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.

Package details

AuthorBernhard Pfaff [aut, cre], Marius Hofert [ctb], Alexander McNeil) [aut] (QRMlib), Scott Ulmann [trl] (First R port as package QRMlib)
MaintainerBernhard Pfaff <bernhard@pfaffikus.de>
LicenseGPL (>= 2)
Version0.4-35
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("QRM")

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QRM documentation built on April 12, 2025, 1:15 a.m.