R Observatory: Metrics for qrmtools version 0.0-19

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

qrmtools

0.0-19Package record

Tools for Quantitative Risk Management

0packages dependsuggested by 3

121.4Kdownloads / year

–test coverage

12/13flavors OK

Overview

About

Maintained by Marius HofertCRAN 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.

Changes in 0.0-19

Bug Fixes

Archived "quandl" source in get_data() due to abandoned package Quandl.

From inst/NEWS.Rd in the release

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. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

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). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

1NOTE12OK

Check messages

NOTEforeign function callsr-devel-windows-x86_64

Error: cannot open file 'D:/RCompile/CRANpkg/lib/4.7/Matrix/R/Matrix.rdb': No such file or directory
Call sequence:
14: (function (n) 
    {
        if (existsInFrame(n, envenv)) 
            envenv[[n]]
        else {
            e <- mkenv()
            envenv[[n]] <- e
            key <- env[[n]]
            ekey <- if (is.list(key)) 
                key$eagerKey
            else key
            data <- lazyLoadDBfetch(ekey, datafile, compressed, envhook)
            parent.env(e) <- data$enclos %||% emptyenv()
            list2env(data$bindings, e)
            if (!is.null(data$attributes)) 
                attributes(e) <- data$attributes
            if (!is.null(data$isS4) && data$isS4) 
                .Internal(setS4Object(e, TRUE, TRUE))
            if (is.list(key)) {
                expr <- quote(lazyLoadDBfetch(KEY, datafile, compressed, 
                    envhook))
                .Internal(makeLazy(names(key$lazyKeys), key$lazyKeys, 
                    expr, parent.env
Execution halted
See chapter 'System and foreign language interfaces' in the 'Writing R
Extensions' manual.

CRAN check page ↗

Slowest check: 4.9 min · r-devel-windows-x86_64

Status changes

NOTE12 OK, 1 NOTE2026-10-20
OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.0-19

READMENoVignettesYes · 3 · dynamicNEWSYes · mentions 0.0-19Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 28
Examples that run: 93%25 run in a plain check · 1 never run · 1 hold no code
Exported functions with examples: 96%
Documented parameters: 86%
Return-value docs: 100%
Help pages citing references: 43%

Also includes 1 demo script (run with demo())

Vignettes (3)

How these are measured

Downloads

121.4K

CRAN downloads in the past year

Rank #4,338 · ~333/day · ~10.1K/mo

Releases R versions

Daily download trend is not available in this view yet.

78830 days

2K90 days

121.4K1 year

Compare downloads with other packages →

Also on408 r2u7 autocran87 c2d4u

How downloads are counted

Dependencies

Declared dependencies

13 external dependencies (excludes base and recommended)

Installing qrmtools adds 34 packages (23 with compiled code, 19 MB of source tarballs). Heaviest: mclust 2.7 MB, rugarch 2.6 MB, nloptr 2.1 MB.

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

0direct

0indirect

Suggested by 3

Suggests, most downloaded first

qrmdata nvmix zenplots

How these are counted

Code & Tests

People & History

People (3)

Marius Hofert

Author, Maintainer since 0.0-1 (2015)

Kurt Hornik

Author

Alexander J. McNeil

Author · added in 0.0-7

Releases (18)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
0.0-19Latest
record
2025-12-10 · current release · diff ↗
0.0-18
record
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
record
2024-03-04 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.0-16
record
2022-08-12 · diff ↗
0.0-15
record
2022-05-31 · diff ↗ ·
removed 1 export
stepfun_plot

added 7 exports
Hill_estimator, Hill_plot, step_plot, eqf_plot, tail_index_GARCH_11, VaR_t01, ES_t01
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.0-14
record
2021-04-16 · diff ↗ ·
added 3 exports
rBrownian, deBrowning, stepfun_plot
R
R 4.0.0 released · 2020-04-24
0.0-13
record
2020-04-19 · diff ↗
0.0-12
record
2020-01-13 · diff ↗ ·
added 4 exports
RVaR_np, alloc_ellip, conditioning, alloc_np
0.0-11
record
2019-12-04 · diff ↗ ·
added 2 exports
maha2_test, mardia_test

Show 14 earlier eventsHide 14 earlier events

R
R 3.6.0 released · 2019-04-26
0.0-10
record
2018-11-12 · diff ↗ ·
removed 2 exports
VaR_POT, ES_POT

added 7 exports
dGPDtail, pGPDtail, qGPDtail, rGPDtail, GEV_shape_plot, VaR_GPDtail, ES_GPDtail
0.0-9
record
2018-04-29 · diff ↗ ·
removed 1 export
nested_matrix

added 20 exports
fit_GEV_quantile, fit_GEV_PWM, logLik_GEV, fit_GEV_MLE, fit_GPD_MOM, fit_GPD_PWM, logLik_GPD, fit_GPD_MLE, mean_excess_np, mean_excess_GPD, mean_excess_plot, GPD_shape_plot, tail_plot, VaR_GPD, VaR_POT, ES_GPD, ES_POT, edf_plot, fit_GARCH_11, hierarchical_matrix
R
R 3.5.0 released · 2018-04-23
0.0-8
record
2018-01-25 · diff ↗ ·
added 2 exports
returns_qrmtools, nested_matrix
0.0-7
record
2017-06-16 · diff ↗ ·
removed 4 exports
plot_NA, plot_matrix, density_plot_matrix, log_returns

added 12 exports
VaR_np, ES_np, gVaR, gEX, block_rearrange, ABRA, NA_plot, matrix_plot, matrix_density_plot, pp_plot, qq_plot, returns
R
R 3.4.0 released · 2017-04-21
0.0-6
record
2016-05-29 · diff ↗ ·
added 7 exports
plot_NA, plot_matrix, density_plot_matrix, fit_ARMA_GARCH, catch, log_returns, get_data
R
R 3.3.0 released · 2016-05-03
0.0-5
record
2016-02-13 · diff ↗
0.0-4
record
2016-01-15 · diff ↗ ·
added 2 exports
Black_Scholes, Black_Scholes_Greeks
0.0-3
record
2015-11-10 · diff ↗ ·
removed 2 exports
dev.off.pdf, worst_VaR_hom

added 6 exports
VaR_t, ES_t, VaR_Par, ES_Par, VaR_bounds_hom, rearrange
0.0-1
record
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

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 package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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