API for qrmtools
Tools for Quantitative Risk Management

Global functions
ABRA	Man page Source code
ARA	Man page Source code
Black_Scholes	Man page Source code
Black_Scholes_Greeks	Man page Source code
ELambda	Source code
ES_GPD	Man page Source code
ES_GPDtail	Man page Source code
ES_Par	Man page Source code
ES_np	Man page Source code
ES_t	Man page Source code
ES_t01	Man page Source code
GEV_shape_plot	Man page Source code
GPD_shape_plot	Man page Source code
Hill_estimator	Man page Source code
Hill_plot	Man page Source code
NA_plot	Man page Source code
RA	Man page Source code
RVaR_np	Man page Source code
VaR_GPD	Man page Source code
VaR_GPDtail	Man page Source code
VaR_Par	Man page Source code
VaR_bounds_hom	Man page Source code
VaR_np	Man page Source code
VaR_t	Man page Source code
VaR_t01	Man page Source code
Wang_h	Source code
Wang_h_aux	Source code
alloc_ellip	Man page Source code
alloc_np	Man page Source code
bar_pPar_primitive	Source code
block_rearrange	Man page Source code
catch	Man page Source code
check_distr	Source code
composite	Source code
conditioning	Man page Source code
crude_VaR_bounds	Man page Source code
dGEV	Man page Source code
dGPD	Man page Source code
dGPDtail	Man page Source code
dPar	Man page Source code
dcomposite	Source code
deBrowning	Man page Source code
dual_bound	Man page Source code
dual_bound_2	Source code
dual_bound_2_deriv_term	Source code
edf_plot	Man page Source code
eqf_plot	Man page Source code
eval_named_distr	Source code
fit_ARMA_GARCH	Man page Source code
fit_GARCH_11	Man page Source code
fit_GEV_MLE	Man page Source code
fit_GEV_PWM	Man page Source code
fit_GEV_quantile	Man page Source code
fit_GPD_MLE	Man page Source code
fit_GPD_MOM	Man page Source code
fit_GPD_PWM	Man page Source code
gEX	Man page Source code
gVaR	Man page Source code
get_data	Man page Source code
hierarchical_matrix	Man page Source code
indices_opp_ordered_to	Source code
logLik_GARCH_11	Source code
logLik_GEV	Man page Source code
logLik_GPD	Man page Source code
maha2_test	Man page Source code
mardia_test	Man page Source code
matrix_density_plot	Man page Source code
matrix_plot	Man page Source code
mean_excess_GPD	Man page Source code
mean_excess_np	Man page Source code
mean_excess_plot	Man page Source code
num_of_opp_ordered_cols	Source code
pGEV	Man page Source code
pGPD	Man page Source code
pGPDtail	Man page Source code
pPar	Man page Source code
pcomposite	Source code
pp_plot	Man page Source code
qGEV	Man page Source code
qGPD	Man page Source code
qGPDtail	Man page Source code
qPar	Man page Source code
qcomposite	Source code
qq_plot	Man page Source code
rBrownian	Man page Source code
rGEV	Man page Source code
rGPD	Man page Source code
rGPDtail	Man page Source code
rPar	Man page Source code
rcomposite	Source code
rearrange	Man page Source code
returns	Man page Source code
returns_qrmtools	Man page
seq2	Source code
step_plot	Man page Source code
tail_estimator_GPD	Source code
tail_index_GARCH_11	Man page Source code
tail_plot	Man page Source code