r-qrm 0.4-35
Propagated dependencies: r-timeseries@4041.111 r-timedate@4041.110 r-rcpp@1.0.13-1 r-numderiv@2016.8-1.1 r-mvtnorm@1.3-2 r-mgcv@1.9-1 r-matrix@1.7-1 r-gsl@2.1-8
Channel: guix-cran
Home page: https://cran.r-project.org/package=QRM
Licenses: GPL 2+
Synopsis: Provides R-Language Code to Examine Quantitative Risk Management Concepts
Description:
This package provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil
, Ruediger Frey, and Paul Embrechts.
Total results: 4