qrmtools

R 패키지 메타데이터와 수집 신호를 모아 봅니다.

Packages / CRAN / qrmtools

qrmtools

v0.0-19
Repository CRANLicense GPL (>= 3) | file LICENCELifecycle activeNeeds compilation yes
Package pageReferenceSourceDOINEWS
DOI
10.32614/CRAN.package.qrmtools
Task views
Empirical Finance, Probability Distributions

Core Signals

첫 화면에서 판단해야 할 수집 신호를 먼저 배치합니다.

1
Task views
Empirical Finance, Probability Distributions

Supported Backends

DESCRIPTION에서 감지한 backend 관련 package입니다.

0
backend package 신호가 없습니다.

Quick Facts

기본 메타데이터를 작은 카드와 토큰으로 압축합니다.

profile
Repository
CRAN
Version
0.0-19
License
GPL (>= 3) | file LICENCE
Lifecycle
active
Needs compilation
yes
Last observed
2026-06-04
CRAN
cran.r-project.org/package=qrmtools

수집 소스별 패키지 정보

1개 소스
CRAN
0.0-19
2026-06-04
License
GPL (>= 3) | file LICENCE
Depends
R (>= 3.2.0)
Imports
graphics, lattice, quantmod, zoo, xts, methods, grDevices, stats, rugarch, utils, ADGofTest
Suggests
combinat, copula, qrng, sfsmisc, RColorBrewer, sn, knitr, rmarkdown
Needs compilation
yes
Lifecycle
active
Last observed
2026-06-04 01:07:23

이 패키지가 의존하는 패키지

5개 표시전체 19개
PackageTypeSpec
ADGofTest
CRAN · 0.0-19 · 2026-06-04
ImportsADGofTest
graphics
CRAN · 0.0-19 · 2026-06-04
Importsgraphics
grDevices
CRAN · 0.0-19 · 2026-06-04
ImportsgrDevices
lattice
CRAN · 0.0-19 · 2026-06-04
Importslattice
methods
CRAN · 0.0-19 · 2026-06-04
Importsmethods
1 / 4

이 패키지를 쓰는 패키지

3개 표시전체 3개
PackageTypeSpec
nvmix
0.1-2
CRAN · 2026-06-04
Suggestsqrmtools
qrmdata
2025-07-24-3
CRAN · 2026-06-04
Suggestsqrmtools
zenplots
1.0.7
CRAN · 2026-06-04
Suggestsqrmtools
1 / 1

