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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.

Versions across snapshots

VersionRepositoryFileSize
0.4-35 rolling linux/jammy R-4.5 QRM_0.4-35.tar.gz 1.4 MiB
0.4-35 rolling linux/noble R-4.5 QRM_0.4-35.tar.gz 1.4 MiB
0.4-35 rolling source/ R- QRM_0.4-35.tar.gz 840.5 KiB
0.4-35 latest linux/noble R-4.5 QRM_0.4-35.tar.gz 1.4 MiB
0.4-35 latest source/ R- QRM_0.4-35.tar.gz 840.5 KiB
0.4-35 latest linux/jammy R-4.5 QRM_0.4-35.tar.gz 1.4 MiB
0.4-35 2026-04-26 source/ R- QRM_0.4-35.tar.gz 840.5 KiB
0.4-35 2026-04-23 source/ R- QRM_0.4-35.tar.gz 840.5 KiB
0.4-35 2026-04-09 windows/windows R-4.5 QRM_0.4-35.zip 1.7 MiB
0.4-35 2025-04-20 source/ R- QRM_0.4-35.tar.gz 840.5 KiB

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