qrmtools

MaRDI QIDQ27169swMATHCRANFDO

Authors Marius Hofert, Kurt Hornik, Alexander J. McNeil

Last update 10 December 2025

Copyright license GNU General Public License, File License

Software version identifier 0.0-16, PACKAGES.rds, 0.0-1, 0.0-3, 0.0-4, 0.0-5, 0.0-6, 0.0-7, 0.0-8, 0.0-9, 0.0-10, 0.0-11, 0.0-12, 0.0-13, 0.0-14, 0.0-15, 0.0-17, 0.0-18, 0.0-19

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

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

Description

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.

Cited in

(6)

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

This page was built for software: qrmtools