Package: qrmtools
Version: 0.0-17
Encoding: UTF-8
Title: Tools for Quantitative Risk Management
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.
Authors@R: c(person(given = "Marius", family = "Hofert", role = c("aut", "cre"),
                    email = "mhofert@hku.hk"),
             person(given = "Kurt", family = "Hornik", role = "aut",
                    email = "Kurt.Hornik@R-project.org"),
             person(given = "Alexander J.", family = "McNeil", role = "aut",
                    email = "alexander.mcneil@york.ac.uk"))
Author: Marius Hofert [aut, cre],
  Kurt Hornik [aut],
  Alexander J. McNeil [aut]
Maintainer: Marius Hofert <mhofert@hku.hk>
Depends: R (>= 3.2.0)
Imports: graphics, lattice, quantmod, Quandl, zoo, xts, methods,
        grDevices, stats, rugarch, utils, ADGofTest
Suggests: combinat, copula, qrng, sfsmisc, RColorBrewer, sn, knitr,
        rmarkdown
Enhances:
License: GPL (>= 3) | file LICENCE
NeedsCompilation: yes
VignetteBuilder: knitr
Repository: CRAN
Date/Publication: 2024-03-04 16:20:06 UTC
Packaged: 2024-03-04 10:22:44 UTC; mhofert
Built: R 4.3.3; x86_64-w64-mingw32; 2025-04-07 02:35:28 UTC; windows
Archs: x64
