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.


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Reference manual

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install.packages("qrmtools")

0.0-10 by Marius Hofert, a year ago


Browse source code at https://github.com/cran/qrmtools


Authors: Marius Hofert [aut, cre] , Kurt Hornik [aut] , Alexander J. McNeil [aut]


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL (>= 3) | file LICENCE license


Imports graphics, lattice, quantmod, Quandl, zoo, xts, methods, grDevices, stats, rugarch, utils

Suggests combinat, copula, knitr, mvtnorm, QRM, sfsmisc, RColorBrewer, sn


Suggested by gnn, qrmdata, zenplots.


See at CRAN