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qrmtools  

Tools for Quantitative Risk Management
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("qrmtools", "0.0-19")



Attach the package and use:
library("qrmtools")
Maintained by
Marius Hofert
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-05-19
Latest Update: 2025-09-03
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.
How to cite:
Marius Hofert (2015). qrmtools: Tools for Quantitative Risk Management. R package version 0.0-19, https://cran.r-project.org/web/packages/qrmtools. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 06:45), 0.0-1 (2015-05-19 06:39), 0.0-3 (2015-11-10 09:41), 0.0-4 (2016-01-15 10:28), 0.0-5 (2016-02-13 19:01), 0.0-6 (2016-05-29 21:14), 0.0-7 (2017-06-16 23:28), 0.0-8 (2018-01-25 23:07), 0.0-9 (2018-04-29 05:30), 0.0-10 (2018-11-12 06:50), 0.0-11 (2019-12-04 01:20), 0.0-12 (2020-01-13 07:20), 0.0-13 (2020-04-19 06:40), 0.0-14 (2021-04-16 21:30), 0.0-15 (2022-05-31 14:50), 0.0-16 (2022-08-12 14:20), 0.0-17 (2024-03-04 17:20), 0.0-18 (2025-09-10 09:50)
Other packages that cited qrmtools R package
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Complete documentation for qrmtools
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