrell@mccauley-usa.com>
      Original Fortran Source by Paul Johnson EZ006244@ALCOR.UCDAVIS.EDU>
    fBasics:nortest
      Five omnibus tests for the composite hypothesis of normality
      R-port by Juergen Gross <gross@statistik.uni-dortmund.de>
    fBasics:SYMSTB.F
      Fast numerical approximation to the Symmetric Stable distribution 
      and density functions.  
      By Hu McCulloch <mcculloch.2@osu.edu>
    fBasics:tseries
      Functions for time series analysis and computational finance.
      Compiled by Adrian Trapletti <a.trapletti@bluewin.ch>
         
    fCalendar:date     
      The tiny C program from Terry Therneau <therneau@mayo.edu> is used
      R port by Th. Lumley <thomas@biostat.washington.edu>,
      K. Halvorsen <khal@alumni.uv.es>, and 
      Kurt Hornik <Kurt.Hornik@R-project.org>
    fCalendar:holidays
      The holiday information was collected from the internet and 
      governmental sources obtained from a few dozens of websites
    fCalendar:libical
      Libical is an Open Source implementation of the IETF's 
      iCalendar Calendaring and Scheduling protocols. (RFC 2445, 2446, 
      and 2447). It parses iCal components and provides a C API for 
      manipulating the component properties, parameters, and subcomponents.
    fCalendar:vtimezone
      Olsen's VTIMEZONE database consists of data files are released under 
      the GNU General Public License, in keeping with the license options of 
      libical. 
     
    fSeries:bdstest.c
      C Program to compute the BDS Test.
      Blake LeBaron
    fSeries:fracdiff  
      R functions, help pages and the Fortran Code for the 'fracdiff' 
      function are included. 
      S original by Chris Fraley <fraley@stat.washington.edu>
      R-port by Fritz Leisch <leisch@ci.tu-wien.ac.at>
      since 2003-12: Martin Maechler
    fSeries:lmtest
      R functions and help pages for the linear modelling tests are included .
      Compiled by Torsten Hothorn <Torsten.Hothorn@rzmail.uni-erlangen.de>,
      Achim Zeileis <zeileis@ci.tuwien.ac.at>, and
      David Mitchell
    fSeries:mda    
      R functions, help pages and the Fortran Code for the 'mars' function
      are implemeted.
      S original by Trevor Hastie & Robert Tibshirani,
      R port by Friedrich Leisch, Kurt Hornik and Brian D. Ripley 
    fSeries:modreg
      Brian Ripley and the R Core Team
    fSeries:polspline   
      R functions, help pages and the C/Fortran Code for the 'polymars' 
      function are implemented
      Charles Kooperberg <clk@fhcrc.org>
    fSeries:systemfit
      Simultaneous Equation Estimation Package.
      R port by Jeff D. Hamann <jeff.hamann@forestinformatics.com> and 
      Arne Henningsen <ahenningsen@agric-econ.uni-kiel.de>
    fSeries:tseries
      Functions for time series analysis and computational finance.
      Compiled by Adrian Trapletti <a.trapletti@bluewin.ch>
    fSeries:UnitrootDistribution:
      The program uses the Fortran routine and the tables 
      from J.G. McKinnon. 
    fSeries:urca
      Unit root and cointegration tests for time series data.
      R port by Bernhard Pfaff <bernhard.pfaff@drkw.com>.
     
    fExtremes:evd
      Functions for extreme value distributions.
      R port by Alec Stephenson <alec_stephenson@hotmail.com>
      Function 'fbvpot' by Chris Ferro.
    fExtremes:evir
      Extreme Values in R
      Original S functions (EVIS) by Alexander McNeil <mcneil@math.ethz.ch>
      R port by Alec Stephenson <a.stephenson@lancaster.ac.uk>  
    fExtremes:ismev
      An Introduction to Statistical Modeling of Extreme Values
      Original S functions by Stuart Coles <Stuart.Coles@bristol.ac.uk>
      R port/documentation by Alec Stephenson <a.stephenson@lancaster.ac.uk>
      
    fOptions
      Option Pricing formulas are implemented along the book and 
      the Excel spreadsheets of E.G. Haug, "The Complete Guide to Option 
      Pricing"; documentation is partly taken from www.derivicom.com which 
      implements a C Library based on Haug. For non-academic and commercial 
      use we recommend the professional software from "www.derivicom.com".  
    fOptions:SOBOL.F
      ACM Algorithm 659 by P. Bratley and B.L. Fox
      Extension on Algorithm 659 by S. Joe and F.Y. Kuo
    fOptions:CGAMA.F
      Complex gamma and related functions.
      Fortran routines by Jianming Jin.
    fOptions:CONHYP.F
      Confluenet Hypergeometric and related functions.
      ACM Algorithm 707 by mark Nardin, W.F. Perger, A. Bhalla
             
    fPortfolio:mvtnorm
      Multivariate Normal and T Distribution.
      Alan Genz <AlanGenz@wsu.edu>, 
      Frank Bretz <bretz@ifgb.uni-hannover.de>
      R port by Torsten Hothorn <Torsten.Hothorn@rzmail.uni-erlangen.de>
    fPortfolio:quadprog
      Functions to solve Quadratic Programming Problems.
      S original by Berwin A. Turlach <berwin.turlach@anu.edu.au> 
      R port by Andreas Weingessel <Andreas.Weingessel@ci.tuwien.ac.at>
    fPortfolio:sn
      The skew-normal and skew-t distributions.
      R port by Adelchi Azzalini <adelchi.azzalini@unipd.it>
    fPortfolio:tseries
      Functions for time series analysis and computational finance.
      Compiled by Adrian Trapletti <a.trapletti@bluewin.ch>
 


