qrmdata: Data Sets for Quantitative Risk Management Practice

Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.

Version: 2016-01-03-1
Depends: R (≥ 3.0.0)
Imports: xts
Suggests: knitr, qrmtools
Published: 2016-05-29
Author: Marius Hofert [aut, cre], Kurt Hornik [aut]
Maintainer: Marius Hofert <marius.hofert at uwaterloo.ca>
License: GPL-2 | GPL-3
NeedsCompilation: no
CRAN checks: qrmdata results


Reference manual: qrmdata.pdf
Vignettes: Fetching the Datasets of qrmdata
Package source: qrmdata_2016-01-03-1.tar.gz
Windows binaries: r-devel: qrmdata_2016-01-03-1.zip, r-release: qrmdata_2016-01-03-1.zip, r-oldrel: qrmdata_2016-01-03-1.zip
OS X binaries: r-release: qrmdata_2016-01-03-1.tgz, r-oldrel: qrmdata_2016-01-03-1.tgz

Reverse dependencies:

Reverse suggests: gnn, zenplots


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