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.

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Description file content

Package
qrmtools
Version
0.0-7
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.
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
2017-06-16 21:28:20 UTC
Packaged
2017-06-16 20:50:30 UTC; mhofert
Author
Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]

install.packages('qrmtools')

0.0-7

5 months 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

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