Man pages for qrmtools
Tools for Quantitative Risk Management

Black_ScholesBlack-Scholes formula and the Greeks
catchCatching Results, Warnings and Errors Simultaneously
edf_plotPlot of an Empirical Distribution Function
fireDanish Fire Insurance Claims
fit_GARCH_11Fast(er) and Numerically More Robust Fitting of GARCH(1,1)...
fit_GEVParameter Estimators of the Generalized Extreme Value...
fit_GPDParameter Estimators of the Generalized Pareto Distribution
get_dataTools for Getting and Working with Data
GEVGeneralized Extreme Value Distribution
GPD(Generalized) Pareto Distribution
GPD_shape_plotFitted GPD Shape as a Function of the Threshold
hierarchical_matrixConstruction of Hierarchical Matrices
matrix_density_plotDensity Plot of the Values from a Lower Triangular Matrix
matrix_plotGraphical Tool for Visualizing Matrices
mean_excessMean Excess
NA_plotGraphical Tool for Visualizing NAs in a Data Set
pp_qq_plotP-P and Q-Q Plots
returnsComputing Returns and Inverse Transformation
risk_measuresRisk Measures
tail_plotPlot of a Non-Parametric Tail Estimator
VaR_ES_boundsWorst and Best Value-at-Risk and Best Expected Shortfall for...
qrmtools documentation built on April 29, 2018, 9:03 a.m.