QRM (0.4-31)

1 user

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.

Maintainer: Bernhard Pfaff
Author(s): Bernhard Pfaff [aut, cre], Marius Hofert [ctb], Alexander McNeil [aut] (S-Plus original (QRMlib)), Scott Ulmann [trl] (First R port as package QRMlib)

License: GPL (>= 2)

Uses: gsl, Matrix, mgcv, mvtnorm, numDeriv, Rcpp, timeDate, timeSeries
Reverse suggests: fitteR, nvmix, qrmtools

Released 4 months ago.

7 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of QRM yet. Want to be the first? Write one now.

Related packages: copula, evd, lmomco, VGAM, extremefit, evir, evdbayes, revdbayes, evmix, fExtremes, Renext, lmom, RTDE, ReIns, circular, CompQuadForm, actuar, AdMit, bayesm, BiasedUrn(20 best matches, based on common tags.)

Search for QRM on google, google scholar, r-help, r-devel.

Visit QRM on R Graphical Manual.