R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
quarks
View on CRAN: Click
here
Download and install quarks package within the R console
Install from CRAN:
install.packages("quarks")
Install from Github:
library("remotes")
install_github("cran/quarks") Install by package version:
library("remotes")
install_version("quarks", "1.1.6") Attach the package and use:
library("quarks")
Maintained by
Sebastian Letmathe
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-02-17
Latest Update: 2024-06-08
Description:
Enables the user to calculate Value at Risk (VaR)
and Expected Shortfall (ES) by means of various types of historical
simulation. Currently plain-, age-, volatility-weighted- and filtered
historical simulation are implemented in this package. Volatility weighting
can be carried out via an exponentially weighted moving average model
(EWMA) or other GARCH-type models. The performance can be assessed via
Traffic Light Test, Coverage Tests and Loss Functions. The methods of the
package are described in Gurrola-Perez, P. and Murphy, D. (2015)
as well as McNeil, J.,
Frey, R., and Embrechts, P. (2015) .
How to cite:
Sebastian Letmathe (2021). quarks: Simple Methods for Calculating and Backtesting Value at Risk and Expected Shortfall. R package version 1.1.6, https://cran.r-project.org/web/packages/quarks. Accessed 16 Jul. 2026.
Previous versions and publish date:
(2026-07-09 06:46), 1.0.0 (2021-02-17 21:30), 1.0.1 (2021-02-18 13:30), 1.0.2 (2021-02-20 02:20), 1.0.3 (2021-02-20 14:30), 1.0.4 (2021-02-21 15:40), 1.0.5 (2021-03-01 17:30), 1.0.6 (2021-04-25 23:00), 1.0.7 (2021-09-02 16:20), 1.0.8 (2021-09-03 01:30), 1.0.9 (2021-09-06 08:40), 1.0.10 (2021-11-21 18:00), 1.0.11 (2022-01-09 16:22), 1.1.0 (2022-03-31 01:00), 1.1.1 (2022-06-13 10:30), 1.1.2 (2022-06-20 12:00), 1.1.3 (2022-08-31 22:00), 1.1.4 (2024-06-08 23:50), 1.1.5 (2025-10-13 09:30)
Other packages that cited quarks R package
View quarks citation profile
Other R packages that quarks depends,
imports, suggests or enhances
Complete documentation for quarks
Functions, R codes and Examples using
the quarks R package
Some associated functions: DAX . DJI . FTSE100 . HSI . NIK225 . SP500 . cvgtest . ewma . fhs . hs . lossfun . plop . plot.quarks . print.quarks . rollcast . runFTSdata . trftest . vwhs .
Some associated R codes: DAX.R . DJI.R . FTSE100.R . HSI.R . NIK225.R . SP500.R . Welcome.R . cvgtest.R . ewma.R . fhs.R . hs.R . lossfun.R . plop.R . plot.quarks.R . print.quarks.R . rollcast.R . runFTSdata.R . trftest.R . vwhs.R . Full quarks package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
tarchetypes
Function-oriented Make-like declarative pipelines for Statistics and data science are supported in t ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: William Michael Landau (view profile)
bbdetection
Implements two algorithms of detecting Bull and Bear markets in stock prices: the algorithm of Pagan ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Valeriy Zakamulin (view profile)
stevedata
This is a collection of various kinds of data with broad uses for teaching. My students, and academ ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Steve Miller (view profile)
tibble
Provides a 'tbl_df' class (the 'tibble') with stricter checking and better formatting than the tradi ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Kirill Müller (view profile)
Rnmr1D
Perform the complete processing of a set of proton nuclear magnetic resonance spectra from the free ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Daniel Jacob (view profile)
schoolmath
Contains functions and datasets for math taught in school. A main focus is set to prime-calculation. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Jörg große Schlarmann (view profile)
27,806
R Packages
239,283
Dependencies
73,837
Author Associations
27,807
Publication Badges
