Man pages for QRM
Provides R-Language Code to Examine Quantitative Risk Management Concepts
| Bidensplot | Bivariate Density Plot |
| cac40 | CAC 40 Stock Market Index (France) |
| CopulaAC | Archimedean Copulae |
| CopulaGauss | Gauss Copula |
| CopulaStudent | Student's t Copula |
| Credit | Credit Risk Modelling |
| danish | Danish Fire Losses |
| DJ | Dow Jones 30 Stock Prices |
| dji | Dow Jones Index |
| edf | Empirical Distribution Function |
| eigenmeth | Make Matrix Positive Definite |
| equicorr | Equal Correlation Matrix |
| ES | Expected Shortfall |
| ftse100 | FTSE 100 Stock Market Index |
| FXGBP | Sterling Exchange Rates |
| game | Smooth Parameter Estimation and Bootstrapping of Generalized... |
| game-aux | Auxiliary Functions for Extracting/Computing Results Related... |
| Gauss | Multivariate Gauss Distribution |
| GEV | Generalized Extreme Value Distribution |
| GHYP | Uni- and Multivariate Generalized Hyperbolic Distribution |
| GIG | Generalized Inverse Gaussian Distribution |
| GPD | Generalized Pareto Distribution |
| Gumbel | Gumbel Distribution |
| hsi | Hang Seng Stock Market Index |
| Kendall | Kendall's Rank Correlation |
| nasdaq | NASDAQ Stock Market Index |
| NH | Normal Inverse Gaussian and Hyperbolic Distribution |
| nikkei | Nikkei Stock Market Index |
| Pconstruct | Assemble a Correlation Matrix for ML Copula Fitting |
| Pdeconstruct | Disassemble a Correlation Matrix for ML Copula Fitting |
| POT | Peaks-over-Threshold Method |
| QQPlot | Generic Quantile-Quantile Plot |
| QRM-defunct | Defunct Functions in Package QRM |
| QRM-package | Quantitative Risk Modelling |
| smi | Swiss Market Index |
| sp500 | Standard and Poors 500 Index |
| spdata | Standard and Poors Default Data |
| spdata.raw | Standard and Poors Default Data |
| Spearman | Spearman's Rank Correlation |
| Student | Student's t Distribution |
| VaRbound | Computing lower and upper bounds for the (smallest or... |
| xdax | Xetra DAX German Index |
