QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts

Accompanying package to the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, RĂ¼diger Frey, and Paul Embrechts.

Version: 0.4-13
Depends: R (≥ 3.0.1), gsl, Matrix, mvtnorm, numDeriv, timeSeries
Imports: Rcpp (≥ 0.11.1), mgcv, methods, timeDate
LinkingTo: Rcpp
Published: 2016-03-18
Author: Bernhard Pfaff [aut, cre], Marius Hofert [ctb], Alexander McNeil [aut] (S-Plus original (QRMlib)), Scott Ulmann [trl] (First R port as package QRMlib)
Maintainer: Bernhard Pfaff <bernhard at pfaffikus.de>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
In views: Distributions, ExtremeValue
CRAN checks: QRM results


Reference manual: QRM.pdf
Package source: QRM_0.4-13.tar.gz
Windows binaries: r-devel: QRM_0.4-13.zip, r-devel-gcc8: QRM_0.4-13.zip, r-release: QRM_0.4-13.zip, r-oldrel: QRM_0.4-13.zip
OS X binaries: r-release: QRM_0.4-13.tgz, r-oldrel: QRM_0.4-13.tgz
Old sources: QRM archive

Reverse dependencies:

Reverse depends: BayesMed
Reverse imports: DAMisc, LPM
Reverse suggests: fitteR, nvmix, qrmtools


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