Read the data from Origin(R) project files ('*.opj')
	<https://www.originlab.com/doc/User-Guide/Origin-File-Types>.
	No write support is planned.

R infrastructure for optimally robust estimation in general smoothly
            parameterized models using S4 classes and methods as described Kohl, M.,
            Ruckdeschel, P., and Rieder, H. (2010), <doi:10.1007/s10260-010-0133-0>, and in
            Rieder, H., Kohl, M., and Ruckdeschel, P. (2008), <doi:10.1007/s10260-007-0047-7>.

Perform general purpose optimization in R using C++. A unified 
    wrapper interface is provided to call C functions of the five optimization 
    algorithms ('Nelder-Mead', 'BFGS', 'CG', 'L-BFGS-B' and 'SANN') underlying 
    optim().

A general-purpose optimisation engine that supports 
	i) Monte Carlo optimisation with Metropolis criterion [Metropolis et al. (1953) <doi:10.1063/1.1699114>, Hastings (1970) <doi:10.1093/biomet/57.1.97>]
    and Acceptance Ratio Simulated Annealing [Kirkpatrick et al. (1983) <doi:10.1126/science.220.4598.671>, Černý (1985) <doi:10.1007/BF00940812>] 
	on multiple cores, and ii) Acceptance Ratio Replica Exchange Monte 
	Carlo Optimisation. In each case, the system pseudo-temperature is 
	dynamically adjusted such that the observed acceptance ratio is kept 
	near to the desired (fixed or changing) acceptance ratio.

Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. Hull, John C. "Options, Futures, and Other Derivatives" (1997, ISBN:0-13-601589-1). Fischer Black, Myron Scholes (1973) "The Pricing of Options and Corporate Liabilities" <doi:10.1086/260062>.

Matrix reconstruction, also known as matrix completion, is the task of inferring missing entries of a partially observed matrix. This package provides a method called OptSpace, which was proposed by Keshavan, R.H., Oh, S., and Montanari, A. (2009) <doi:10.1109/ISIT.2009.5205567> for a case under low-rank assumption.