Reverse dependency summary

1 types
TypePackages
Suggests3

패키지 페이지

Reverse suggests
6
All links
50
Repository
CRAN
Version
0.0-19
Collected
2026-05-31 10:25:46
Package page
https://cran.r-project.org/web/packages/qrmtools/index.html
DOI
10.32614/CRAN.package.qrmtools
CRAN checks
https://cran.r-project.org/web/checks/check_results_qrmtools.html
NEWS
https://cran.r-project.org/web/packages/qrmtools/news.html
Reference HTML
https://cran.r-project.org/web/packages/qrmtools/refman/qrmtools.html
Reference PDF
https://cran.r-project.org/web/packages/qrmtools/qrmtools.pdf
Source package
https://cran.r-project.org/src/contrib/qrmtools_0.0-19.tar.gz
Archive
https://CRAN.R-project.org/src/contrib/Archive/qrmtools
In views
DistributionsFinance
Page fields
Author
Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]
CRAN Checks
qrmtools results
DOI
10.32614/CRAN.package.qrmtools
In Views
Distributions , Finance
License
GPL (≥ 3) | file LICENCE
Maintainer
Marius Hofert <mhofert at hku.hk>
Materials
NEWS
NeedsCompilation
yes
Old Sources
qrmtools archive
Package Source
qrmtools_0.0-19.tar.gz
Published
2025-12-10
Reference Manual
qrmtools.html , qrmtools.pdf
Reverse Suggests
nvmix , qrmdata , zenplots
Version
0.0-19
Vignettes
Fitting and Predicting VaR based on an ARMA-GARCH Process ( source , R code ) Geometric Risk Measures ( source , R code ) Worst Value-at-Risk under Known Margins ( source , R code )
Windows Binaries
r-devel: qrmtools_0.0-19.zip , r-release: qrmtools_0.0-19.zip , r-oldrel: qrmtools_0.0-19.zip
MacOS Binaries
r-release (arm64): qrmtools_0.0-19.tgz , r-oldrel (arm64): qrmtools_0.0-19.tgz , r-release (x86_64): qrmtools_0.0-19.tgz , r-oldrel (x86_64): qrmtools_0.0-19.tgz
Version
0.0-19
Published
2025-12-10
DOI
10.32614/CRAN.package.qrmtools
10.32614/CRAN.package.qrmtools
Author
Marius Hofert [aut, cre], Kurt Hornik [aut], Alexander J. McNeil [aut]
Maintainer
Marius Hofert <mhofert at hku.hk>
License
GPL (≥ 3) | file LICENCE
GPL (≥ 3)LICENCE
NeedsCompilation
yes
Materials
NEWS
NEWS
In Views
Distributions , Finance
DistributionsFinance
CRAN Checks
qrmtools results
qrmtools results
Reference Manual
qrmtools.html , qrmtools.pdf
qrmtools.htmlqrmtools.pdf
Vignettes
Fitting and Predicting VaR based on an ARMA-GARCH Process ( source , R code ) Geometric Risk Measures ( source , R code ) Worst Value-at-Risk under Known Margins ( source , R code )
Fitting and Predicting VaR based on an ARMA-GARCH ProcesssourceR codeGeometric Risk MeasuressourceR codeWorst Value-at-Risk under Known MarginssourceR code
Package Source
qrmtools_0.0-19.tar.gz
qrmtools_0.0-19.tar.gz
Windows Binaries
r-devel: qrmtools_0.0-19.zip , r-release: qrmtools_0.0-19.zip , r-oldrel: qrmtools_0.0-19.zip
qrmtools_0.0-19.zipqrmtools_0.0-19.zipqrmtools_0.0-19.zip
MacOS Binaries
r-release (arm64): qrmtools_0.0-19.tgz , r-oldrel (arm64): qrmtools_0.0-19.tgz , r-release (x86_64): qrmtools_0.0-19.tgz , r-oldrel (x86_64): qrmtools_0.0-19.tgz
qrmtools_0.0-19.tgzqrmtools_0.0-19.tgzqrmtools_0.0-19.tgzqrmtools_0.0-19.tgz
Old Sources
qrmtools archive
qrmtools archive
Reverse Suggests
nvmix , qrmdata , zenplots
nvmixqrmdatazenplots
Page sections 4
Documentation
Heading
Documentation
Links
[{"label":"qrmtools.html","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/refman/qrmtools.html"},{"label":"qrmtools.pdf","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/qrmtools.pdf"},{"label":"Fitting and Predicting VaR based on an ARMA-GARCH Process","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/vignettes/ARMA_GARCH_VaR.html"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/vignettes/ARMA_GARCH_VaR.Rmd"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/vignettes/ARMA_GARCH_VaR.R"},{"label":"Geometric Risk Measures","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/vignettes/geometric_risk_measures.html"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/vignettes/geometric_risk_measures.Rmd"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/vignettes/geometric_risk_measures.R"},{"label":"Worst Value-at-Risk under Known Margins","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/vignettes/VaR_bounds.html"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/vignettes/VaR_bounds.Rmd"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmtools/vignettes/VaR_bounds.R"}]
Text
Reference manual: qrmtools.html , qrmtools.pdf Vignettes: Fitting and Predicting VaR based on an ARMA-GARCH Process ( source , R code ) Geometric Risk Measures ( source , R code ) Worst Value-at-Risk under Known Margins ( source , R code )
Downloads
Heading
Downloads
Links
[{"label":"qrmtools_0.0-19.tar.gz","section":"","type":"","url":"https://cran.r-project.org/src/contrib/qrmtools_0.0-19.tar.gz"},{"label":"qrmtools_0.0-19.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.7/qrmtools_0.0-19.zip"},{"label":"qrmtools_0.0-19.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.6/qrmtools_0.0-19.zip"},{"label":"qrmtools_0.0-19.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.5/qrmtools_0.0-19.zip"},{"label":"qrmtools_0.0-19.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/sonoma-arm64/contrib/4.6/qrmtools_0.0-19.tgz"},{"label":"qrmtools_0.0-19.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-arm64/contrib/4.5/qrmtools_0.0-19.tgz"},{"label":"qrmtools_0.0-19.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.6/qrmtools_0.0-19.tgz"},{"label":"qrmtools_0.0-19.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.5/qrmtools_0.0-19.tgz"},{"label":"qrmtools archive","section":"","type":"","url":"https://CRAN.R-project.org/src/contrib/Archive/qrmtools"}]
Text
Package source: qrmtools_0.0-19.tar.gz Windows binaries: r-devel: qrmtools_0.0-19.zip , r-release: qrmtools_0.0-19.zip , r-oldrel: qrmtools_0.0-19.zip macOS binaries: r-release (arm64): qrmtools_0.0-19.tgz , r-oldrel (arm64): qrmtools_0.0-19.tgz , r-release (x86_64): qrmtools_0.0-19.tgz , r-oldrel (x86_64): qrmtools_0.0-19.tgz Old sources: qrmtools archive
Reverse dependencies
Heading
Reverse dependencies
Links
[{"label":"nvmix","section":"","type":"","url":"https://cran.r-project.org/web/packages/nvmix/index.html"},{"label":"qrmdata","section":"","type":"","url":"https://cran.r-project.org/web/packages/qrmdata/index.html"},{"label":"zenplots","section":"","type":"","url":"https://cran.r-project.org/web/packages/zenplots/index.html"}]
Text
Reverse suggests: nvmix , qrmdata , zenplots
Linking
Heading
Linking
Links
[{"label":"https://CRAN.R-project.org/package=qrmtools","section":"","type":"","url":"https://CRAN.R-project.org/package=qrmtools"}]
Text
Please use the canonical form https://CRAN.R-project.org/package=qrmtools to link to this page.
Materials 1
NEWS
Documentation 11
qrmtools.htmlqrmtools.pdfFitting and Predicting VaR based on an ARMA-GARCH ProcesssourceR codeGeometric Risk MeasuressourceR codeWorst Value-at-Risk under Known MarginssourceR code
Vignettes 9
Fitting and Predicting VaR based on an ARMA-GARCH ProcesssourceR codeGeometric Risk MeasuressourceR codeWorst Value-at-Risk under Known MarginssourceR code
Downloads 9
qrmtools_0.0-19.tar.gzqrmtools_0.0-19.zipqrmtools_0.0-19.zipqrmtools_0.0-19.zipqrmtools_0.0-19.tgzqrmtools_0.0-19.tgzqrmtools_0.0-19.tgzqrmtools_0.0-19.tgzqrmtools archive
All page links 50
graphicslatticequantmodzooxtsmethodsgrDevicesstatsrugarchutilsADGofTestcombinatcopulaqrngsfsmiscRColorBrewersnknitrrmarkdown10.32614/CRAN.package.qrmtoolsGPL (≥ 3)LICENCENEWSDistributionsFinanceqrmtools resultsqrmtools.htmlqrmtools.pdfFitting and Predicting VaR based on an ARMA-GARCH ProcesssourceR codeGeometric Risk MeasuressourceR codeWorst Value-at-Risk under Known MarginssourceR codeqrmtools_0.0-19.tar.gzqrmtools_0.0-19.zipqrmtools_0.0-19.zipqrmtools_0.0-19.zipqrmtools_0.0-19.tgzqrmtools_0.0-19.tgzqrmtools_0.0-19.tgzqrmtools_0.0-19.tgzqrmtools archivenvmixqrmdatazenplotshttps://CRAN.R-project.org/package=qrmtools

