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Marius Hofert
https://www.github.com/null
Author or maintainer of the following packages:
copula
Classes (S4) of commonly used elliptical, Archimedean, extreme value and some more copula families. ...
crop
A device closing function which is able to crop graphics (e.g., PDF, PNG files) on Unix-like operati...
QRM
Accompanying package to the book Quantitative Risk Management: Concepts, Techniques and Tools by Ale...
qrmdata
Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volat...
qrmtools
Functions and data sets for reproducing selected results from the book "Quantitative Risk Management...
qrng
Functionality for generating (randomized) quasi-random numbers in high dimensions.
simsalapar
Tools for setting up, conducting, and evaluating larger-scale simulation studies, including parallel...
Impact Percentile
85
Number of Packages
7
Package Downloads
54,612
Citations
0
Top Collaborators
Kurt Hornik
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