There are two new network metrics, RWC (random walk centrality) and CBET (counting betweenness). Also available are the normalized versions of those metrics. These measures of centrality and betweenness are particularly useful for the analysis of very dense weighted networks which include loops. Traditional measures do not work as well for those network characteristics. The main reference is DePaolis at al (2022) <doi:10.1007/s41109-022-00519-2>.

Provide for uniform handling of R's different time-based data classes by extending zoo, maximizing native format information preservation and allowing for user level customization and extension, while simplifying cross-class interoperability.

Based on 'STATA' xtsum command, it is used to compute summary statistics for a panel data set. It generates overall, between-group, and within-group statistics for specified variables in a panel data set, as presented in S. Porter (2023) <https://stephenporter.org/files/xtsum_handout.pdf>, StataCorp (2023) <https://www.stata.com/manuals/xtxtsum.pdf>.

Implements an iterative mean-variance panel regression estimator
    that allows both the mean and variance of the dependent variable to be 
    functions of covariates. The method alternates between estimating a mean 
    equation (using generalized linear models with Gaussian family) and a 
    variance equation (using generalized linear models with Gamma family on 
    squared within-group residuals) until convergence. Based on the methodology 
    in Mooi-Reci and Liao (2025) <doi:10.1093/esr/jcae052>.

This is a collection of some useful functions when dealing with text data. 
    Currently it only contains a very efficient function of decoding HTML entities
    in character vectors by 'Rcpp' routine.

Calculates a number of valuation adjustments including CVA, DVA,
    FBA, FCA, MVA and KVA. A two-way margin agreement has been implemented. For
    the KVA calculation four regulatory frameworks are supported: CEM, (simplified) SA-CCR, OEM
	and IMM. The probability of default is implied through the credit spreads curve.
    The package supports an exposure calculation based on SA-CCR which includes several trade types
    and a simulated path which is currently available only for Interest Rate Swaps. The latest regulatory capital charge methodologies
    have been implementing including BA-CVA & SA-CVA.