qrmtools (0.0-12)

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Tools for Quantitative Risk Management.


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.

Maintainer: Marius Hofert
Author(s): Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]

License: GPL (>= 3) | file LICENCE

Uses: ADGofTest, lattice, Quandl, quantmod, rugarch, xts, zoo, RColorBrewer, combinat, copula, sfsmisc, sn, knitr
Reverse suggests: gnn, qrmdata, zenplots

Released 5 days ago.

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