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qrmdata: Data Sets for Quantitative Risk Management Practice

Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.

Version:2025-07-24-3
Depends:R (≥ 3.5.0)
Imports:xts
Suggests:knitr,qrmtools,lattice
Published:2025-09-10
DOI:10.32614/CRAN.package.qrmdata
Author:Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]
Maintainer:Marius Hofert <mhofert at hku.hk>
License:GPL-2 |GPL-3
NeedsCompilation:no
Materials:NEWS
In views:Finance
CRAN checks:qrmdata results

Documentation:

Reference manual:qrmdata.html ,qrmdata.pdf

Downloads:

Package source: qrmdata_2025-07-24-3.tar.gz
Windows binaries: r-devel:qrmdata_2025-07-24-3.zip, r-release:qrmdata_2025-07-24-3.zip, r-oldrel:qrmdata_2025-07-24-3.zip
macOS binaries: r-release (arm64):qrmdata_2025-07-24-3.tgz, r-oldrel (arm64):qrmdata_2025-07-24-3.tgz, r-release (x86_64):qrmdata_2025-07-24-3.tgz, r-oldrel (x86_64):qrmdata_2025-07-24-3.tgz
Old sources: qrmdata archive

Reverse dependencies:

Reverse suggests:gnn,nvmix,zenplots

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=qrmdatato link to this page.


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