qrmtools: Tools for Quantitative Risk Management (original) (raw)
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.
| Version: | 0.0-17 |
|---|---|
| Depends: | R (≥ 3.2.0) |
| Imports: | graphics, lattice, quantmod, Quandl, zoo, xts, methods, grDevices, stats, rugarch, utils, ADGofTest |
| Suggests: | combinat, copula, qrng, sfsmisc, RColorBrewer, sn, knitr, rmarkdown |
| Published: | 2024-03-04 |
| DOI: | 10.32614/CRAN.package.qrmtools |
| Author: | Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut] |
| Maintainer: | Marius Hofert |
| License: | GPL (≥ 3) | file |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| In views: | Distributions, Finance |
| CRAN checks: | qrmtools results |
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