qrmtools (0.0-9)

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

Released over 1 year ago.