Package: qrmtools
Version: 0.0-7
Encoding: UTF-8
Title: Tools for Quantitative Risk Management
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.
Authors@R: c(person(given = "Marius", family = "Hofert", role = c("aut", "cre"),
                    email = "marius.hofert@uwaterloo.ca"),
             person(given = "Kurt", family = "Hornik", role = "aut",
                    email = "Kurt.Hornik@R-project.org"),
             person(given = "Alexander J.", family = "McNeil", role = "aut",
                    email = "alexander.mcneil@york.ac.uk"))
Maintainer: Marius Hofert <marius.hofert@uwaterloo.ca>
Depends: R (>= 3.2.0)
Imports: graphics, lattice, quantmod, Quandl, zoo, xts, methods,
        grDevices, stats, rugarch, utils
Suggests: combinat, copula, knitr, mvtnorm, QRM, sfsmisc, RColorBrewer,
        sn
Enhances:
License: GPL-2 | GPL-3
NeedsCompilation: yes
VignetteBuilder: knitr
Repository: CRAN
Date/Publication: 2017-06-16 21:28:20 UTC
Packaged: 2017-06-16 20:50:30 UTC; mhofert
Author: Marius Hofert [aut, cre],
  Kurt Hornik [aut],
  Alexander J. McNeil [aut]
Built: R 3.3.2; x86_64-apple-darwin13.4.0; 2017-06-17 16:34:33 UTC; unix
Archs: qrmtools.so.dSYM
