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QRM

Provides R-Language Code to Examine Quantitative Risk Management Concepts

v0.4-35 · Apr 6, 2025 · GPL (>= 2)
CRAN GitHub Mirror

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

14 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

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

Dependencies Reverse dependencies gsl Matrix mvtnorm numDeriv timeSeries Rcpp mgcv timeDate AZIAD BFpack fitteR nvmix QRM

Version History

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