qrmtools

swMATH15279CRANqrmtoolsMaRDI QIDQ27169FDOQ27169

Tools for Quantitative Risk Management

Marius Hofert, Alexander J. Mcneil, Kurt Hornik

Last update: 12 August 2022

Copyright license: GNU General Public License, File License

Software version identifier: 0.0-16

Official website: https://cran.r-project.org/web/packages/qrmtools/index.html

Source code repository: https://github.com/cran/qrmtools

Cited In (6)

• A framework for measuring association of random vectors via collapsed random variables
• qrng
• copulaData
• nvmix
• Improved algorithms for computing worst value-at-risk
• Elements of Copula Modeling with R

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