The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.
| Version: | 0.4-31 |
| Depends: | R (≥ 2.10.0), gsl, Matrix, mvtnorm, numDeriv, timeSeries |
| Imports: | Rcpp (≥ 0.11.1), mgcv, methods, timeDate |
| LinkingTo: | Rcpp |
| Published: | 2020-02-15 |
| DOI: | 10.32614/CRAN.package.QRM |
| Author: | Bernhard Pfaff [aut, cre], Marius Hofert [ctb], Alexander McNeil [aut] (S-Plus original (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 |
| Reference manual: | QRM.pdf |
| Package source: | QRM_0.4-31.tar.gz |
| Windows binaries: | r-devel: QRM_0.4-31.zip, r-release: QRM_0.4-31.zip, r-oldrel: QRM_0.4-31.zip |
| macOS binaries: | r-release (arm64): QRM_0.4-31.tgz, r-oldrel (arm64): QRM_0.4-31.tgz, r-release (x86_64): QRM_0.4-31.tgz, r-oldrel (x86_64): QRM_0.4-31.tgz |
| Old sources: | QRM archive |
| Reverse imports: | AZIAD, BFpack |
| Reverse suggests: | fitteR |
Please use the canonical form https://CRAN.R-project.org/package=QRM to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.