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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...

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85

Number of Packages

7

Package Downloads

54,612

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