qrmtools

Tools for Quantitative Risk Management

Functions and data sets for reproducing selected results from the book "Quantitative Risk Management: Concepts, Techniques and Tools". Furthermore, new developments and auxiliary functions for Quantitative Risk Management practice.

Total

9,698

Last month

437

Last week

68

Average per day

15

Daily downloads

Total downloads

Description file content

Package
qrmtools
Version
0.0-8
Encoding
UTF-8
Title
Tools for Quantitative Risk Management
Description
Functions and data sets for reproducing selected results from the book "Quantitative Risk Management: Concepts, Techniques and Tools". Furthermore, new developments and auxiliary functions for Quantitative Risk Management practice.
Author
Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]
Maintainer
Marius Hofert
Depends
R (>= 3.2.0)
Imports
graphics, lattice, quantmod, Quandl, zoo, xts, methods, grDevices, stats, rugarch, utils
Suggests
combinat, copula, knitr, mvtnorm, QRM, sfsmisc, RColorBrewer, sn
Enhances
License
GPL-2 | GPL-3
NeedsCompilation
yes
VignetteBuilder
knitr
Repository
CRAN
Date/Publication
2018-01-25 22:07:43 UTC
Packaged
2018-01-25 21:15:20 UTC; mhofert

install.packages('qrmtools')

0.0-8

27 days ago

Marius Hofert

GPL-2 | GPL-3

Depends on

R (>= 3.2.0)

Imports

graphics, lattice, quantmod, Quandl, zoo, xts, methods, grDevices, stats, rugarch, utils

Suggests

combinat, copula, knitr, mvtnorm, QRM, sfsmisc, RColorBrewer, sn

Discussions