qrmdata: Data Sets for Quantitative Risk Management Practice

Various data sets (stocks, stock indices, constituent data, FX, zero-coupon bond yield curves, volatility, commodities) for Quantitative Risk Management practice.

Version: 2019-12-03-1
Depends: R (≥ 3.5.0)
Imports: xts
Suggests: knitr, qrmtools, lattice
Published: 2019-12-06
Author: Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]
Maintainer: Marius Hofert <marius.hofert at uwaterloo.ca>
License: GPL-2 | GPL-3
NeedsCompilation: no
Materials: NEWS
CRAN checks: qrmdata results

Downloads:

Reference manual: qrmdata.pdf
Package source: qrmdata_2019-12-03-1.tar.gz
Windows binaries: r-devel: qrmdata_2019-12-03-1.zip, r-devel-gcc8: qrmdata_2019-12-03-1.zip, r-release: qrmdata_2019-12-03-1.zip, r-oldrel: qrmdata_2019-12-03-1.zip
OS X binaries: r-release: qrmdata_2019-12-03-1.tgz, r-oldrel: qrmdata_2019-12-03-1.tgz
Old sources: qrmdata archive

Reverse dependencies:

Reverse suggests: gnn, nvmix, zenplots

Linking:

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