qrmtools (0.0-8)

Tools for Quantitative Risk Management.

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

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-2 | GPL-3

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

Released almost 2 years ago.