Provides R-Language Code to Examine Quantitative Risk Management Concepts R package QRM version 0.4-35 CRAN Task View: Distributions (https://CRAN.R-project.org/view=Distributions) CRAN Task View: ExtremeValue (https://CRAN.R-project.org/view=ExtremeValue) Provides functions/methods to accompany the book Quantitative Risk Management: Concepts, Techniques and Tools by Alexander J. McNeil, Ruediger Frey, and Paul Embrechts. Software Depends: R (>= 2.10.0), gsl, Matrix, mvtnorm, numDeriv, timeSeries Imports: Rcpp (>= 0.11.1), mgcv, methods, timeDate LinkingTo: Rcpp Bernhard Pfaff <bernhard@pfaffikus.de> Comprehensive R Archive Network (CRAN) Bernhard Pfaff [aut, cre], Marius Hofert [ctb], Alexander McNeil) [aut] (QRMlib), Scott Ulmann [trl] (First R port as package QRMlib) GPL (>= 2) 2025-04-06 application/tgz https://CRAN.R-project.org/package=QRM doi:10.32614/CRAN.package.QRM