QRM (0.4-13)

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Provides R-Language Code to Examine Quantitative Risk Management Concepts.

http://cran.r-project.org/web/packages/QRM

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

Maintainer: Bernhard Pfaff
Author(s): Bernhard Pfaff [aut, cre], Marius Hofert [ctb], Alexander McNeil [aut] (S-Plus original (QRMlib)), Scott Ulmann [trl] (First R port as package QRMlib)

License: GPL (>= 2)

Uses: gsl, Matrix, mgcv, mvtnorm, numDeriv, Rcpp, timeDate, timeSeries
Reverse suggests: qrmtools

Released about 1 year ago.


4 previous versions

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