QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts

Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.

Version:	0.4-35
Depends:	R (≥ 2.10.0), gsl, Matrix, mvtnorm, numDeriv, timeSeries
Imports:	Rcpp (≥ 0.11.1), mgcv, methods, timeDate
LinkingTo:	Rcpp
Published:	2025-04-06
DOI:	10.32614/CRAN.package.QRM
Author:	Bernhard Pfaff [aut, cre], Marius Hofert [ctb], Alexander McNeil) [aut] (QRMlib), Scott Ulmann [trl] (First R port as package QRMlib)
Maintainer:	Bernhard Pfaff <bernhard at pfaffikus.de>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
In views:	Distributions, ExtremeValue
CRAN checks:	QRM results

Documentation:

Reference manual:

QRM.html , QRM.pdf

Downloads:

Package source:	QRM_0.4-35.tar.gz
Windows binaries:	r-devel: QRM_0.4-35.zip, r-release: QRM_0.4-35.zip, r-oldrel: QRM_0.4-35.zip
macOS binaries:	r-release (arm64): QRM_0.4-35.tgz, r-oldrel (arm64): QRM_0.4-35.tgz, r-release (x86_64): QRM_0.4-35.tgz, r-oldrel (x86_64): QRM_0.4-35.tgz
Old sources:	QRM archive

Reverse dependencies:

Reverse imports:	AZIAD, BFpack
Reverse suggests:	fitteR, nvmix

Linking:

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