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.

Maintainer: Marius Hofert <marius.hofert at uwaterloo.ca>

Author(s): Marius Hofert*, Kurt Hornik*, Alexander J. McNeil*

Install package and any missing dependencies by running this line in your R console:

install.packages("qrmtools")

Depends R (>= 3.2.0)
Imports graphics, lattice, quantmod, Quandl, zoo, xts, methods, grDevices, stats, rugarch, utils
Suggests combinat, copula, knitr, mvtnorm, QRM, sfsmisc, RColorBrewer, sn
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qrmdata, zenplots
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Package qrmtools
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Version 0.0-7
Published 2017-06-16
License GPL-2 | GPL-3
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NeedsCompilation yes
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CRAN checks qrmtools check results
Package source qrmtools_0.0-7.tar.gz