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qrmdata: Data Sets for Quantitative Risk Management Practice

Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.

Version: 2024-03-04-2
Depends: R (≥ 3.5.0)
Imports: xts
Suggests: knitr, qrmtools, lattice
Published: 2024-03-04
DOI: 10.32614/CRAN.package.qrmdata
Author: Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]
Maintainer: Marius Hofert <mhofert at hku.hk>
License: GPL-2 | GPL-3
NeedsCompilation: no
Materials: NEWS
In views: Finance
CRAN checks: qrmdata results

Documentation:

Reference manual: qrmdata.pdf

Downloads:

Package source: qrmdata_2024-03-04-2.tar.gz
Windows binaries: r-devel: qrmdata_2024-03-04-2.zip, r-release: qrmdata_2024-03-04-2.zip, r-oldrel: qrmdata_2024-03-04-2.zip
macOS binaries: r-release (arm64): qrmdata_2024-03-04-2.tgz, r-oldrel (arm64): qrmdata_2024-03-04-2.tgz, r-release (x86_64): qrmdata_2024-03-04-2.tgz, r-oldrel (x86_64): qrmdata_2024-03-04-2.tgz
Old sources: qrmdata archive

Reverse dependencies:

Reverse suggests: gnn, nvmix, zenplots

Linking:

Please use the canonical form https://CRAN.R-project.org/package=qrmdata 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.
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