The etm (empirical transition matrix) package permits to estimate the matrix of transition probabilities for any time-inhomogeneous multi-state model with finite state space using the Aalen-Johansen estimator. Functions for data preparation and for displaying are also included (Allignol et al., 2011 <doi:10.18637/jss.v038.i04>). Functionals of the Aalen-Johansen estimator, e.g., excess length-of-stay in an intermediate state, can also be computed (Allignol et al. 2011 <doi:10.1007/s00180-010-0200-x>).

Use R to interface with the 'ETRADE' API <https://developer.etrade.com/home>.
    Functions include authentication, trading, quote requests, account information, and option 
    chains. A user will need an ETRADE brokerage account and 'ETRADE' API approval. See README 
    for authentication process and examples.

Implementation of Energy Trees, a statistical model to perform 
    classification and regression with structured and mixed-type data. The
    model has a similar structure to Conditional Trees, but brings in Energy
    Statistics to test independence between variables that are possibly 
    structured and of different nature. Currently, the package covers functions
    and graphs as structured covariates. It builds upon 'partykit' to
    provide functionalities for fitting, printing, plotting, and predicting with
    Energy Trees. Energy Trees are described in Giubilei et al. (2022) 
    <arXiv:2207.04430>.

Provides a collection of functions to perform core tasks within
    Energy Trading and Risk Management (ETRM). Calculation of maximum smoothness 
    forward price curves for electricity and natural gas contracts with flow delivery, as presented in
    F. E. Benth, S. Koekebakker, and F. Ollmar (2007) <doi:10.3905/jod.2007.694791>
    and F. E. Benth,  J. S. Benth,  and S. Koekebakker (2008) <doi:10.1142/6811>.
    Portfolio insurance trading strategies for price risk management in the forward market, see
    F. Black (1976) <doi:10.1016/0304-405X(76)90024-6>, 
    T. Bjork (2009) <https://EconPapers.repec.org/RePEc:oxp:obooks:9780199574742>,  
    F. Black and R. W. Jones (1987) <doi:10.3905/jpm.1987.409131> and
    H. E. Leland (1980) <http://www.jstor.org/stable/2327419>.