Package: QRM
Version: 0.4-35
Date: 2025-04-06
Title: Provides R-Language Code to Examine Quantitative Risk Management
        Concepts
Maintainer: Bernhard Pfaff <bernhard@pfaffikus.de>
Authors@R: c(person(given = "Bernhard",
                      family = "Pfaff",
                      role = c("aut", "cre"),
                      email = "bernhard@pfaffikus.de"),
               person(given = "Marius",
                      family = "Hofert",
                      role = "ctb"),
               person(given = "Alexander",
                      family = "McNeil)",
                      role = "aut",
                      comment = "QRMlib"),
               person(given = "Scott",
                      family = "Ulmann",
                      role = "trl",
                      comment = "First R port as package QRMlib"))
Description: Provides functions/methods to accompany the book
 Quantitative Risk Management: Concepts, Techniques and Tools by
 Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.
Depends: R (>= 2.10.0), gsl, Matrix, mvtnorm, numDeriv, timeSeries
Imports: Rcpp (>= 0.11.1), mgcv, methods, timeDate
LinkingTo: Rcpp
LazyData: Yes
License: GPL (>= 2)
Encoding: UTF-8
NeedsCompilation: yes
Repository: CRAN
Repository/R-Forge/Project: qrm
Repository/R-Forge/Revision: 105
Repository/R-Forge/DateTimeStamp: 2020-01-27 21:36:47
Date/Publication: 2025-04-06 20:40:05 UTC
Packaged: 2025-04-06 17:29:40 UTC; bp
Author: Bernhard Pfaff [aut, cre],
  Marius Hofert [ctb],
  Alexander McNeil) [aut] (QRMlib),
  Scott Ulmann [trl] (First R port as package QRMlib)
Built: R 4.4.3; x86_64-w64-mingw32; 2026-03-23 03:41:44 UTC; windows
Archs: x64
