qrmtools: Tools for Quantitative Risk Management

Functions and data sets for reproducing selected results from the book "Quantitative Risk Management: Concepts, Techniques and Tools". Furthermore, new developments and auxiliary functions for Quantitative Risk Management practice.

Package details

AuthorMarius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]
MaintainerMarius Hofert <marius.hofert@uwaterloo.ca>
LicenseGPL (>= 3) | file LICENCE
Version0.0-16
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("qrmtools")

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qrmtools documentation built on Aug. 12, 2022, 5:06 p.m.