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
GEV_shape_plot Man page Source code
GPD_shape_plot Man page Source code
NA_plot Man page Source code
RA 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
Wang_h Source code
Wang_h_aux 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
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
dual_bound Man page Source code
dual_bound_2 Source code
dual_bound_2_deriv_term Source code
edf_plot Man page Source code
eval_named_distr Source code
fire Man page
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
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
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
tail_estimator_GPD Source code
tail_plot Man page Source code
qrmtools documentation built on Nov. 12, 2018, 9:04 a.m.