버전 이력

RepositoryVersionPublishedFirst seenLast seenDocs
CRAN0.0-182025-09-102026-05-312026-05-31
CRAN0.0-172024-03-042026-05-312026-05-31
CRAN0.0-162022-08-122026-05-312026-05-31
CRAN0.0-152022-05-312026-05-312026-05-31
CRAN0.0-142021-04-162026-05-312026-05-31
CRAN0.0-132020-04-192026-05-312026-05-31
CRAN0.0-122020-01-132026-05-312026-05-31
CRAN0.0-112019-12-042026-05-312026-05-31
CRAN0.0-102018-11-122026-05-312026-05-31
CRAN0.0-92018-04-292026-05-312026-05-31
CRAN0.0-82018-01-252026-05-312026-05-31
CRAN0.0-72017-06-162026-05-312026-05-31
CRAN0.0-62016-05-292026-05-312026-05-31
CRAN0.0-52016-02-132026-05-312026-05-31
CRAN0.0-42016-01-152026-05-312026-05-31
CRAN0.0-32015-11-102026-05-312026-05-31
CRAN0.0-12015-05-192026-05-312026-05-31
CRAN0.0-192026-06-012026-06-04

보안

표시할 OSV 데이터가 없습니다.

문헌 신호

표시할 OpenAlex 데이터가 없습니다.

CRAN Task Views

Empirical Finance · 2026-06-04Probability Distributions · 2026-06-04