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qrmtools

Tools for Quantitative Risk Management

v0.0-19 · Dec 10, 2025 · GPL (>= 3) | file LICENCE
CRAN GitHub Mirror

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.

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CRAN Check Status

14 OK
Show all 14 flavors
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 (3)

suggests

nvmix qrmdata zenplots

Dependency Network

Dependencies Reverse dependencies lattice quantmod zoo xts rugarch ADGofTest nvmix qrmdata zenplots qrmtools

Version History

new 0.0-19 Mar 10, 2026
updated 0.0-19 ← 0.0-18 diff Dec 9, 2025
updated 0.0-18 ← 0.0-17 diff Sep 9, 2025
updated 0.0-17 ← 0.0-16 diff Mar 3, 2024
updated 0.0-16 ← 0.0-15 diff Aug 11, 2022
updated 0.0-15 ← 0.0-14 diff May 30, 2022
updated 0.0-14 ← 0.0-13 diff Apr 15, 2021
updated 0.0-13 ← 0.0-12 diff Apr 18, 2020
updated 0.0-12 ← 0.0-11 diff Jan 12, 2020
updated 0.0-11 ← 0.0-10 diff Dec 3, 2019
updated 0.0-10 ← 0.0-9 diff Nov 11, 2018
updated 0.0-9 ← 0.0-8 diff Apr 28, 2018
updated 0.0-8 ← 0.0-7 diff Jan 24, 2018
updated 0.0-7 ← 0.0-6 diff Jun 15, 2017
updated 0.0-6 ← 0.0-5 diff May 28, 2016
updated 0.0-5 ← 0.0-4 diff Feb 12, 2016
updated 0.0-4 ← 0.0-3 diff Jan 14, 2016
updated 0.0-3 ← 0.0-1 diff Nov 9, 2015
new 0.0-1 May 18, 2015