API for QRM
Provides R-Language Code to Examine Quantitative Risk Management Concepts

Global functions
BiDensPlot Man page Source code
ConvertDFToTimeSeries Man page Source code
CopulaStudent Man page
CovToCor Man page Source code
Credit Man page
DJ Man page
DJ.df Man page
DrlogL Source code
EGIG Man page Source code
EMupdate Man page Source code
ES Man page
ESnorm Man page Source code
ESst Man page Source code
ElogGIG Man page Source code
FXGBP Man page
FXGBP.df Man page
GEV Man page
GIG Man page
GPD Man page
GPD.predict Man page Source code
Gauss Man page
Kendall Man page Source code
MCECM.Qfunc Man page Source code
MCECMupdate Man page Source code
MEplot Man page Source code
MardiaTest Man page Source code
NH Man page
POT Man page
Pconstruct Man page Source code
Pdeconstruct Man page Source code
PointProcess Man page
QQplot Man page Source code
QRM-defunct Man page
QRM-package Man page
RiskMeasures Man page Source code
SEprocExciteFunc Man page Source code
Spearman Man page Source code
Student Man page
VaRbound Man page Source code
adjustD Source code
aggregateMonthlySeries Man page Source code
aggregateQuarterlySeries Man page Source code
aggregateSignalSeries Man page Source code
aggregateWeeklySeries Man page Source code
besselM3 Man page Source code
cac40 Man page
cac40.df Man page
cal.beta Man page Source code
cal.claytonmix Man page Source code
cal.probitnorm Man page Source code
dGEV Man page Source code
dGPD Man page Source code
dGumbel Man page Source code
danish Man page
danish.df Man page
dclaytonmix Man page Source code
dcopula.AC Man page Source code
dcopula.clayton Man page Source code
dcopula.gauss Man page Source code
dcopula.gumbel Man page Source code
dcopula.t Man page Source code
dghyp Man page Source code
dghypB Man page Source code
dji Man page
dji.df Man page
dmghyp Man page Source code
dmnorm Man page Source code
dmt Man page Source code
dprobitnorm Man page Source code
dsmghyp Man page Source code
edf Man page Source code
eigenmeth Man page Source code
equicorr Man page Source code
extremalPP Man page Source code
findthreshold Man page Source code
fit.AC Man page Source code
fit.Archcopula2d Man page Source code
fit.GEV Man page Source code
fit.GPD Man page Source code
fit.GPDb Man page Source code
fit.NH Man page Source code
fit.POT Man page Source code
fit.binomial Man page Source code
fit.binomialBeta Man page Source code
fit.binomialLogitnorm Man page Source code
fit.binomialProbitnorm Man page Source code
fit.gausscopula Man page Source code
fit.mNH Man page Source code
fit.mst Man page Source code
fit.norm Man page Source code
fit.seMPP Man page Source code
fit.sePP Man page Source code
fit.st Man page Source code
fit.tcopula Man page Source code
fit.tcopula.rank Man page Source code
ftse100 Man page
ftse100.df Man page
gam.predict Man page Source code
gamGPDboot Man page Source code
gamGPDfit Man page Source code
gamGPDfitUp Source code
get.GPD.fit Man page Source code
get.gam.fit Man page Source code
hessb Man page Source code
hill Man page Source code
hillPlot Man page Source code
hsi Man page
hsi.df Man page
jointnormalTest Man page Source code
kurtosisSPlus Man page Source code
lbeta Man page Source code
mk.returns Man page Source code
momest Man page Source code
nasdaq Man page
nasdaq.df Man page
nikkei Man page
nikkei.df Man page
oppositely.order Source code
pGEV Man page Source code
pGPD Man page Source code
pGumbel Man page Source code
pclaytonmix Man page Source code
plot.MPP Man page Source code
plot.PP Man page Source code
plot.sePP Man page Source code
plotFittedGPDvsEmpiricalExcesses Man page Source code
plotMultiTS Man page Source code
plotTail Man page Source code
pprobitnorm Man page Source code
psifunc Man page Source code
qGEV Man page Source code
qGPD Man page Source code
qGumbel Man page Source code
qst Man page Source code
rAC Man page Source code
rACp Man page Source code
rBB9Mix Man page Source code
rFrankMix Man page Source code
rGEV Man page Source code
rGIG Man page Source code
rGPD Man page Source code
rGumbel Man page Source code
rbinomial.mixture Man page Source code
rclaytonmix Man page Source code
rcopula.Gumbel2Gp Man page Source code
rcopula.GumbelNested Man page Source code
rcopula.clayton Man page Source code
rcopula.frank Man page Source code
rcopula.gauss Man page Source code
rcopula.gumbel Man page Source code
rcopula.t Man page Source code
rfrank Man page Source code
rghyp Man page Source code
rghypB Man page Source code
rgig Man page Source code
risk.measure Man page Source code
rlogL Source code
rlogitnorm Man page Source code
rmghyp Man page Source code
rmnorm Man page Source code
rmt Man page Source code
rprobitnorm Man page Source code
rstable Man page Source code
rtcopulamix Man page Source code
seMPP.negloglik Man page Source code
sePP.negloglik Man page Source code
showRM Man page Source code
signalSeries Man page Source code
smi Man page
smi.df Man page
sp500 Man page
sp500.df Man page
spdata Man page
spdata.df Man page
spdata.raw Man page
spdata.raw.df Man page
stationary.sePP Man page Source code
symmetrize Man page Source code
unmark Man page Source code
volfunction Man page Source code
xdax Man page
xdax.df Man page
xiplot Man page Source code
QRM documentation built on May 30, 2017, 12:04 a.m.