QRMlib (1.4.5)

Provides R-language code to examine Quantitative Risk Management concepts.

http://www.ma.hw.ac.uk/~mcneil/book/index.html
http://cran.r-project.org/web/packages/QRMlib

Maintainer: R-language version by Scott Ulman
Author(s): Alexander McNeil for S-Plus original; R port by Scott Ulman

License: GPL (>= 2)

Uses: chron, fSeries, mvtnorm
Reverse depends: MHadaptive

Released over 10 years ago.