| Name : R-Dowd
| |
| Version : 0.12
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.16.1
| Date : 2024-06-20 21:32:33
|
| Group : Development/Libraries/Other
| Source RPM : R-Dowd-0.12-lp154.16.1.src.rpm
|
| Size : 0.70 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Functions Ported from \'MMR2\' Toolbox Offered in Kevin Dowd\'s Book Measuring Market Risk
|
Description :
\'Kevin Dowd\'s\' book Measuring Market Risk is a widely read book in the
area of risk measurement by students and practitioners alike. As he
claims, \'MATLAB\' indeed might have been the most suitable language when
he originally wrote the functions, but, with growing popularity of R it
is not entirely valid. As \'Dowd\'s\' code was not intended to be error
free and were mainly for reference, some functions in this package have
inherited those errors. An attempt will be made in future releases to
identify and correct them. \'Dowd\'s\' original code can be downloaded
from www.kevindowd.org/measuring-market-risk/. It should be noted that
\'Dowd\' offers both \'MMR2\' and \'MMR1\' toolboxes. Only \'MMR2\' was ported
to R. \'MMR2\' is more recent version of \'MMR1\' toolbox and they both
have mostly similar function. The toolbox mainly contains different
parametric and non parametric methods for measurement of market risk as
well as backtesting risk measurement methods.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
