R Observatory: Metrics for qrmtools version 0.0-19

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

qrmtools

0.0-19

Tools for Quantitative Risk Management

3packages depend

151.7Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Marius HofertFirst published 2015-05-1918 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("qrmtools", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-qrmtools

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-qrmtools

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-qrmtools

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 5.1 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

11

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 96%
Documented parameters: 86%
Return-value docs: 100%
References docs: 43%

Downloads

151.7K

CRAN downloads in the past year

Rank #5,026 · ~416/day · ~12.6K/mo

Releases R versions

Daily download trend is not available in this view yet.

36230 days

1.5K90 days

151.7K1 year

Compare downloads with other packages →

Also on465 r2u22 autocran44 c2d4u

Dependencies

Declared dependencies

13 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.2.0

Imports (11)

graphicslatticequantmod zoo xtsmethodsgrDevicesstatsrugarchutilsADGofTest

LinkingTo (0)

none

Suggests (8)

combinat copula qrng sfsmisc RColorBrewer sn knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

3direct

0indirect

nvmix qrmdata zenplots

Code & Tests

People & History

People (3)

Maintainer (1)

Marius Hofert

Author, Maintainer

Authors (3)

Marius Hofert

Author, Maintainer

Kurt Hornik

Author

Alexander J. McNeil

Author · added in 0.0-7

Package Timeline

18 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.0-19Latest
2025-12-10 · current release · diff ↗
0.0-18
2025-09-10 · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
0.0-17
2024-03-04 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.0-16
2022-08-12 · diff ↗
0.0-15
2022-05-31 · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.0-14
2021-04-16 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.0-13
2020-04-19 · diff ↗
0.0-12
2020-01-13 · diff ↗
0.0-11
2019-12-04 · diff ↗

Show 14 earlier events

R
R 3.6.0 released · 2019-04-26
0.0-10
2018-11-12 · diff ↗
0.0-9
2018-04-29 · diff ↗
R
R 3.5.0 released · 2018-04-23
0.0-8
2018-01-25 · diff ↗
0.0-7
2017-06-16 · diff ↗
R
R 3.4.0 released · 2017-04-21
0.0-6
2016-05-29 · diff ↗
R
R 3.3.0 released · 2016-05-03
0.0-5
2016-02-13 · diff ↗
0.0-4
2016-01-15 · diff ↗
0.0-3
2015-11-10 · diff ↗
0.0-1
2015-05-19
R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2015-05-19
Total releases: 18 / 11 yrs
License: GPL (>= 3) | file LICENCE OSI
Minimum R: ≥ 3.2.0
Download size: 1.5 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Probability Distributions Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("qrmtools")

Format

Hofert, M., Hornik, K., & McNeil, A. J. (2025). qrmtools: Tools for Quantitative Risk Management (Version 0.0-19) [Computer software]. https://doi.org/10.32614/CRAN.package.qrmtools

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for qrmtools version 0.0-19 [Data set]. HJJB, LLC. Data release v2026-08-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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