Other packages > Find by keyword >

qrmdata  

Data Sets for Quantitative Risk Management Practice
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("qrmdata", "2025-07-24-3")



Attach the package and use:
library("qrmdata")
Maintained by
Marius Hofert
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-01-03
Latest Update: 2024-03-04
Description:
Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.
How to cite:
Marius Hofert (2016). qrmdata: Data Sets for Quantitative Risk Management Practice. R package version 2025-07-24-3, https://cran.r-project.org/web/packages/qrmdata. Accessed 05 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:45), 2016-01-03-1 (2016-05-29 16:54), 2019-12-03-1 (2019-12-06 12:30), 2022-05-31-1 (2022-06-01 09:10), 2024-03-04-2 (2024-03-04 17:40)
Other packages that cited qrmdata R package
View qrmdata citation profile
Other R packages that qrmdata depends, imports, suggests or enhances
Complete documentation for qrmdata
Functions, R codes and Examples using the qrmdata R package
Some associated functions: commodities . crypto . default . fx . interest_rates . losses . stock_indices . stock_indices_constituents . stocks . volatility . 
Some associated R codes: zzz.R .  Full qrmdata package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

dcov  
A Fast Implementation of Distance Covariance
Efficient methods for computing distance covariance and relevant statistics. See Sz ...
Download / Learn more Package Citations See dependency  
dhReg  
Dynamic Harmonic Regression
Building and forecasting time series data with multiple seasonality using Dynamic Harmonic Regressio ...
Download / Learn more Package Citations See dependency  
noisyr  
Noise Quantification in High Throughput Sequencing Output
Quantifies and removes technical noise from high-throughput sequencing data. Two approaches are use ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
kernelPSI  
Post-Selection Inference for Nonlinear Variable Selection
Different post-selection inference strategies for kernelselection as described in kernelPSI a Post-S ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA