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QRM  

Provides R-Language Code to Examine Quantitative Risk Management Concepts
View on CRAN: Click here


Download and install QRM package within the R console
Install from CRAN:
install.packages("QRM")

Install from Github:
library("remotes")
install_github("cran/QRM")

Install by package version:
library("remotes")
install_version("QRM", "0.4-35")



Attach the package and use:
library("QRM")
Maintained by
Bernhard Pfaff
[Scholar Profile | Author Map]
First Published: 2012-04-28
Latest Update: 2020-02-15
Description:
Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.
How to cite:
Bernhard Pfaff (2012). QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts. R package version 0.4-35, https://cran.r-project.org/web/packages/QRM. Accessed 07 May. 2025.
Previous versions and publish date:
0.4-7 (2012-04-28 11:56), 0.4-8 (2012-07-26 23:32), 0.4-9 (2013-10-31 18:41), 0.4-10 (2014-05-16 20:10), 0.4-13 (2019-12-18 05:50), 0.4-16 (2019-12-17 09:30), 0.4-20 (2020-01-28 10:20), 0.4-31 (2020-02-16 00:00)
Other packages that cited QRM R package
View QRM citation profile
Other R packages that QRM depends, imports, suggests or enhances
Complete documentation for QRM
Functions, R codes and Examples using the QRM R package
Some associated functions: Bidensplot . CopulaAC . CopulaGauss . CopulaStudent . Credit . DJ . ES . FXGBP . GEV . GHYP . GIG . GPD . Gauss . Gumbel . Kendall . NH . POT . Pconstruct . Pdeconstruct . QQPlot . QRM-defunct . QRM-package . Spearman . Student . VaRbound . cac40 . danish . dji . edf . eigenmeth . equicorr . ftse100 . game-aux . game . hsi . nasdaq . nikkei . smi . sp500 . spdata . spdata.raw . xdax . 
Some associated R codes: CopulaAC.R . CopulaGauss.R . CopulaStudent.R . Correlations.R . Credit.R . Defunct.R . GEV.R . GHYP.R . GIG.R . GPD.R . Gauss.R . NH.R . POT.R . PlotFunc.R . RcppExports.R . Student.R . Utility.R . VaRbound.R . game.R .  Full QRM package functions and examples
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