QRM

Provides R-Language Code to Examine Quantitative Risk Management Concepts

v0.4-35 · Apr 6, 2025 · GPL (>= 2)

Description

Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.

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CRAN Check Status

13 OK

Show all 13 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	140.1s
r-devel-linux-x86_64-debian-gcc	OK	101s
r-devel-linux-x86_64-fedora-clang	OK	218.3s
r-devel-linux-x86_64-fedora-gcc	OK	216.2s
r-devel-windows-x86_64	OK	172s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	113s
r-oldrel-windows-x86_64	OK	208s
r-patched-linux-x86_64	OK	125.2s
r-release-linux-x86_64	OK
r-release-macos-arm64	OK	34s
r-release-macos-x86_64	OK	112s
r-release-windows-x86_64	OK	164s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026

ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026

ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/QRM.Rcheck/00install.out' for details.

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (4)

imports

AZIAD BFpack

suggests

fitteR nvmix

Dependency Network

Version History

10 tracked

new 0.4-35 Mar 10, 2026

updated 0.4-35 ← 0.4-31 diff Apr 5, 2025

updated 0.4-31 ← 0.4-20 diff Feb 15, 2020

updated 0.4-20 ← 0.4-13 diff Jan 27, 2020

updated 0.4-13 ← 0.4-16 diff Dec 17, 2019

updated 0.4-16 ← 0.4-10 diff Dec 16, 2019

updated 0.4-10 ← 0.4-9 diff May 15, 2014

updated 0.4-9 ← 0.4-8 diff Oct 30, 2013

updated 0.4-8 ← 0.4-7 diff Jul 25, 2012

new 0.4-7 Apr 27, 2012