QRM
Provides R-Language Code to Examine Quantitative Risk Management Concepts
Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.
- Version0.4-31
- R version≥ 2.10.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release02/15/2020
Documentation
Team
Bernhard Pfaff
Marius Hofert
Show author detailsRolesContributorAlexander McNeil
Show author detailsRolesAuthorScott Ulmann
Show author detailsRolesTranslator
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- Depends6 packages
- Imports4 packages
- Linking To1 package
- Reverse Imports2 packages
- Reverse Suggests1 package