smqf: Statistical Methods in Quantitative Finance
Provides data and functions used in the book "Statistical Methods in Quantitative Finance" by David Ardia (2026).
| Version: | 1.1-1 |
| Depends: | R (≥ 4.1.0), xts |
| Imports: | graphics, stats, nloptr, pracma |
| Suggests: | zoo, testthat (≥ 3.0.0), PerformanceAnalytics, glmnet |
| Published: | 2026-06-01 |
| DOI: | 10.32614/CRAN.package.smqf (may not be active yet) |
| Author: | David Ardia  [aut,
cre],
Marius Hofert [ctb, cph] (Original author of qrmdata, from which 14
market datasets were ported under GPL-2 | GPL-3),
Kurt Hornik [ctb, cph] (Original author of qrmdata, from which 14
market datasets were ported under GPL-2 | GPL-3),
Alexander J. McNeil [ctb, cph] (Original author of qrmdata, from which
14 market datasets were ported under GPL-2 | GPL-3) |
| Maintainer: | David Ardia <david.ardia.ch at gmail.com> |
| BugReports: | https://github.com/ArdiaD/smqf-package/issues |
| License: | GPL-3 |
| URL: | https://github.com/ArdiaD/smqf-package |
| NeedsCompilation: | no |
| Citation: | smqf citation info |
| Materials: | README, NEWS |
| CRAN checks: | smqf results |
Documentation:
| Reference manual: | smqf.html , smqf.pdf |
Downloads:
| Package source: | smqf_1.1-1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
Linking:
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