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

This package is designed to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Rudiger Frey, and Paul Embrechts.

Version: 0.4-10
Depends: R (≥ 3.0.1), gsl, Matrix, mvtnorm, numDeriv, timeSeries
Imports: Rcpp (≥ 0.11.1), mgcv
LinkingTo: Rcpp
Published: 2014-05-16
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
CRAN checks: QRM results

Downloads:

Reference manual: QRM.pdf
Package source: QRM_0.4-10.tar.gz
Windows binaries: r-devel: QRM_0.4-10.zip, r-release: QRM_0.4-10.zip, r-oldrel: QRM_0.4-10.zip
OS X Snow Leopard binaries: r-release: QRM_0.4-10.tgz, r-oldrel: QRM_0.4-10.tgz
OS X Mavericks binaries: r-release: not available
Old sources: QRM archive

Reverse dependencies:

Reverse depends: BayesMed