# Software

### Software

Software

R

FixedPoint: Algorithms for Finding Fixed Point Vectors of Functions.

schumaker: Schumaker Shape-Preserving Spline.

Julia

HighFrequencyCovariance.jl - A package for estimating covariance matrices with high frequency financial data.

SchumakerSpline.jl: A shape preserving spline implementation in Julia.

FixedPointAcceleration.jl - Algorithms for Finding Fixed Point Vectors of Functions.

UnivariateFunctions.jl - A univariate algebra, calculus and interpolation package.

StochasticIntegrals.jl - A package for estimating the covariance between Ito integrals and sampling from this covariance matrix.

BayesianIntegral.jl - A package for implementing Bayes-Hermite Quadrature (also known as Bayesian Monte Carlo).