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.
| Version: | 0.0-19 |
| Depends: | R (≥ 3.2.0) |
| Imports: | graphics,lattice,quantmod,zoo,xts, methods, grDevices, stats,rugarch, utils,ADGofTest |
| Suggests: | combinat,copula,qrng,sfsmisc,RColorBrewer,sn,knitr,rmarkdown |
| Published: | 2025-12-10 |
| DOI: | 10.32614/CRAN.package.qrmtools |
| Author: | Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut] |
| Maintainer: | Marius Hofert <mhofert at hku.hk> |
| License: | GPL (≥ 3) | fileLICENCE |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| In views: | Distributions,Finance |
| CRAN checks: | qrmtools results |