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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0.0-19 by Marius Hofert, 10 months 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
GPL (>= 3) | file LICENCE license
Imports graphics, lattice, quantmod, zoo, xts, methods, grDevices, stats, rugarch, utils, ADGofTest
Suggests combinat, copula, qrng, sfsmisc, RColorBrewer, sn, knitr, rmarkdown
Suggested by nvmix, qrmdata, zenplots.
See at CRAN