qrmtools
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Software:27169
swMATH15279CRANqrmtoolsMaRDI QIDQ27169
Tools for Quantitative Risk Management
Marius Hofert, Alexander J. Mcneil, Kurt Hornik
Last update: 12 August 2022
Copyright license: GNU General Public License, File License
Software version identifier: 0.0-16
Source code repository: https://github.com/cran/qrmtools
Related Items (3)
Improved algorithms for computing worst value-at-risk ⋮ A framework for measuring association of random vectors via collapsed random variables ⋮ Elements of Copula Modeling with R
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