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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.
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Package details |
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| 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@pfaffikus.de> |
| License | GPL (>= 2) |
| Version | 0.4-31 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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